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Risk premia in the term structure of interest rates : a panel data approach
Bams, Dennis - 2000
Persistent link: https://www.econbiz.de/10013423017
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Asian exchange rate expectations
Cavaglia, Stefano M. - In: Journal of the Japanese and international economies : … 7 (1993) 1, pp. 57-77
Persistent link: https://www.econbiz.de/10015167303
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EMS exchange rates
Nieuwland, Frederick G. - 1990
Persistent link: https://www.econbiz.de/10013444265
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An evaluation framework for alternative VaR models
Bams, Dennis - 2002
Persistent link: https://www.econbiz.de/10013423989
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Modelling scale consistent VAR with the truncated Lévy flight
Lehnert, Thorsten - 2001
Persistent link: https://www.econbiz.de/10013423320
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Measuring the forward foreign exchange risk premium : multi-country evidence from unobserved components models
Wolff, Christiaan Cornelis Petrus - In: Journal of international financial markets, … 10 (2000) 1, pp. 1-8
Persistent link: https://www.econbiz.de/10001449686
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Forward foreign exchange rates, expected spot rates and premia : a signal-extraction approach
Wolff, Christiaan Cornelis Petrus - 1987
Persistent link: https://www.econbiz.de/10000722673
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Exchange rate models and innovations : a derivation
Wolff, Christiaan Cornelis Petrus - In: Economics letters 20 (1986) 4, pp. 373-376
Persistent link: https://www.econbiz.de/10001014792
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Time-varying parameters and the out-of-sample forecasting performance of structural exchange rate models
Wolff, Christiaan Cornelis Petrus - In: Journal of business & economic statistics : JBES ; a … 5 (1987) 1, pp. 87-97
Persistent link: https://www.econbiz.de/10001019323
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Models of exchange rates : a comparison of forecasting results
Wolff, Christiaan Cornelis Petrus - In: International journal of forecasting 4 (1988) 4, pp. 605-607
Persistent link: https://www.econbiz.de/10001069564