| 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 |
1 |
5 |
5 |
139 |
| An evaluation framework for alternative VaR-models |
0 |
1 |
1 |
91 |
0 |
7 |
8 |
271 |
| Are capital controls in the foreign exchange market effective? |
0 |
0 |
0 |
28 |
1 |
4 |
10 |
197 |
| Are capital requirements on small business loans flawed? |
0 |
0 |
0 |
4 |
0 |
4 |
5 |
33 |
| Asian Exchange Rate Expectations |
0 |
0 |
0 |
10 |
0 |
1 |
2 |
77 |
| Autoregressive conditional heteroscedasticity: A comparison of ARCH and random coefficient models |
0 |
0 |
0 |
21 |
0 |
3 |
7 |
66 |
| Contingent Capital: The Case of COERCs |
0 |
0 |
0 |
64 |
0 |
3 |
4 |
163 |
| Cross-border mergers and acquisitions: Evidence from the Indochina region |
0 |
0 |
0 |
6 |
1 |
3 |
9 |
59 |
| Diversification strategies and investment opportunities in the international banking industry |
0 |
1 |
1 |
1 |
1 |
7 |
11 |
11 |
| Dividend Policy Decisions and Ownership Concentration: Evidence from Thai Public Companies |
0 |
0 |
1 |
4 |
1 |
8 |
15 |
32 |
| EMS exchange rate expectations and time-varying risk premia |
0 |
0 |
0 |
11 |
0 |
7 |
9 |
61 |
| Euro at risk: The impact of member countries' credit risk on the stability of the common currency |
0 |
0 |
0 |
10 |
0 |
4 |
7 |
71 |
| Exchange rate models and innovations: A derivation |
0 |
0 |
0 |
12 |
2 |
4 |
6 |
60 |
| Exchange rate returns, 'news', and risk premia |
0 |
0 |
0 |
13 |
2 |
7 |
7 |
51 |
| Exchange rates, innovations and forecasting |
0 |
0 |
0 |
30 |
1 |
9 |
13 |
106 |
| Exchange risk premia in the European monetary system |
0 |
0 |
0 |
20 |
1 |
4 |
6 |
220 |
| Exchange risk premia, expectations formation and "news" in the Mexican peso/U.S. dollar forward exchange rate market |
0 |
0 |
1 |
28 |
0 |
4 |
5 |
221 |
| Executing trades in style: retail investors vs. institutions |
0 |
0 |
3 |
11 |
0 |
2 |
7 |
29 |
| Explaining dispersion in foreign exchange expectations: A heterogeneous agent approach |
0 |
0 |
0 |
40 |
0 |
2 |
8 |
171 |
| Extreme US stock market fluctuations in the wake of 9|11 |
0 |
0 |
0 |
77 |
1 |
4 |
12 |
364 |
| FOREIGN EXCHANGE RATE EXPECTATIONS: SURVEY AND SYNTHESIS |
0 |
0 |
1 |
137 |
1 |
6 |
13 |
423 |
| Forward Foreign Exchange Rates, Expected Spot Rates, and Premia: A Signal-Extraction Approach |
0 |
0 |
2 |
62 |
2 |
5 |
13 |
247 |
| Forward foreign exchange rates and expected future spot rates |
0 |
0 |
0 |
96 |
1 |
4 |
7 |
655 |
| Further evidence on exchange rate expectations |
0 |
0 |
0 |
141 |
1 |
4 |
9 |
321 |
| Interest expectations and exchange rates news |
0 |
0 |
0 |
182 |
0 |
0 |
1 |
1,279 |
| Introduction to the special issue on International Finance |
0 |
0 |
0 |
33 |
1 |
6 |
7 |
172 |
| Introduction to the special issue on behavioral finance |
0 |
0 |
0 |
156 |
1 |
3 |
5 |
396 |
| Loss Functions in Option Valuation: A Framework for Selection |
0 |
0 |
1 |
17 |
0 |
1 |
4 |
79 |
| Measuring the forward foreign exchange risk premium: multi-country evidence from unobserved components models |
0 |
0 |
0 |
81 |
0 |
2 |
5 |
236 |
| Models of exchange rates: A comparison of forecasting results |
0 |
0 |
0 |
16 |
0 |
4 |
8 |
71 |
| More evidence on the dollar risk premium in the foreign exchange market |
0 |
0 |
0 |
47 |
0 |
4 |
5 |
157 |
| Nonstandard Errors |
0 |
1 |
11 |
42 |
6 |
16 |
61 |
167 |
| On the Biasedness of Forward Foreign Exchange Rates: Irrationality or Risk Premia? |
0 |
0 |
1 |
168 |
0 |
6 |
9 |
691 |
| Premia in Forward Foreign Exchange as Unobserved Components: A Note |
0 |
0 |
0 |
0 |
0 |
2 |
5 |
190 |
| Risk premia in the term structure of interest rates: a panel data approach |
0 |
0 |
1 |
37 |
1 |
6 |
10 |
123 |
| Scale-consistent Value-at-Risk |
0 |
0 |
0 |
50 |
1 |
14 |
17 |
149 |
| Scandinavian exchange rate expectations |
0 |
0 |
0 |
27 |
0 |
4 |
6 |
274 |
| Scandinavian forward discount bias risk premia |
0 |
0 |
0 |
6 |
3 |
8 |
11 |
66 |
| Skewness risk premium: Theory and empirical evidence |
0 |
1 |
3 |
11 |
1 |
11 |
32 |
80 |
| Spillovers to small business credit risk |
0 |
0 |
0 |
6 |
1 |
7 |
13 |
38 |
| Statement by the editors |
0 |
0 |
0 |
7 |
1 |
2 |
4 |
68 |
| Stochastic trends and jumps in EMS exchange rates |
0 |
0 |
0 |
44 |
1 |
6 |
8 |
152 |
| Survey Data and the Interest Rate Sensitivity of US Bank Stock Returns |
0 |
0 |
0 |
4 |
1 |
4 |
7 |
32 |
| The Dynamics of Short-Term Interest Rate Volatility Reconsidered |
0 |
0 |
0 |
1 |
0 |
1 |
2 |
21 |
| The role of on- and off-balance-sheet leverage of banks in the late 2000s crisis |
0 |
0 |
1 |
40 |
0 |
7 |
14 |
172 |
| Time-Varying Parameters and the Out-of-Sample Forecasting Performance of Structural Exchange Rate Models |
0 |
0 |
0 |
0 |
1 |
3 |
8 |
480 |
| Time-variation in term premia: International survey-based evidence |
0 |
0 |
0 |
17 |
0 |
5 |
6 |
99 |
| 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 |
0 |
2 |
47 |
0 |
4 |
7 |
97 |
| Total Journal Articles |
0 |
4 |
30 |
1,985 |
36 |
237 |
453 |
9,337 |
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