-
1
-
-
0345605750
-
-
Bank of England, April
-
BANK OF ENGLAND (1981). Foreign currency exposure. Bank of England, April.
-
(1981)
Foreign Currency Exposure
-
-
-
2
-
-
0001660278
-
The 'speculative efficiency' hypothesis
-
BILSON, J. F. O. (1981). The 'speculative efficiency' hypothesis. Journal of Business, 54, 435-51.
-
(1981)
Journal of Business
, vol.54
, pp. 435-451
-
-
Bilson, J.F.O.1
-
3
-
-
84984011392
-
Macroeconomic stability and flexible exchange rates
-
_ (1985). Macroeconomic stability and flexible exchange rates. American Economic Review, 75, 62-7.
-
(1985)
American Economic Review
, vol.75
, pp. 62-67
-
-
-
5
-
-
0042983098
-
Expect the worst
-
BOUDOUKH, J., RICHARDSON, M. and WHITELAW, R. (1995). Expect the worst. Risk, 8, 100-1.
-
(1995)
Risk
, vol.8
, pp. 100-101
-
-
Boudoukh, J.1
Richardson, M.2
Whitelaw, R.3
-
6
-
-
0005822480
-
Current structure and recent developments in foreign exchange markets
-
S. J. Khoury (ed.) Amsterdam: Elsevier
-
BURNHAM, J. B. (1991). Current structure and recent developments in foreign exchange markets. In S. J. Khoury (ed.), Recent Developments in International Banking and Finance, Vol. IV. Amsterdam: Elsevier, pp. 123-53.
-
(1991)
Recent Developments in International Banking and Finance
, vol.4
, pp. 123-153
-
-
Burnham, J.B.1
-
8
-
-
0344743531
-
-
Zurich: Olsen and Associates, 10 July
-
DACOROGNA, M. M., GAUVREAU, C. L., MÜLLER, U. A., OLSEN, R. B. and PICTET, O. V. (1992). Short term forecasting models of foreign exchange rates. Zurich: Olsen and Associates, 10 July.
-
(1992)
Short Term Forecasting Models of Foreign Exchange Rates
-
-
Dacorogna, M.M.1
Gauvreau, C.L.2
Müller, U.A.3
Olsen, R.B.4
Pictet, O.V.5
-
9
-
-
0001620586
-
Does foreign-exchange intervention matter? The portfolio effect
-
DOMINOUEZ, K. M. and FRANKEL, J. A. (1993). Does foreign-exchange intervention matter? The portfolio effect. American Economic Review, 83, 1356-69.
-
(1993)
American Economic Review
, vol.83
, pp. 1356-1369
-
-
Dominouez, K.M.1
Frankel, J.A.2
-
12
-
-
0000277234
-
The foreign exchange market: A random walk with a dragging anchor
-
GOODHART, C. (1988). The foreign exchange market: a random walk with a dragging anchor. Economica, 55, 437-60.
-
(1988)
Economica
, vol.55
, pp. 437-460
-
-
Goodhart, C.1
-
13
-
-
84983979107
-
Why don't individuals speculate in the forward foreign exchange market?
-
_ and TAYLOR, M. (1992). Why don't individuals speculate in the forward foreign exchange market? Scottish Journal of Political Economy, 39, 1-13.
-
(1992)
Scottish Journal of Political Economy
, vol.39
, pp. 1-13
-
-
Taylor, M.1
-
14
-
-
40849105983
-
Stochastic consumption, risk aversion, and the temporal behavior of asset returns
-
HANSEN, L. P. and SINGLETON, K. J. (1983). Stochastic consumption, risk aversion, and the temporal behavior of asset returns. Journal of Political Economy, 91, 249-65.
-
(1983)
Journal of Political Economy
, vol.91
, pp. 249-265
-
-
Hansen, L.P.1
Singleton, K.J.2
-
15
-
-
0002386952
-
Evaluation of value-at-risk models using historical data
-
Federal Reserve Bank of New York
-
HENDRICKS, D. (1996). Evaluation of value-at-risk models using historical data. Economic Policy Review (Federal Reserve Bank of New York), 2, 39-69.
-
(1996)
Economic Policy Review
, vol.2
, pp. 39-69
-
-
Hendricks, D.1
-
16
-
-
0003125687
-
Value at risk: A new methodology for measuring portfolio risk
-
Federal Reserve Bank of Philadelphia, July/August
-
HOPPER, G. P. (1996). Value at risk: a new methodology for measuring portfolio risk. Business Review (Federal Reserve Bank of Philadelphia), July/August, 19-31.
-
(1996)
Business Review
, pp. 19-31
-
-
Hopper, G.P.1
-
17
-
-
45449124697
-
The statistical properties of daily foreign exchange rates, 1974-83
-
HSIEH, D. A. (1988). The statistical properties of daily foreign exchange rates, 1974-83. Journal of International Economics, 24, 129-45.
-
(1988)
Journal of International Economics
, vol.24
, pp. 129-145
-
-
Hsieh, D.A.1
-
18
-
-
0004088309
-
-
Cambridge: Cambridge University Press
-
ISARD, P. (1995). Exchange Rate Economics. Cambridge: Cambridge University Press.
-
(1995)
Exchange Rate Economics
-
-
Isard, P.1
-
19
-
-
58149365337
-
Tests of microstructural hypotheses in the foreign exchange market
-
LYONS, R. K. (1995). Tests of microstructural hypotheses in the foreign exchange market. Journal of Financial Economics, 39, 321-51.
-
(1995)
Journal of Financial Economics
, vol.39
, pp. 321-351
-
-
Lyons, R.K.1
-
20
-
-
0001523171
-
Do long-term interest rates overreact to short-term interest rates?
-
MANKIW, N. G. and SUMMERS, L. H. (1984). Do long-term interest rates overreact to short-term interest rates? Brookings Papers on Economic Activity, 1, 223-42.
-
(1984)
Brookings Papers on Economic Activity
, vol.1
, pp. 223-242
-
-
Mankiw, N.G.1
Summers, L.H.2
-
21
-
-
0003233111
-
Empirical assessment of foreign currency risk premiums
-
C. C. Stone (ed.) Boston, Mass: Kluwer
-
MEESE, R. (1989). Empirical assessment of foreign currency risk premiums. In C. C. Stone (ed.). Financial Risk: Theory, Evidence and Implications. Boston, Mass: Kluwer, pp. 157-80.
-
(1989)
Financial Risk: Theory, Evidence and Implications
, pp. 157-180
-
-
Meese, R.1
-
25
-
-
0001567393
-
Safety first and the holding of assets
-
ROY, A. D. (1952). Safety first and the holding of assets. Econometrica, 20, 431-49.
-
(1952)
Econometrica
, vol.20
, pp. 431-449
-
-
Roy, A.D.1
-
26
-
-
0010598525
-
Exchange rate modelling and macro fundamentals: Failed partnership or open marriage
-
TAYLOR, M. (1995). Exchange rate modelling and macro fundamentals: failed partnership or open marriage. British Review of Economic Issues, 17, 1-41.
-
(1995)
British Review of Economic Issues
, vol.17
, pp. 1-41
-
-
Taylor, M.1
|