| 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 |
0 |
4 |
48 |
1 |
1 |
7 |
156 |
| Comparing the Accuracy of Density Forecasts from Competing Models |
0 |
0 |
0 |
0 |
4 |
12 |
26 |
261 |
| Empirical Exchange Rate Models and Currency Risk: Some Evidence from Density Forecasts |
2 |
5 |
10 |
10 |
6 |
11 |
22 |
22 |
| Exchange Rates and Fundamentals: Evidence on the Economic Value of Predictability |
2 |
5 |
26 |
198 |
8 |
14 |
48 |
422 |
| Exchange Rates and Fundamentals: Evidence on the Economic Value of Predictability |
1 |
5 |
9 |
9 |
1 |
6 |
15 |
15 |
| Exchange Rates and Fundamentals: Footloose or Evolving Relationship? |
4 |
14 |
40 |
64 |
5 |
19 |
85 |
133 |
| FX Arbitrage and Market Liquidity: Statistical Significance and Economic Value |
6 |
13 |
14 |
14 |
16 |
40 |
95 |
117 |
| Federal Funds Rate Prediction |
0 |
1 |
4 |
4 |
2 |
5 |
15 |
15 |
| Federal Funds Rate Prediction |
1 |
3 |
24 |
178 |
8 |
29 |
158 |
1,668 |
| Federal Funds Rate Prediction |
0 |
3 |
26 |
456 |
2 |
25 |
307 |
6,142 |
| Federal funds rate prediction |
2 |
4 |
13 |
289 |
4 |
18 |
91 |
1,348 |
| Modeling and Forecasting Stock Returns: Exploiting the Futures Market, Regime Shifts and International Spillovers |
0 |
4 |
9 |
9 |
2 |
12 |
25 |
25 |
| Modelling and Forecasting Stock Returns: Exploiting the Futures Market, Regime Shifts and International Spillovers |
0 |
5 |
18 |
344 |
2 |
10 |
41 |
428 |
| Monetary Fundamentals and Exchange Rate Dynamics under Different Nominal Regimes |
0 |
3 |
12 |
164 |
1 |
10 |
34 |
411 |
| Monetary Policy Rules, Asset Prices and Exchange Rates |
2 |
3 |
10 |
211 |
2 |
4 |
27 |
482 |
| Monetary Policy Rules, Asset Prices and Exchange Rates |
18 |
33 |
114 |
709 |
33 |
71 |
267 |
1,534 |
| Nonlinearity in Deviations from Uncovered Interest Parity: An Explanation of the Forward Bias Puzzle |
1 |
10 |
40 |
171 |
5 |
18 |
62 |
316 |
| Nonlinearity in Deviations from Uncovered Interest Parity: An Explanation of the Forward Bias Puzzle |
0 |
2 |
13 |
104 |
5 |
12 |
43 |
249 |
| Revisiting the predictability of bond risk premia |
3 |
22 |
22 |
22 |
5 |
8 |
8 |
8 |
| The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields |
0 |
1 |
6 |
6 |
1 |
2 |
15 |
15 |
| The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields |
0 |
1 |
12 |
94 |
2 |
7 |
31 |
219 |
| The Out-of-Sample Success of Term Structure Models as Exchange Rate Predictors: A Step Beyond |
3 |
6 |
17 |
270 |
8 |
17 |
49 |
647 |
| The Out-of-Sample Success of Term Structure Models as Exchange Rate Predictors: A Step Beyond |
4 |
6 |
23 |
451 |
8 |
18 |
67 |
996 |
| The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates |
0 |
0 |
3 |
3 |
0 |
2 |
12 |
12 |
| The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates |
0 |
1 |
7 |
180 |
4 |
12 |
43 |
353 |
| The Term Structure of Interest Rates and the Public Debt Issuance Policy: A Note |
2 |
5 |
11 |
61 |
4 |
11 |
44 |
219 |
| The empirical failure of the expectations hypothesis of the term structure of bond yields |
7 |
11 |
47 |
277 |
8 |
15 |
65 |
532 |
| US Monetary Policy Announcements and the Term Structure of Interest Rate Differentials: Evidence from Hong Kong and Singapore |
4 |
9 |
26 |
29 |
12 |
21 |
91 |
101 |
| Total Working Papers |
62 |
175 |
560 |
4,375 |
159 |
430 |
1,793 |
16,846 |
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