Narrow search
Showing 1 - 10 of 132
Cover Image
A nonlinear stochastic rational expectations model of exchange rates
Hsieh, David A. - In: Journal of international money and finance 11 (1992) 3, pp. 235-250
Persistent link: https://www.econbiz.de/10001127460
Cover Image
Chaos and nonlinear dynamics : application to financial markets
Hsieh, David A. - In: The journal of finance : the journal of the American … 46 (1991) 5, pp. 1839-1877
Persistent link: https://www.econbiz.de/10001115512
Cover Image
Testing for nonlinear dependence in daily foreign exchange rates
Hsieh, David A. - In: The journal of business : B 62 (1989) 3, pp. 339-368
Persistent link: https://www.econbiz.de/10001069300
Cover Image
Modeling heteroscedasticity in daily foreign-exchange rates
Hsieh, David A. - In: Journal of business & economic statistics : JBES ; a … 7 (1989) 3, pp. 307-317
Persistent link: https://www.econbiz.de/10001069384
Cover Image
The statistical properties of daily foreign exchange rates : 1974 - 1983
Hsieh, David A. - In: Journal of international economics 1 (1988), pp. 129-145
Persistent link: https://www.econbiz.de/10001040716
Cover Image
Using non-linear methods to search for risk premia in currency futures
Hsieh, David A. - In: Journal of international economics 35 (1993) 1, pp. 113-132
Persistent link: https://www.econbiz.de/10001147254
Cover Image
Implications of observed properties of daily exchange rate movements
Hsieh, David A. - In: Journal of international financial markets, … 1 (1991) 1, pp. 61-71
Persistent link: https://www.econbiz.de/10001098574
Cover Image
International risk sharing and the choice of exchange rate regime
Hsieh, David A. - 1982
Persistent link: https://www.econbiz.de/10002960974
Cover Image
What can central bankers learn from hedge fund replication strategies?
Hsieh, David A. - In: Globalization and systemic risk, (pp. 331-347). 2008
Persistent link: https://www.econbiz.de/10003817458
Cover Image
International risk sharing and the choice of exchange-rate regime
Hsieh, David A. - In: Journal of international money and finance 3 (1984) 2, pp. 141-151
Persistent link: https://www.econbiz.de/10002960979