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Efficiency of the forward market day by day and month by month

Copeland, Laurence S. - In: Applied financial economics 3 (1993) 1, pp. 79-87

Persistent link: https://www.econbiz.de/10001145261

Structural breaks in the real exchange rate adjustment mechanism

Copeland, Laurence S.; Heravi, Saeed M. - In: Applied financial economics 19 (2009) 1/3, pp. 121-134

We show that the behaviour of the real exchange rates of the UK, Germany, France and Japan has been characterized by structural breaks, which changed the adjustment mechanism. In the context of a Time-Varying Smooth Transition Autoregression (TV-STAR) of the kind introduced by Lundbergh et al....

Persistent link: https://www.econbiz.de/10003825837

Forecasting exchange rate volatility using autoregressive random variance model

So, Mike Ka-pui; Lam, Kin; Li, Wai Keung - In: Applied financial economics 9 (1999) 6, pp. 583-591

Persistent link: https://www.econbiz.de/10001525271

Market overreaction and underreaction : tests of the directional and magnitude effects

Fabozzi, Frank J.; Fung, Chun-yip; Lam, Kin; Wong, Wing … - In: Applied financial economics 23 (2013) 16/18, pp. 1469-1482

Persistent link: https://www.econbiz.de/10010259386

Market overreaction and underreaction: tests of the directional and magnitude effects

Fabozzi, Frank J.; Fung, Chun-Yip; Lam, Kin; Wong, … - In: Applied financial economics 23 (2013) 18, pp. 1469-1482

Persistent link: https://www.econbiz.de/10010178159

Forecasting exchange rate volatility using autoregressive random variance model

So, M.K.P.; Lam, K.; Li, W.K. - In: Applied financial economics 9 (1999) 6, pp. 583-592

Persistent link: https://www.econbiz.de/10007683208

Structural breaks in the real exchange rate adjustment mechanism

Copeland, Laurence; Heravi, Saeed - In: Applied financial economics 19 (2009) 1-3, pp. 121-134

Persistent link: https://www.econbiz.de/10008210141

Structural breaks in the real exchange rate adjustment mechanism

Copeland, Laurence; Heravi, Saeed - In: Applied financial economics 19 (2009) 2, pp. 121-134

Persistent link: https://www.econbiz.de/10008164455