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Ang, Andrew
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Bollen, Nicolas P. B.
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Gray, Stephen F.
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Journal of Econometrics
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Regime switching in foreign exchange rates: Evidence from currency option prices
Bollen, Nicolas P. B.
;
Gray, Stephen F.
;
Whaley, Robert E.
- In:
Journal of Econometrics
94
(
2000
)
1-2
,
pp. 239-276
Persistent link: https://www.econbiz.de/10005238963
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What does the yield curve tell us about GDP growth?
Ang, Andrew
;
Piazzesi, Monika
;
Wei, Min
- In:
Journal of Econometrics
131
(
2006
)
1-2
,
pp. 359-403
Persistent link: https://www.econbiz.de/10005122883
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