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Empirical Asset Pricing, Exchange Rates, Uncovered Equity Parity, International Asset Allocation
Empirical asset pricing, exchange rates, international asset allocation.
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File name: DP10685.
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Empirical Asset Pricing, Exchange Rates, International Asset Allocation
Foreign exchange, uncovered interest parity, forward bias, nonlinearity
Term Structure of Interest Rates, Expectations Hypothesis, Public Debt Management
foreign exchange, uncovered interest parity, forward bias, nonlinearity
Forward bias puzzle, uncovered interest parity, nonlinearity
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vector autoregression, regime switching, Taylor rule
Hedge Funds, Foreign Exchange, Asset Allocation, Funds Performance Evaluation
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Foreign exchange, term structure, forecasting, non-linearity, Markov switching
bond yields, bond excess returns, predictability
Monetary policy, interest rate futures, term structure of interest rates
bond prices, bond risk premia, predictability
Bond excess returns, term structure of interest rates, affine models, macroeconomic announcements
bond excess returns, term structure of interest rates, affine models, macroeconomic announcements
Utility-based comparisons, economic value, out-of-sample forecasting, predictability
File name: SSRN-id709148.
Term structure of interest rates, markov switching, forecasting
File name: SSRN-id840809.
Expectations hypothesis, term structure of interest rates, vector autoregression
File name: SSRN-id480603.
Interest rate rules, asset prices, exchange rates, monetary policy
Asset Prices, exchange rates, interest rate rules, monetary policy.
File name: SSRN-id549142.
Foreign exchange, monetary fundamentals, forecasting, parameter uncertainty, optimal portfolio
File name: DP3983.
Foreign exchange, monetary fundamentals, non-linearity, regime switching
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Federal fund rate, forecasting, term structure, nonlinearity
File name: SSRN-id549321.
Asset prices, international spillovers, forecasting, non-linearity
File name: DP6638.
Economic fundamentals, exchange rates, forecasting
Liquidity, Asset Pricing, Identification, Heteroskedasticity.
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