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The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields
Sarno, Lucio; Thornton, Daniel L.; Valente, Giorgio - In: Journal of financial and quantitative analysis : JFQA 42 (2007) 1, pp. 81-100
Persistent link: https://www.econbiz.de/10007614822
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The empirical failure of the expectations hypothesis of the term structure of bond yields
Sarno, Lucio; Thornton, Daniel L.; Valente, Giorgio - In: Journal of financial and quantitative analysis : JFQA 42 (2007) 1, pp. 81-100
Persistent link: https://www.econbiz.de/10003434577
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Common macro factors and currency premia
Filippou, Ilias; Taylor, Mark P. - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 4, pp. 1731-1763
Persistent link: https://www.econbiz.de/10011928406
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Global political risk and currency momentum
Filippou, Ilias; Gozluklu, Arie E.; Taylor, Mark P. - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 5, pp. 2227-2259
Persistent link: https://www.econbiz.de/10011959087
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Forward-looking policy rules and currency premia
Filippou, Ilias; Taylor, Mark P. - In: Journal of financial and quantitative analysis : JFQA 58 (2023) 1, pp. 449-483
Persistent link: https://www.econbiz.de/10014247832
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Media sentiment and currency reversals
Filippou, Ilias; Taylor, Mark P.; Wang, Zigan - In: Journal of financial and quantitative analysis : JFQA 59 (2024) 3, pp. 1401-1429
Persistent link: https://www.econbiz.de/10015055412