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Schätzung
Monetary policy
53
Exchange rate
49
Wechselkurs
48
USA
47
United States
47
Theorie
41
Theory
41
Volatility
40
Volatilität
40
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39
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38
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38
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30
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28
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27
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25
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25
Börsenkurs
25
Share price
25
Foreign exchange
23
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23
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23
Central bank
18
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18
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17
Prognoseverfahren
17
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17
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16
Financial analysis
14
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14
Japan
14
Welt
14
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14
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12
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12
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11
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11
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11
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10
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English
27
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Neely, Christopher J.
27
Weller, Paul A.
6
Bowman, Robert G.
3
Dueker, Michael
3
Kam Fong Chan
3
Laurent, Sébastien
3
Beine, Michel
2
Erdemlioglu, Deniz
2
Gradojevic, Nikola
2
Lahaye, Jérôme
2
Palm, Franz C.
2
Sarno, Lucio
2
Ulrich, Joshua M.
2
Bibinger, Markus
1
Famiglietti, Matthew T.
1
Ivanova, Yuliya
1
Rapach, David E.
1
Roy, Amlan
1
Ulrich, Joshua
1
Whiteman, Charles H.
1
Winkelmann, Lars
1
Yang, Xiye
1
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Federal Reserve Bank of St. Louis
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9
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2
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2
Journal of international money and finance
2
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1
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ECONIS (ZBW)
27
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1
Implied volatility from options on gold futures : do statistical forecasts add value or simply paint the lilly?
Neely, Christopher J.
(
contributor
)
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001982800
Saved in:
2
Testing asset pricing models with Euler equations : it's far worse than you think
Neely, Christopher J.
-
1995
Persistent link: https://www.econbiz.de/10000932722
Saved in:
3
How persistent are unconventional monetary policy effects?
Neely, Christopher J.
- In:
Journal of international money and finance
126
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013435491
Saved in:
4
Predictability in international asset returns : a reexamination
Neely, Christopher J.
;
Weller, Paul A.
-
1997
Persistent link: https://www.econbiz.de/10000972578
Saved in:
5
Predictability in international asset returns : a reexamination
Neely, Christopher J.
;
Weller, Paul A.
- In:
Journal of financial and quantitative analysis : JFQA
35
(
2000
)
4
,
pp. 601-620
Persistent link: https://www.econbiz.de/10001540815
Saved in:
6
Risk aversion versus intertemporal substitution: a case study of identification failure in the intertemporal consumption capital asset pricing model
Neely, Christopher J.
;
Roy, Amlan
;
Whiteman, Charles H.
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
4
,
pp. 395-403
Persistent link: https://www.econbiz.de/10001646350
Saved in:
7
How well do monetary fundamentals forecast exchange rates?
Neely, Christopher J.
;
Sarno, Lucio
- In:
Review / Federal Reserve Bank of St. Louis
84
(
2002
)
5
,
pp. 51-74
Persistent link: https://www.econbiz.de/10001782553
Saved in:
8
How well do monetary fundamentals forecast exchange rates?
Neely, Christopher J.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001971215
Saved in:
9
Can Markov switching models predict excess foreign exchange returns?
Dueker, Michael
(
contributor
); …
-
2003
-
[Elektronische Ressource], rev.
Persistent link: https://www.econbiz.de/10001964834
Saved in:
10
Central bank intervention and exchange rate volatility, its continuous and jump components
Beine, Michel
;
Lahaye, Jérôme
;
Laurent, Sébastien
; …
-
2007
-
Rev.
Persistent link: https://www.econbiz.de/10003740039
Saved in:
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