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Results: 1-7 |
Results: 7
RETHINKING DEVIATIONS FROM UNCOVERED INTEREST PARITY - THE ROLE OF COVARIANCE RISK AND NOISE
Authors: MARK NC WU YR
Citation: Nc. Mark et Yr. Wu, RETHINKING DEVIATIONS FROM UNCOVERED INTEREST PARITY - THE ROLE OF COVARIANCE RISK AND NOISE, Economic journal, 108(451), 1998, pp. 1686-1706
UNDERSTANDING SPOT AND FORWARD EXCHANGE-RATE REGRESSIONS
Authors: HAI WK MARK NC WU YR
Citation: Wk. Hai et al., UNDERSTANDING SPOT AND FORWARD EXCHANGE-RATE REGRESSIONS, Journal of applied econometrics, 12(6), 1997, pp. 715-734
REAL EXCHANGE-RATE PREDICTION OVER LONG HORIZONS
Authors: MARK NC CHOI DY
Citation: Nc. Mark et Dy. Choi, REAL EXCHANGE-RATE PREDICTION OVER LONG HORIZONS, Journal of international economics, 43(1-2), 1997, pp. 29-60
ON EXCHANGE-RATES - FRANKEL,JA
Authors: MARK NC
Citation: Nc. Mark, ON EXCHANGE-RATES - FRANKEL,JA, Journal of international economics, 38(1-2), 1995, pp. 179-182
EXCHANGE-RATES AND FUNDAMENTALS - EVIDENCE ON LONG-HORIZON PREDICTABILITY
Authors: MARK NC
Citation: Nc. Mark, EXCHANGE-RATES AND FUNDAMENTALS - EVIDENCE ON LONG-HORIZON PREDICTABILITY, The American economic review, 85(1), 1995, pp. 201-218
TESTING VOLATILITY RESTRICTIONS ON INTERTEMPORAL MARGINAL RATES OF SUBSTITUTION IMPLIED BY EULER EQUATIONS AND ASSET RETURNS
Authors: CECCHETTI SG LAM PS MARK NC
Citation: Sg. Cecchetti et al., TESTING VOLATILITY RESTRICTIONS ON INTERTEMPORAL MARGINAL RATES OF SUBSTITUTION IMPLIED BY EULER EQUATIONS AND ASSET RETURNS, The Journal of finance, 49(1), 1994, pp. 123-152
SOME EVIDENCE IN FAVOR OF A MONETARY RATIONAL-EXPECTATIONS EXCHANGE-RATE MODEL WITH IMPERFECT CAPITAL SUBSTITUTABILITY (VOL 33, PG 223, 1992)
Authors: DRISKILL RA MARK NC SHEFFRIN SM
Citation: Ra. Driskill et al., SOME EVIDENCE IN FAVOR OF A MONETARY RATIONAL-EXPECTATIONS EXCHANGE-RATE MODEL WITH IMPERFECT CAPITAL SUBSTITUTABILITY (VOL 33, PG 223, 1992), International economic review, 34(2), 1993, pp. 459-459
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