| 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 |
1 |
1 |
135 |
| An evaluation framework for alternative VaR-models |
1 |
1 |
1 |
91 |
4 |
4 |
6 |
268 |
| Are capital controls in the foreign exchange market effective? |
0 |
0 |
0 |
28 |
3 |
5 |
10 |
196 |
| Are capital requirements on small business loans flawed? |
0 |
0 |
0 |
4 |
0 |
0 |
2 |
29 |
| Asian Exchange Rate Expectations |
0 |
0 |
0 |
10 |
1 |
2 |
2 |
77 |
| Autoregressive conditional heteroscedasticity: A comparison of ARCH and random coefficient models |
0 |
0 |
0 |
21 |
2 |
5 |
6 |
65 |
| Contingent Capital: The Case of COERCs |
0 |
0 |
0 |
64 |
0 |
0 |
1 |
160 |
| Cross-border mergers and acquisitions: Evidence from the Indochina region |
0 |
0 |
0 |
6 |
0 |
3 |
6 |
56 |
| Diversification strategies and investment opportunities in the international banking industry |
0 |
0 |
0 |
0 |
1 |
5 |
5 |
5 |
| Dividend Policy Decisions and Ownership Concentration: Evidence from Thai Public Companies |
0 |
1 |
1 |
4 |
0 |
3 |
8 |
24 |
| EMS exchange rate expectations and time-varying risk premia |
0 |
0 |
0 |
11 |
2 |
2 |
4 |
56 |
| Euro at risk: The impact of member countries' credit risk on the stability of the common currency |
0 |
0 |
0 |
10 |
3 |
5 |
6 |
70 |
| Exchange rate models and innovations: A derivation |
0 |
0 |
0 |
12 |
1 |
1 |
3 |
57 |
| Exchange rate returns, 'news', and risk premia |
0 |
0 |
0 |
13 |
3 |
3 |
4 |
47 |
| Exchange rates, innovations and forecasting |
0 |
0 |
0 |
30 |
1 |
2 |
5 |
98 |
| Exchange risk premia in the European monetary system |
0 |
0 |
0 |
20 |
0 |
2 |
2 |
216 |
| Exchange risk premia, expectations formation and "news" in the Mexican peso/U.S. dollar forward exchange rate market |
0 |
0 |
1 |
28 |
2 |
2 |
4 |
219 |
| Executing trades in style: retail investors vs. institutions |
0 |
0 |
3 |
11 |
2 |
2 |
9 |
29 |
| Explaining dispersion in foreign exchange expectations: A heterogeneous agent approach |
0 |
0 |
0 |
40 |
1 |
5 |
8 |
170 |
| Extreme US stock market fluctuations in the wake of 9|11 |
0 |
0 |
0 |
77 |
2 |
6 |
10 |
362 |
| FOREIGN EXCHANGE RATE EXPECTATIONS: SURVEY AND SYNTHESIS |
0 |
0 |
1 |
137 |
1 |
5 |
8 |
418 |
| Forward Foreign Exchange Rates, Expected Spot Rates, and Premia: A Signal-Extraction Approach |
0 |
1 |
2 |
62 |
0 |
4 |
9 |
242 |
| Forward foreign exchange rates and expected future spot rates |
0 |
0 |
0 |
96 |
1 |
4 |
4 |
652 |
| Further evidence on exchange rate expectations |
0 |
0 |
0 |
141 |
2 |
7 |
8 |
319 |
| Interest expectations and exchange rates news |
0 |
0 |
0 |
182 |
0 |
0 |
2 |
1,279 |
| Introduction to the special issue on International Finance |
0 |
0 |
0 |
33 |
0 |
1 |
1 |
166 |
| Introduction to the special issue on behavioral finance |
0 |
0 |
0 |
156 |
0 |
1 |
3 |
393 |
| Loss Functions in Option Valuation: A Framework for Selection |
0 |
0 |
1 |
17 |
0 |
2 |
4 |
78 |
| Measuring the forward foreign exchange risk premium: multi-country evidence from unobserved components models |
0 |
0 |
0 |
81 |
0 |
3 |
3 |
234 |
| Models of exchange rates: A comparison of forecasting results |
0 |
0 |
0 |
16 |
1 |
4 |
5 |
68 |
| More evidence on the dollar risk premium in the foreign exchange market |
0 |
0 |
0 |
47 |
3 |
3 |
4 |
156 |
| Nonstandard Errors |
1 |
3 |
16 |
42 |
5 |
18 |
65 |
156 |
| On the Biasedness of Forward Foreign Exchange Rates: Irrationality or Risk Premia? |
0 |
0 |
1 |
168 |
4 |
6 |
7 |
689 |
| Premia in Forward Foreign Exchange as Unobserved Components: A Note |
0 |
0 |
0 |
0 |
1 |
2 |
4 |
189 |
| Risk premia in the term structure of interest rates: a panel data approach |
0 |
1 |
1 |
37 |
0 |
4 |
5 |
117 |
| Scale-consistent Value-at-Risk |
0 |
0 |
0 |
50 |
2 |
5 |
6 |
137 |
| Scandinavian exchange rate expectations |
0 |
0 |
0 |
27 |
0 |
1 |
2 |
270 |
| Scandinavian forward discount bias risk premia |
0 |
0 |
0 |
6 |
1 |
3 |
6 |
59 |
| Skewness risk premium: Theory and empirical evidence |
1 |
1 |
3 |
11 |
4 |
10 |
27 |
73 |
| Spillovers to small business credit risk |
0 |
0 |
1 |
6 |
1 |
3 |
8 |
32 |
| Statement by the editors |
0 |
0 |
0 |
7 |
0 |
2 |
2 |
66 |
| Stochastic trends and jumps in EMS exchange rates |
0 |
0 |
0 |
44 |
2 |
4 |
4 |
148 |
| Survey Data and the Interest Rate Sensitivity of US Bank Stock Returns |
0 |
0 |
0 |
4 |
1 |
2 |
4 |
29 |
| The Dynamics of Short-Term Interest Rate Volatility Reconsidered |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
20 |
| The role of on- and off-balance-sheet leverage of banks in the late 2000s crisis |
0 |
1 |
1 |
40 |
1 |
4 |
8 |
166 |
| Time-Varying Parameters and the Out-of-Sample Forecasting Performance of Structural Exchange Rate Models |
0 |
0 |
0 |
0 |
0 |
2 |
6 |
477 |
| Time-variation in term premia: International survey-based evidence |
0 |
0 |
0 |
17 |
1 |
1 |
2 |
95 |
| 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 |
2 |
47 |
1 |
3 |
4 |
94 |
| Total Journal Articles |
3 |
10 |
35 |
1,984 |
61 |
162 |
314 |
9,161 |
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