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Uncovered interest parity : the long and the short of it
Lothian, James R. - In: Journal of empirical finance 36 (2016), pp. 1-7
Persistent link: https://www.econbiz.de/10011662736
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Special issue on high frequency data in finance
Baillie, Richard (contributor);  … - 1997
Persistent link: https://www.econbiz.de/10001505850
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Special issue on high frequency data in finance ; Pt. 2
Baillie, Richard (contributor);  … - 1999
Persistent link: https://www.econbiz.de/10001558702
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Special issue on high frequency data in finance ; Pt. 1
Baillie, Richard (contributor);  … - 1997
Persistent link: https://www.econbiz.de/10001224723
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Bandwidth selection by cross-validation for forecasting long memory financial time series
Baillie, Richard; Kapetanios, George; Papailias, Fotis - In: Journal of empirical finance 29 (2014), pp. 129-143
Persistent link: https://www.econbiz.de/10011300500
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Time variation in the standard forward premium regression : some new models and tests
Baillie, Richard; Cho, Dooyeon - In: Journal of empirical finance 29 (2014), pp. 52-63
Persistent link: https://www.econbiz.de/10011300505
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Assessing Euro crises from a time varying international CAPM approach
Baillie, Richard; Cho, Dooyeon - In: Journal of empirical finance 39 (2016), pp. 197-208
Persistent link: https://www.econbiz.de/10011663843
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Special issue: The Euro Zone in crisis
Jensen, Mark J. (ed.); Baillie, Richard (ed.) - 2016
Persistent link: https://www.econbiz.de/10011664347
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Was it risk? Or was it fundamentals? Explaining excess currency returns with kernel smoothed regressions
Baillie, Richard; Kim, Kun Ho - In: Journal of empirical finance 34 (2015), pp. 99-111
Persistent link: https://www.econbiz.de/10011557073