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Contagion: an empirical test
Wongswan, Jon - 2003
Persistent link: https://www.econbiz.de/10001792944
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Variance risk premium components and international stock return predictability
Londono, Juan M.; Xu, Nancy R. - 2019
Persistent link: https://www.econbiz.de/10012004721
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The term structure of interest rates in the onshore markets of the United States, Germany and Japan
Popper, Helen - 1990
Persistent link: https://www.econbiz.de/10000130677
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Uncoverest interest parity : it works, but not for long
Chaboud, Alain P.; Wright, Jonathan H. - 2002
Persistent link: https://www.econbiz.de/10001738090
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Predicting cycles in economic activity
Haltmaier, Jane T. - 2008
Persistent link: https://www.econbiz.de/10003997778
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The variance risk premium around the world
Londono, Juan M. - 2011
Persistent link: https://www.econbiz.de/10009577335
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Surprise and uncertainty indexes : real-time aggregation of real-activity macro surprises
Scotti, Chiara - 2013
Persistent link: https://www.econbiz.de/10010206853
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Variance risk premiums and the forward premium puzzle
Londono, Juan M.; Zhou, Hao - 2012
Persistent link: https://www.econbiz.de/10009698092
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Evaluating asset-market effects of unconventional monetary policy : a cross-country comparison
Rogers, John H.; Scotti, Chiara; Wright, Jonathan H. - 2014
Persistent link: https://www.econbiz.de/10010376932
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The baby boom : predictability in house prices and interest rates
Martin, Robert F. - 2005
Persistent link: https://www.econbiz.de/10003234685