| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A century of equity premium predictability and the consumption-wealth ratio: An international perspective |
0 |
0 |
1 |
93 |
0 |
4 |
11 |
323 |
| Can currency-based risk factors help forecast exchange rates? |
0 |
0 |
0 |
37 |
0 |
3 |
5 |
119 |
| Carry trades and the performance of currency hedge funds |
0 |
0 |
0 |
33 |
0 |
5 |
15 |
145 |
| Comparing the accuracy of density forecasts from competing models |
0 |
0 |
0 |
87 |
0 |
4 |
7 |
277 |
| Covered interest arbitrage profits: The role of liquidity and credit risk |
0 |
0 |
3 |
208 |
1 |
5 |
10 |
698 |
| Deviations from purchasing power parity under different exchange rate regimes: Do they revert and, if so, how? |
0 |
0 |
1 |
190 |
1 |
3 |
15 |
474 |
| Empirical exchange rate models and currency risk: some evidence from density forecasts |
0 |
0 |
0 |
128 |
2 |
13 |
18 |
303 |
| Exchange Rates and Fundamentals: Footloose or Evolving Relationship? |
0 |
0 |
1 |
211 |
3 |
10 |
17 |
561 |
| Exchange rates and fundamentals: evidence on the economic value of predictability |
0 |
0 |
0 |
237 |
2 |
14 |
33 |
658 |
| Federal Funds Rate Prediction |
0 |
0 |
0 |
0 |
0 |
2 |
5 |
846 |
| Global Shock, Risks, and Asian Financial Reform edited by Iwan J. Azis and Hyun Song Shin (eds) Edward Elgar and Asian Development Bank, Cheltenham, UK; Northampton, MA, USA, 2014 Pp. 752. ISBN 978-1-78347-793-7 |
0 |
0 |
0 |
3 |
0 |
5 |
5 |
41 |
| INTRODUCTION TO THE SPECIAL ISSUE OF PACIFIC ECONOMIC REVIEW ON MACRO AND MICRO INTERNATIONAL FLOWS |
0 |
0 |
0 |
4 |
0 |
0 |
2 |
33 |
| International interest rates and US monetary policy announcements: Evidence from Hong Kong and Singapore |
0 |
0 |
0 |
109 |
1 |
6 |
7 |
400 |
| Modelling and forecasting stock returns: exploiting the futures market, regime shifts and international spillovers |
0 |
0 |
0 |
232 |
1 |
4 |
7 |
725 |
| Monetary Fundamentals and Exchange Rate Dynamics under Different Nominal Regimes |
0 |
0 |
0 |
158 |
0 |
5 |
9 |
554 |
| Monetary Policy Rules, Asset Prices, and Exchange Rates |
0 |
1 |
2 |
48 |
2 |
6 |
12 |
178 |
| Monetary policy rules and regime shifts |
0 |
0 |
0 |
104 |
0 |
2 |
5 |
253 |
| Nonlinearity in Deviations from Uncovered Interest Parity: An Explanation of the Forward Bias Puzzle |
0 |
0 |
0 |
76 |
2 |
6 |
10 |
272 |
| Out-of-Sample Predictions of Bond Excess Returns and Forward Rates: An Asset Allocation Perspective |
0 |
0 |
0 |
34 |
3 |
5 |
6 |
123 |
| Special issue on international financial markets and the macroeconomy |
0 |
0 |
1 |
79 |
0 |
3 |
6 |
199 |
| The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields |
0 |
0 |
0 |
66 |
0 |
29 |
36 |
303 |
| The Market Value of Italian Government Debt, 1970-1996 |
0 |
0 |
0 |
59 |
0 |
4 |
7 |
353 |
| The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates |
0 |
0 |
0 |
160 |
0 |
10 |
13 |
536 |
| The cost of carry model and regime shifts in stock index futures markets: An empirical investigation |
0 |
0 |
1 |
13 |
0 |
3 |
7 |
60 |
| The out-of-sample success of term structure models as exchange rate predictors: a step beyond |
0 |
0 |
1 |
336 |
0 |
2 |
10 |
935 |
| Understanding the price of volatility risk in carry trades |
0 |
0 |
3 |
32 |
0 |
4 |
14 |
186 |
| What Do Stock Markets Tell Us about Exchange Rates? |
0 |
0 |
2 |
33 |
4 |
16 |
22 |
153 |
| Total Journal Articles |
0 |
1 |
16 |
2,770 |
22 |
173 |
314 |
9,708 |
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