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 |
1 |
90 |
0 |
0 |
2 |
262 |
Are capital controls in the foreign exchange market effective? |
0 |
0 |
1 |
28 |
0 |
1 |
4 |
186 |
Are capital requirements on small business loans flawed? |
0 |
0 |
0 |
4 |
0 |
0 |
3 |
27 |
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 |
0 |
2 |
59 |
Contingent Capital: The Case of COERCs |
0 |
0 |
0 |
64 |
0 |
1 |
2 |
159 |
Cross-border mergers and acquisitions: Evidence from the Indochina region |
0 |
0 |
0 |
6 |
0 |
0 |
1 |
50 |
Dividend Policy Decisions and Ownership Concentration: Evidence from Thai Public Companies |
0 |
0 |
2 |
3 |
0 |
3 |
10 |
16 |
EMS exchange rate expectations and time-varying risk premia |
0 |
0 |
0 |
11 |
0 |
0 |
0 |
52 |
Euro at risk: The impact of member countries' credit risk on the stability of the common currency |
0 |
0 |
0 |
10 |
0 |
0 |
2 |
64 |
Exchange rate models and innovations: A derivation |
0 |
0 |
0 |
12 |
0 |
0 |
0 |
54 |
Exchange rate returns, 'news', and risk premia |
0 |
0 |
0 |
13 |
1 |
1 |
1 |
44 |
Exchange rates, innovations and forecasting |
0 |
0 |
0 |
30 |
0 |
0 |
0 |
93 |
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 |
0 |
0 |
27 |
1 |
1 |
4 |
216 |
Executing trades in style: retail investors vs. institutions |
0 |
1 |
1 |
8 |
2 |
3 |
4 |
22 |
Explaining dispersion in foreign exchange expectations: A heterogeneous agent approach |
0 |
0 |
1 |
40 |
1 |
2 |
3 |
163 |
Extreme US stock market fluctuations in the wake of 9|11 |
0 |
0 |
0 |
77 |
0 |
1 |
3 |
352 |
FOREIGN EXCHANGE RATE EXPECTATIONS: SURVEY AND SYNTHESIS |
0 |
0 |
4 |
136 |
0 |
1 |
15 |
410 |
Forward Foreign Exchange Rates, Expected Spot Rates, and Premia: A Signal-Extraction Approach |
0 |
0 |
0 |
60 |
0 |
1 |
1 |
233 |
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 |
311 |
Interest expectations and exchange rates news |
0 |
0 |
0 |
182 |
0 |
0 |
0 |
1,277 |
Introduction to the special issue on International Finance |
0 |
0 |
1 |
33 |
0 |
0 |
1 |
165 |
Introduction to the special issue on behavioral finance |
0 |
0 |
2 |
156 |
0 |
0 |
3 |
390 |
Loss Functions in Option Valuation: A Framework for Selection |
0 |
0 |
0 |
16 |
0 |
0 |
0 |
74 |
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 |
0 |
63 |
More evidence on the dollar risk premium in the foreign exchange market |
0 |
0 |
1 |
47 |
0 |
0 |
1 |
152 |
Nonstandard Errors |
3 |
8 |
29 |
29 |
7 |
26 |
98 |
98 |
On the Biasedness of Forward Foreign Exchange Rates: Irrationality or Risk Premia? |
0 |
0 |
2 |
167 |
0 |
0 |
4 |
682 |
Premia in Forward Foreign Exchange as Unobserved Components: A Note |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
185 |
Risk premia in the term structure of interest rates: a panel data approach |
0 |
1 |
2 |
36 |
0 |
2 |
3 |
112 |
Scale-consistent Value-at-Risk |
0 |
0 |
0 |
50 |
0 |
0 |
0 |
131 |
Scandinavian exchange rate expectations |
0 |
0 |
0 |
27 |
0 |
0 |
0 |
268 |
Scandinavian forward discount bias risk premia |
0 |
0 |
0 |
6 |
1 |
1 |
1 |
54 |
Skewness risk premium: Theory and empirical evidence |
0 |
0 |
2 |
8 |
0 |
0 |
8 |
46 |
Spillovers to small business credit risk |
0 |
0 |
0 |
5 |
0 |
1 |
2 |
24 |
Statement by the editors |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
64 |
Stochastic trends and jumps in EMS exchange rates |
0 |
0 |
1 |
44 |
0 |
0 |
1 |
144 |
Survey Data and the Interest Rate Sensitivity of US Bank Stock Returns |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
25 |
The Dynamics of Short-Term Interest Rate Volatility Reconsidered |
0 |
0 |
0 |
1 |
0 |
1 |
2 |
19 |
The role of on- and off-balance-sheet leverage of banks in the late 2000s crisis |
0 |
0 |
1 |
39 |
0 |
0 |
3 |
158 |
Time-Varying Parameters and the Out-of-Sample Forecasting Performance of Structural Exchange Rate Models |
0 |
0 |
0 |
0 |
1 |
2 |
4 |
472 |
Time-variation in term premia: International survey-based evidence |
0 |
0 |
0 |
17 |
0 |
0 |
0 |
93 |
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 |
0 |
45 |
0 |
1 |
1 |
90 |
Total Journal Articles |
3 |
10 |
51 |
1,952 |
14 |
49 |
191 |
8,861 |