| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| Asset Prices and International Spillovers: An Empirical Investigation |
0 |
1 |
6 |
43 |
0 |
1 |
9 |
148 |
| Comparing the Accuracy of Density Forecasts from Competing Models |
0 |
0 |
0 |
0 |
3 |
10 |
25 |
232 |
| Exchange Rates and Fundamentals: Evidence on the Economic Value of Predictability |
2 |
5 |
17 |
167 |
2 |
9 |
34 |
355 |
| Exchange Rates and Fundamentals: Footloose or Evolving Relationship? |
10 |
14 |
20 |
20 |
8 |
23 |
39 |
39 |
| Federal Funds Rate Prediction |
1 |
4 |
18 |
150 |
24 |
82 |
357 |
1,480 |
| Federal Funds Rate Prediction |
2 |
13 |
60 |
422 |
38 |
151 |
1,299 |
5,734 |
| Federal funds rate prediction |
1 |
3 |
27 |
273 |
4 |
22 |
205 |
1,239 |
| Market Liquidity and FX Arbitrage in Emerging Markets: Evidence from Hong Kong Tick Data |
0 |
0 |
0 |
0 |
7 |
12 |
12 |
12 |
| Modelling and Forecasting Stock Returns: Exploiting the Futures Market, Regime Shifts and International Spillovers |
0 |
2 |
21 |
325 |
6 |
10 |
43 |
383 |
| Monetary Fundamentals and Exchange Rate Dynamics under Different Nominal Regimes |
0 |
4 |
17 |
151 |
1 |
8 |
33 |
371 |
| Monetary Policy Rules, Asset Prices and Exchange Rates |
1 |
8 |
26 |
199 |
4 |
12 |
56 |
452 |
| Monetary Policy Rules, Asset Prices and Exchange Rates |
1 |
21 |
122 |
575 |
12 |
44 |
257 |
1,231 |
| Nonlinearity in Deviations from Uncovered Interest Parity: An Explanation of the Forward Bias Puzzle |
2 |
10 |
53 |
123 |
6 |
22 |
99 |
244 |
| Nonlinearity in Deviations from Uncovered Interest Parity: An Explanation of the Forward Bias Puzzle |
0 |
7 |
27 |
87 |
4 |
20 |
70 |
199 |
| The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields |
1 |
6 |
24 |
80 |
3 |
15 |
48 |
184 |
| The Out-of-Sample Success of Term Structure Models as Exchange Rate Predictors: A Step Beyond |
0 |
6 |
33 |
252 |
2 |
20 |
85 |
594 |
| The Out-of-Sample Success of Term Structure Models as Exchange Rate Predictors: A Step Beyond |
3 |
6 |
24 |
424 |
8 |
21 |
76 |
908 |
| The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates |
1 |
4 |
30 |
170 |
4 |
14 |
60 |
302 |
| The Term Structure of Interest Rates and the Public Debt Issuance Policy: A Note |
0 |
1 |
12 |
49 |
4 |
17 |
55 |
169 |
| The empirical failure of the expectations hypothesis of the term structure of bond yields |
4 |
14 |
63 |
230 |
8 |
23 |
97 |
462 |
| US Monetary Policy Announcements and the Term Structure of Interest Rate Differentials: Evidence from Hong Kong and Singapore |
2 |
2 |
2 |
2 |
4 |
5 |
5 |
5 |
| Total Working Papers |
31 |
131 |
602 |
3,742 |
152 |
541 |
2,964 |
14,743 |