| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A note on the determinants of unexpected exchange rate movements |
0 |
0 |
0 |
29 |
0 |
0 |
0 |
134 |
| An evaluation framework for alternative VaR-models |
0 |
0 |
0 |
90 |
0 |
1 |
2 |
264 |
| Are capital controls in the foreign exchange market effective? |
0 |
0 |
0 |
28 |
2 |
3 |
6 |
191 |
| Are capital requirements on small business loans flawed? |
0 |
0 |
0 |
4 |
0 |
1 |
3 |
29 |
| Asian Exchange Rate Expectations |
0 |
0 |
0 |
10 |
0 |
0 |
0 |
75 |
| Autoregressive conditional heteroscedasticity: A comparison of ARCH and random coefficient models |
0 |
0 |
0 |
21 |
0 |
1 |
2 |
60 |
| Contingent Capital: The Case of COERCs |
0 |
0 |
0 |
64 |
1 |
1 |
2 |
160 |
| Cross-border mergers and acquisitions: Evidence from the Indochina region |
0 |
0 |
0 |
6 |
0 |
1 |
3 |
53 |
| Dividend Policy Decisions and Ownership Concentration: Evidence from Thai Public Companies |
0 |
0 |
1 |
3 |
0 |
2 |
9 |
21 |
| EMS exchange rate expectations and time-varying risk premia |
0 |
0 |
0 |
11 |
0 |
1 |
2 |
54 |
| Euro at risk: The impact of member countries' credit risk on the stability of the common currency |
0 |
0 |
0 |
10 |
0 |
0 |
1 |
65 |
| Exchange rate models and innovations: A derivation |
0 |
0 |
0 |
12 |
1 |
2 |
2 |
56 |
| Exchange rate returns, 'news', and risk premia |
0 |
0 |
0 |
13 |
0 |
0 |
1 |
44 |
| Exchange rates, innovations and forecasting |
0 |
0 |
0 |
30 |
0 |
0 |
3 |
96 |
| Exchange risk premia in the European monetary system |
0 |
0 |
0 |
20 |
0 |
0 |
0 |
214 |
| Exchange risk premia, expectations formation and "news" in the Mexican peso/U.S. dollar forward exchange rate market |
0 |
1 |
1 |
28 |
0 |
1 |
3 |
217 |
| Executing trades in style: retail investors vs. institutions |
0 |
1 |
4 |
11 |
0 |
1 |
8 |
27 |
| Explaining dispersion in foreign exchange expectations: A heterogeneous agent approach |
0 |
0 |
0 |
40 |
0 |
0 |
4 |
165 |
| Extreme US stock market fluctuations in the wake of 9|11 |
0 |
0 |
0 |
77 |
0 |
1 |
6 |
356 |
| FOREIGN EXCHANGE RATE EXPECTATIONS: SURVEY AND SYNTHESIS |
0 |
0 |
1 |
137 |
0 |
0 |
5 |
413 |
| Forward Foreign Exchange Rates, Expected Spot Rates, and Premia: A Signal-Extraction Approach |
0 |
0 |
1 |
61 |
0 |
0 |
6 |
238 |
| Forward foreign exchange rates and expected future spot rates |
0 |
0 |
0 |
96 |
0 |
0 |
0 |
648 |
| Further evidence on exchange rate expectations |
0 |
0 |
0 |
141 |
0 |
0 |
1 |
312 |
| Interest expectations and exchange rates news |
0 |
0 |
0 |
182 |
0 |
1 |
2 |
1,279 |
| Introduction to the special issue on International Finance |
0 |
0 |
0 |
33 |
0 |
0 |
0 |
165 |
| Introduction to the special issue on behavioral finance |
0 |
0 |
0 |
156 |
1 |
1 |
2 |
392 |
| Loss Functions in Option Valuation: A Framework for Selection |
0 |
0 |
1 |
17 |
0 |
0 |
2 |
76 |
| Measuring the forward foreign exchange risk premium: multi-country evidence from unobserved components models |
0 |
0 |
0 |
81 |
0 |
0 |
0 |
231 |
| Models of exchange rates: A comparison of forecasting results |
0 |
0 |
0 |
16 |
0 |
0 |
1 |
64 |
| More evidence on the dollar risk premium in the foreign exchange market |
0 |
0 |
0 |
47 |
0 |
0 |
1 |
153 |
| Nonstandard Errors |
1 |
1 |
23 |
39 |
4 |
11 |
88 |
138 |
| On the Biasedness of Forward Foreign Exchange Rates: Irrationality or Risk Premia? |
0 |
0 |
2 |
168 |
0 |
0 |
3 |
683 |
| Premia in Forward Foreign Exchange as Unobserved Components: A Note |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
187 |
| Risk premia in the term structure of interest rates: a panel data approach |
0 |
0 |
1 |
36 |
0 |
0 |
3 |
113 |
| Scale-consistent Value-at-Risk |
0 |
0 |
0 |
50 |
0 |
0 |
1 |
132 |
| Scandinavian exchange rate expectations |
0 |
0 |
0 |
27 |
0 |
0 |
1 |
269 |
| Scandinavian forward discount bias risk premia |
0 |
0 |
0 |
6 |
0 |
1 |
3 |
56 |
| Skewness risk premium: Theory and empirical evidence |
2 |
2 |
2 |
10 |
2 |
6 |
18 |
63 |
| Spillovers to small business credit risk |
0 |
0 |
1 |
6 |
0 |
0 |
6 |
29 |
| Statement by the editors |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
64 |
| Stochastic trends and jumps in EMS exchange rates |
0 |
0 |
0 |
44 |
0 |
0 |
0 |
144 |
| Survey Data and the Interest Rate Sensitivity of US Bank Stock Returns |
0 |
0 |
0 |
4 |
2 |
2 |
2 |
27 |
| The Dynamics of Short-Term Interest Rate Volatility Reconsidered |
0 |
0 |
0 |
1 |
1 |
1 |
2 |
20 |
| The role of on- and off-balance-sheet leverage of banks in the late 2000s crisis |
0 |
0 |
0 |
39 |
0 |
3 |
5 |
162 |
| Time-Varying Parameters and the Out-of-Sample Forecasting Performance of Structural Exchange Rate Models |
0 |
0 |
0 |
0 |
0 |
1 |
5 |
475 |
| Time-variation in term premia: International survey-based evidence |
0 |
0 |
0 |
17 |
1 |
1 |
1 |
94 |
| Time-varying parameters and the out-of-sample forecasting performance of structural exchange rate models: Christian C.P. Wolff, Journal of Business & Economic Statistics 5 (1987) 87-97 |
0 |
1 |
1 |
46 |
0 |
1 |
2 |
91 |
| Total Journal Articles |
3 |
6 |
39 |
1,974 |
16 |
47 |
219 |
8,999 |
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