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Purchasing power parity : modeling and testing mean reversion
Goldberg, Lawrence G. - In: Journal of banking & finance 21 (1997) 7, pp. 949-966
Persistent link: https://www.econbiz.de/10001226790
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Speed of adjustment of the current account : an international comparison
Goldberg, Lawrence G. - In: Applied economics 27 (1995) 11, pp. 1017-1024
Persistent link: https://www.econbiz.de/10001191454
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Forecasting exchange rate volatility : a multiple horizon comparison using historical, realized and implied volatility measures
Siu, David T. L.; Okunev, John - In: Journal of forecasting 28 (2009) 6, pp. 465-486
Persistent link: https://www.econbiz.de/10003886979