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The forward discount puzzle and market efficiency
Pilbeam, Keith; Olmo, Jose - In: Annals of finance 7 (2011) 1, pp. 119-135
Persistent link: https://www.econbiz.de/10008840217
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Conditional stochastic dominance tests in dynamic settings
Gonzalo, Jesús; Olmo, Jose - 2010
Persistent link: https://www.econbiz.de/10009526291
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Uncovered interest parity and the efficiency of the foreign exchange market : a re-examination of the evidence
Olmo, Jose; Pilbeam, Keith - In: International journal of finance & economics : IJFE 16 (2011) 2, pp. 189-204
Persistent link: https://www.econbiz.de/10009159745
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Investor sentiment and bond risk premia
Laborda, Ricardo; Olmo, Jose - In: Journal of financial markets 18 (2014), pp. 206-233
Persistent link: https://www.econbiz.de/10010442457
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The profitability of carry trades
Olmo, Jose; Pilbeam, Keith - In: Annals of finance 5 (2009) 2, pp. 231-241
Persistent link: https://www.econbiz.de/10003813198
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Testing downside risk efficiency under market distress
Gonzalo, Jesús (contributor); Olmo, Jose (contributor) - 2008
Persistent link: https://www.econbiz.de/10003774249
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The measurement and application of risk in economics and finance
Olmo, Jose (contributor); Pilbeam, Keith (contributor) - 2008
Persistent link: https://www.econbiz.de/10003822475
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Testing the existence of clustering in the extreme values
Olmo, Jose (contributor) - 2005
Persistent link: https://www.econbiz.de/10003423044
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Uncovered interest parity : are empirical rejections of it valid?
Olmo, Jose; Pilbeam, Keith - In: Journal of economic integration 24 (2009) 2, pp. 369-384
Persistent link: https://www.econbiz.de/10003852551
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Long-term optimal portfolio allocation under dynamic horizon-specific risk aversion
Gonzalo, Jesús; Olmo, Jose - 2016
Persistent link: https://www.econbiz.de/10011541391