| 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 |
1 |
132 |
| An evaluation framework for alternative VaR-models |
0 |
1 |
2 |
89 |
0 |
2 |
3 |
254 |
| Are capital controls in the foreign exchange market effective? |
0 |
0 |
0 |
27 |
0 |
0 |
1 |
178 |
| Are capital requirements on small business loans flawed? |
0 |
1 |
2 |
3 |
0 |
1 |
3 |
22 |
| Asian Exchange Rate Expectations |
0 |
0 |
0 |
10 |
0 |
0 |
2 |
75 |
| Autoregressive conditional heteroscedasticity: A comparison of ARCH and random coefficient models |
1 |
1 |
2 |
20 |
1 |
2 |
4 |
56 |
| Contingent Capital: The Case of COERCs |
1 |
1 |
1 |
60 |
3 |
3 |
6 |
151 |
| Cross-border mergers and acquisitions: Evidence from the Indochina region |
1 |
1 |
1 |
4 |
1 |
1 |
6 |
45 |
| 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 |
1 |
1 |
1 |
10 |
1 |
1 |
2 |
62 |
| Exchange rate models and innovations: A derivation |
0 |
1 |
1 |
12 |
0 |
1 |
1 |
54 |
| Exchange rate returns, 'news', and risk premia |
0 |
0 |
0 |
13 |
0 |
0 |
1 |
43 |
| Exchange rates, innovations and forecasting |
0 |
0 |
0 |
29 |
0 |
1 |
3 |
92 |
| Exchange risk premia, expectations formation and "news" in the Mexican peso/U.S. dollar forward exchange rate market |
0 |
1 |
1 |
27 |
0 |
1 |
2 |
211 |
| Executing trades in style: retail investors vs. institutions |
2 |
2 |
4 |
4 |
2 |
2 |
10 |
11 |
| Explaining dispersion in foreign exchange expectations: A heterogeneous agent approach |
1 |
1 |
1 |
39 |
1 |
1 |
1 |
158 |
| Extreme US stock market fluctuations in the wake of 9|11 |
0 |
1 |
1 |
77 |
0 |
1 |
6 |
348 |
| FOREIGN EXCHANGE RATE EXPECTATIONS: SURVEY AND SYNTHESIS |
0 |
0 |
1 |
132 |
0 |
0 |
2 |
393 |
| Forward Foreign Exchange Rates, Expected Spot Rates, and Premia: A Signal-Extraction Approach |
0 |
0 |
1 |
59 |
0 |
0 |
1 |
231 |
| Further evidence on exchange rate expectations |
0 |
0 |
0 |
141 |
0 |
0 |
2 |
310 |
| Interest expectations and exchange rates news |
0 |
0 |
0 |
182 |
0 |
0 |
3 |
1,277 |
| Introduction to the special issue on International Finance |
0 |
0 |
0 |
32 |
0 |
0 |
0 |
164 |
| Introduction to the special issue on behavioral finance |
2 |
3 |
6 |
151 |
2 |
3 |
8 |
381 |
| 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 |
3 |
80 |
0 |
0 |
3 |
230 |
| Models of exchange rates: A comparison of forecasting results |
0 |
0 |
0 |
16 |
0 |
0 |
1 |
63 |
| More evidence on the dollar risk premium in the foreign exchange market |
0 |
0 |
0 |
46 |
0 |
0 |
2 |
151 |
| On the Biasedness of Forward Foreign Exchange Rates: Irrationality or Risk Premia? |
0 |
0 |
1 |
164 |
0 |
0 |
2 |
677 |
| Premia in Forward Foreign Exchange as Unobserved Components: A Note |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
183 |
| Risk premia in the term structure of interest rates: a panel data approach |
0 |
0 |
0 |
34 |
0 |
0 |
0 |
109 |
| Scale-consistent Value-at-Risk |
0 |
0 |
0 |
50 |
0 |
0 |
1 |
130 |
| Scandinavian exchange rate expectations |
0 |
0 |
0 |
27 |
0 |
0 |
1 |
267 |
| Scandinavian forward discount bias risk premia |
0 |
0 |
0 |
6 |
0 |
0 |
0 |
53 |
| Skewness risk premium: Theory and empirical evidence |
0 |
0 |
0 |
6 |
0 |
1 |
7 |
38 |
| Spillovers to small business credit risk |
0 |
0 |
0 |
5 |
0 |
1 |
3 |
18 |
| Statement by the editors |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
64 |
| Stochastic trends and jumps in EMS exchange rates |
0 |
0 |
0 |
43 |
0 |
0 |
0 |
143 |
| Survey Data and the Interest Rate Sensitivity of US Bank Stock Returns |
0 |
0 |
0 |
4 |
0 |
1 |
2 |
24 |
| The Dynamics of Short-Term Interest Rate Volatility Reconsidered |
0 |
0 |
1 |
1 |
0 |
0 |
2 |
15 |
| The role of on- and off-balance-sheet leverage of banks in the late 2000s crisis |
0 |
0 |
0 |
37 |
2 |
3 |
8 |
152 |
| Time-Varying Parameters and the Out-of-Sample Forecasting Performance of Structural Exchange Rate Models |
0 |
0 |
0 |
0 |
0 |
1 |
5 |
463 |
| Time-variation in term premia: International survey-based evidence |
0 |
0 |
0 |
17 |
0 |
1 |
1 |
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 |
1 |
6 |
44 |
0 |
1 |
7 |
87 |
| Total Journal Articles |
9 |
16 |
36 |
1,764 |
13 |
29 |
113 |
7,734 |
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