Innsbruck
Austria
University of Innsbruck - Department of Banking and Finance
Foreign Exchange, Carry Trade, Currency Pricing, Tensor Factor Models, Tucker Decomposition F31
Dynamic Asset Pricing, Generalized Auto-Regressive Score Models, Time- Varying Risk Premia, Return Predictability
Dynamic Asset Pricing, Generalized Method of Moments, Time-Varying Risk Premia, Factor Models
Dynamic Mixture Models; Generalized Autoregressive Score Models; Macro-Financial Linkages; Nonlinear Vector Autoregressions; Stock and Bond Return Dynamics
dynamic mixture models, generalized autoregressive score models, macro-finance linkages, nonlinear VAR
Carry Trades, FX Dealers, Currency Risk, Intermediary Asset Pricing
monetary policy transmission, non-linear optimization, price puzzle, recursive identification, rotation, sign restrictions
Non-Linear Optimization, Recursive Identification, Rotation, Sign Restrictions
