3

Carry trades, momentum trading and the forward premium anomaly

Year:
2011
Language:
english
File:
PDF, 353 KB
english, 2011
5

Long memory processes and fractional integration in econometrics

Year:
1996
Language:
english
File:
PDF, 2.75 MB
english, 1996
8

Adaptive ARFIMA models with applications to inflation

Year:
2012
Language:
english
File:
PDF, 338 KB
english, 2012
10

Bivariate garch estimation of the optimal commodity futures Hedge

Year:
1991
Language:
english
File:
PDF, 891 KB
english, 1991
12

Price discovery and common factor models

Year:
2002
Language:
english
File:
PDF, 125 KB
english, 2002
14

Stock Returns and Volatility

Year:
1990
Language:
english
File:
PDF, 1000 KB
english, 1990
15

The Foreign Exchange Market: Theory and Econometric Evidence.

Year:
1990
Language:
english
File:
PDF, 178 KB
english, 1990
16

Common Stochastic Trends in a System of Exchange Rates

Year:
1989
Language:
english
File:
PDF, 625 KB
english, 1989
17

Cointegration, Fractional Cointegration, and Exchange Rate Dynamics

Year:
1994
Language:
english
File:
PDF, 347 KB
english, 1994
20

Editors' introduction: Fractional differencing and long memory processes

Year:
1996
Language:
english
File:
PDF, 181 KB
english, 1996
23

Prediction in dynamic models with time-dependent conditional variances

Year:
1992
Language:
english
File:
PDF, 1.27 MB
english, 1992
24

A minimum distance estimator for long-memory processes

Year:
1996
Language:
english
File:
PDF, 1.02 MB
english, 1996
26

Some joint tests of market efficiency: The case of the forward premium

Year:
1985
Language:
english
File:
PDF, 552 KB
english, 1985
29

Group Structure in the Periodic Table

Year:
1971
Language:
english
File:
PDF, 175 KB
english, 1971
32

Central bank intervention and risk in the forward market

Year:
1997
Language:
english
File:
PDF, 79 KB
english, 1997
33

Effects of dietary fat on the urinary risk factors of calcium stone disease

Year:
2000
Language:
english
File:
PDF, 121 KB
english, 2000
36

The forward premium anomaly is not as bad as you think

Year:
2000
Language:
english
File:
PDF, 169 KB
english, 2000
37

Cointegration and models of exchange rate determination

Year:
1987
Language:
english
File:
PDF, 636 KB
english, 1987
38

The Message in Daily Exchange Rates

Year:
2002
Language:
english
File:
PDF, 1.34 MB
english, 2002
40

Common Stochastic Trends in a System of Exchange Rates

Year:
1989
Language:
english
File:
PDF, 900 KB
english, 1989
47

Testing for Neglected Nonlinearity in Long-Memory Models

Year:
2007
Language:
english
File:
PDF, 287 KB
english, 2007