| 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 |
2 |
8 |
142 |
| An evaluation framework for alternative VaR-models |
0 |
0 |
1 |
91 |
0 |
2 |
10 |
273 |
| Are capital controls in the foreign exchange market effective? |
0 |
0 |
0 |
28 |
1 |
6 |
17 |
205 |
| Are capital requirements on small business loans flawed? |
0 |
0 |
0 |
4 |
0 |
2 |
7 |
35 |
| Asian Exchange Rate Expectations |
0 |
0 |
0 |
10 |
0 |
2 |
5 |
80 |
| Autoregressive conditional heteroscedasticity: A comparison of ARCH and random coefficient models |
0 |
0 |
0 |
21 |
0 |
0 |
7 |
66 |
| Contingent Capital: The Case of COERCs |
0 |
0 |
0 |
64 |
1 |
2 |
7 |
166 |
| Cross-border mergers and acquisitions: Evidence from the Indochina region |
0 |
0 |
0 |
6 |
0 |
4 |
12 |
64 |
| Diversification strategies and investment opportunities in the international banking industry |
0 |
0 |
1 |
1 |
0 |
1 |
14 |
14 |
| Dividend Policy Decisions and Ownership Concentration: Evidence from Thai Public Companies |
0 |
1 |
2 |
5 |
0 |
6 |
20 |
39 |
| EMS exchange rate expectations and time-varying risk premia |
0 |
0 |
0 |
11 |
0 |
4 |
13 |
66 |
| Euro at risk: The impact of member countries' credit risk on the stability of the common currency |
0 |
0 |
0 |
10 |
0 |
0 |
6 |
71 |
| Exchange rate models and innovations: A derivation |
0 |
0 |
0 |
12 |
0 |
2 |
8 |
62 |
| Exchange rate returns, 'news', and risk premia |
0 |
0 |
0 |
13 |
0 |
3 |
11 |
55 |
| Exchange rates, innovations and forecasting |
0 |
0 |
0 |
30 |
0 |
3 |
13 |
109 |
| Exchange risk premia in the European monetary system |
0 |
0 |
0 |
20 |
0 |
0 |
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 |
3 |
9 |
225 |
| Executing trades in style: retail investors vs. institutions |
0 |
0 |
1 |
11 |
1 |
2 |
5 |
31 |
| Explaining dispersion in foreign exchange expectations: A heterogeneous agent approach |
0 |
0 |
0 |
40 |
1 |
3 |
11 |
176 |
| Extreme US stock market fluctuations in the wake of 9|11 |
0 |
2 |
2 |
79 |
1 |
5 |
17 |
372 |
| FOREIGN EXCHANGE RATE EXPECTATIONS: SURVEY AND SYNTHESIS |
0 |
0 |
0 |
137 |
0 |
1 |
11 |
424 |
| Forward Foreign Exchange Rates, Expected Spot Rates, and Premia: A Signal-Extraction Approach |
0 |
0 |
1 |
62 |
1 |
2 |
11 |
249 |
| Forward foreign exchange rates and expected future spot rates |
0 |
0 |
0 |
96 |
0 |
3 |
12 |
660 |
| Further evidence on exchange rate expectations |
0 |
0 |
0 |
141 |
0 |
2 |
11 |
323 |
| Interest expectations and exchange rates news |
0 |
0 |
0 |
182 |
0 |
1 |
2 |
1,280 |
| Introduction to the special issue on International Finance |
0 |
0 |
0 |
33 |
0 |
1 |
9 |
174 |
| Introduction to the special issue on behavioral finance |
0 |
0 |
0 |
156 |
0 |
2 |
7 |
398 |
| Loss Functions in Option Valuation: A Framework for Selection |
0 |
0 |
0 |
17 |
0 |
6 |
9 |
85 |
| Measuring the forward foreign exchange risk premium: multi-country evidence from unobserved components models |
0 |
0 |
0 |
81 |
0 |
3 |
8 |
239 |
| Models of exchange rates: A comparison of forecasting results |
0 |
0 |
0 |
16 |
0 |
3 |
10 |
74 |
| More evidence on the dollar risk premium in the foreign exchange market |
0 |
0 |
0 |
47 |
0 |
1 |
6 |
159 |
| Nonstandard Errors |
1 |
1 |
7 |
45 |
4 |
8 |
53 |
180 |
| On the Biasedness of Forward Foreign Exchange Rates: Irrationality or Risk Premia? |
0 |
0 |
0 |
168 |
0 |
1 |
10 |
693 |
| Premia in Forward Foreign Exchange as Unobserved Components: A Note |
0 |
0 |
0 |
0 |
0 |
3 |
8 |
193 |
| Risk premia in the term structure of interest rates: a panel data approach |
0 |
0 |
1 |
37 |
0 |
0 |
12 |
125 |
| Scale-consistent Value-at-Risk |
0 |
0 |
0 |
50 |
1 |
3 |
20 |
152 |
| Scandinavian exchange rate expectations |
0 |
0 |
0 |
27 |
1 |
2 |
7 |
276 |
| Scandinavian forward discount bias risk premia |
0 |
0 |
0 |
6 |
0 |
3 |
14 |
69 |
| Skewness risk premium: Theory and empirical evidence |
0 |
0 |
3 |
11 |
0 |
5 |
30 |
87 |
| Spillovers to small business credit risk |
0 |
0 |
0 |
6 |
0 |
8 |
17 |
46 |
| Statement by the editors |
0 |
0 |
0 |
7 |
0 |
2 |
7 |
71 |
| Stochastic trends and jumps in EMS exchange rates |
0 |
0 |
0 |
44 |
0 |
1 |
10 |
154 |
| Survey Data and the Interest Rate Sensitivity of US Bank Stock Returns |
0 |
0 |
0 |
4 |
0 |
2 |
10 |
35 |
| The Dynamics of Short-Term Interest Rate Volatility Reconsidered |
0 |
1 |
1 |
2 |
0 |
3 |
5 |
24 |
| The role of on- and off-balance-sheet leverage of banks in the late 2000s crisis |
0 |
0 |
1 |
40 |
0 |
2 |
16 |
175 |
| Time-Varying Parameters and the Out-of-Sample Forecasting Performance of Structural Exchange Rate Models |
0 |
0 |
0 |
0 |
0 |
4 |
11 |
485 |
| Time-variation in term premia: International survey-based evidence |
0 |
0 |
0 |
17 |
0 |
7 |
14 |
107 |
| 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 |
1 |
8 |
98 |
| Total Journal Articles |
1 |
5 |
24 |
1,992 |
12 |
132 |
554 |
9,506 |
LogEc is hosted by the
Örebro University School of Business.