Works matching IS 00346527 AND DT 1991 AND VI 58 AND IP 3

Results: 11

An Empirical Assessment of Non-Linearities in Models of Exchange Rate Determination.

Published in:

Review of Economic Studies, 1991, v. 58, n. 3, p. 603, doi. 10.2307/2298014

By:

Meese, Richard A.;
Rose, Andrew K.

Publication type:

Article

Tests for a Systematic Risk Component in Deviations From Uncovered Interest Rate Parity.

Published in:

Review of Economic Studies, 1991, v. 58, n. 3, p. 587, doi. 10.2307/2298013

By:

McCurdy, Thomas H.;
Morgan, Ieuan G.

Publication type:

Article

Intra-Day and Inter-Market Volatility in Foreign Exchange Rates.

Published in:

Review of Economic Studies, 1991, v. 58, n. 3, p. 565, doi. 10.2307/2298012

By:

Baillie, Richard T.;
Bollerslev, Tim

Publication type:

Article

Semi-parametric Estimation and the Predictability of Stock Market Returns: Some Lessons from Japan.

Published in:

Review of Economic Studies, 1991, v. 58, n. 3, p. 547, doi. 10.2307/2298011

By:

Sentana, Enrique;
Wadhwani, Sushil

Publication type:

Article

Speculative Dynamics.

Published in:

Review of Economic Studies, 1991, v. 58, n. 3, p. 529, doi. 10.2307/2298010

By:

Cutler, David M.;
Poterba, James M.;
Summers, Lawrence H.

Publication type:

Article

Mean Reversion in Stock Prices? A Reappraisal of the Empirical Evidence.

Published in:

Review of Economic Studies, 1991, v. 58, n. 3, p. 515, doi. 10.2307/2298009

By:

Myung Jig Kim;
Nelson, Charles R.;
Startz, Richard

Publication type:

Article

Yield Spreads and Interest Rate Movements: A Bird's Eye View.

Published in:

Review of Economic Studies, 1991, v. 58, n. 3, p. 495, doi. 10.2307/2298008

By:

Campbell, John Y.;
Shiller, Robert J.

Publication type:

Article

Risk, Time Varying Second Moments and Market Efficiency.

Published in:

Review of Economic Studies, 1991, v. 58, n. 3, p. 479, doi. 10.2307/2298007

By:

Attanasio, Orazio P.

Publication type:

Article

Stock Market Forecastability and Volatility: A Statistical Appraisal.

Published in:

Review of Economic Studies, 1991, v. 58, n. 3, p. 455, doi. 10.2307/2298006

By:

Mankiw, N. Gregory;
Romer, David;
Shapiro, Matthew D.

Publication type:

Article

Consistent Nonparametric Entropy-Based Testing.

Published in:

Review of Economic Studies, 1991, v. 58, n. 3, p. 437, doi. 10.2307/2298005

By:

Robinson, P.M.

Publication type:

Article

Estimating Long-run Economic Equilibria.

Published in:

Review of Economic Studies, 1991, v. 58, n. 3, p. 407, doi. 10.2307/2298004

By:

Phillips, Peter C.B.;
Loretan, Mico

Publication type:

Article