Volume 58; Issue 3

Main
Review of Economic Studies
Volume 58; Issue 3

Review of Economic Studies

Volume 58; Issue 3

1

Special Issue: The Econometrics of Financial Markets || An Empirical Assessment of Non-Linearities in Models of Exchange Rate Determination

Richard A. Meese and Andrew K. Rose

Journal:

Review of Economic Studies

Year:

1991

Language:

english

File:

PDF, 2.16 MB

english, 1991

2

Special Issue: The Econometrics of Financial Markets || Back Matter

Journal:

Review of Economic Studies

Year:

1991

Language:

english

File:

PDF, 193 KB

english, 1991

3

Special Issue: The Econometrics of Financial Markets || Front Matter

Journal:

Review of Economic Studies

Year:

1991

Language:

english

File:

PDF, 276 KB

english, 1991

4

Special Issue: The Econometrics of Financial Markets || Mean Reversion in Stock Prices? A Reappraisal of the Empirical Evidence

Myung Jig Kim, Charles R. Nelson and Richard Startz

Journal:

Review of Economic Studies

Year:

1991

Language:

english

File:

PDF, 1.61 MB

english, 1991

5

Special Issue: The Econometrics of Financial Markets || Speculative Dynamics

David M. Cutler, James M. Poterba and Lawrence H. Summers

Journal:

Review of Economic Studies

Year:

1991

Language:

english

File:

PDF, 2.17 MB

english, 1991

6

Special Issue: The Econometrics of Financial Markets || Intra-Day and Inter-Market Volatility in Foreign Exchange Rates

Richard T. Baillie and Tim Bollerslev

Journal:

Review of Economic Studies

Year:

1991

Language:

english

File:

PDF, 2.53 MB

english, 1991

7

Special Issue: The Econometrics of Financial Markets || Yield Spreads and Interest Rate Movements: A Bird's Eye View

John Y. Campbell and Robert J. Shiller

Journal:

Review of Economic Studies

Year:

1991

Language:

english

File:

PDF, 2.37 MB

english, 1991

8

Special Issue: The Econometrics of Financial Markets || Risk, Time-Varying Second Moments and Market Efficiency

Orazio P. Attanasio

Journal:

Review of Economic Studies

Year:

1991

Language:

english

File:

PDF, 2.08 MB

english, 1991

9

Semi-Parametric Estimation and the Predictability of Stock Market Returns: Some Lessons from Japan

Sentana, Enrique, Wadhwani, Sushil

Journal:

Review of Economic Studies

Year:

1991

Language:

english

File:

PDF, 988 KB

english, 1991

10

Tests for a Systematic Risk Component in Deviations from Uncovered Interest Rate Parity

McCurdy, Thomas H., Morgan, Ieuan G.

Journal:

Review of Economic Studies

Year:

1991

Language:

english

File:

PDF, 1.05 MB

english, 1991

11

Estimating Long-Run Economic Equilibria

Phillips, Peter C. B., Loretan, Mico

Journal:

Review of Economic Studies

Year:

1991

Language:

english

File:

PDF, 1.75 MB

english, 1991

12

Special Issue: The Econometrics of Financial Markets || Consistent Nonparametric Entropy-Based Testing

Journal:

Review of Economic Studies

Year:

1991

Language:

english

File:

PDF, 1.03 MB

english, 1991

13

Special Issue: The Econometrics of Financial Markets

Bean, C., Dewatripont, M., Moore, J.

Journal:

Review of Economic Studies

Year:

1991

File:

PDF, 21 KB

1991

14

Special Issue: The Econometrics of Financial Markets || Stock Market Forecastability and Volatility: A Statistical Appraisal

N. Gregory Mankiw, David Romer and Matthew D. Shapiro

Journal:

Review of Economic Studies

Year:

1991

Language:

english

File:

PDF, 1.45 MB

english, 1991

15

Special Issue: The Econometrics of Financial Markets || Special Issue: The Econometrics of Financial Markets

Charles Bean, Mathias Dewatripont and John Moore

Journal:

Review of Economic Studies

Year:

1991

Language:

english

File:

PDF, 155 KB

english, 1991