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Villanueva, Miguel's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
1,466 |
Total
Citations
13 |
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1.
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Villanueva, Miguel State Street Global Advisors - ARC
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590
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5
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Forward bias, FX trading profits, Monte Carlo simulation, bootstrap resampling
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2.
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McCown, James Ross Toltec Group Villanueva, Miguel State Street Global Advisors - ARC
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307
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International Asset Pricing, Exchange Rates,Foreign Exchange Risk
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3.
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Villanueva, Miguel State Street Global Advisors - ARC
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230
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5
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forward rates, market unbiasedness, structural breaks
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4.
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Villanueva, Miguel State Street Global Advisors - ARC
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179
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3
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Forward-bias, generalized impulse response, limited participation, overshooting, undershooting
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5.
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Villanueva, Miguel State Street Global Advisors - ARC
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90
(146,640)
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Fractional integration, unbalanced regression, forward bias, small-sample bias, Monte Carlo simulation
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6.
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Villanueva, Miguel State Street Global Advisors - ARC
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70
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Uncovered interest parity, carry trade, FX economic model, policy and practitioner currency management
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Records 1 -
6
of 6 matches
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