| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A model of the term structure of interest rates in an open economy with regime shifts 1 I am indebted to Peter Englund, William Perraudin, Lars E.O. Svensson and colleagues at Sveriges Riksbank for valuable comments. I am, of course, responsible for all remaining errors. The views expressed in this paper are the responsibility of the author and not to be regarded as representing the views of the Riksbank. Financial support from Bankforskningsinstitutet is gratefully acknowledged. 1
|
DILLÉN, HANS
|
|
1997
|
16 |
5 |
p. 795-819
25 p.
|
artikel
|
| 2 |
A multivariate cointegration analysis of interest rates in the Eurocurrency market
|
BREMNES, HELGE
|
|
1997
|
16 |
5 |
p. 767-778
12 p.
|
artikel
|
| 3 |
Coherence and the credibility of convertibility announcements 1 I am indebted to Chih-Huan Chen, James Cover, Jim Ligon, Steve Matthews, Bob Nau, Paul Pecorino and Dave VanHoose for fruitful conversations. The efforts of two diligent anonymous referees as well as comments from seminar participants at the University of Alabama, Southern Methodist University and Universidad de Valencia are also gratefully acknowledged. 1
|
GARCE M, DANIEL
|
|
1997
|
16 |
5 |
p. 719-735
17 p.
|
artikel
|
| 4 |
Consumption-based versus production-based models of international equity markets
|
KASA, KENNETH
|
|
1997
|
16 |
5 |
p. 653-680
28 p.
|
artikel
|
| 5 |
International integration of capital markets and the cross-country divergence of per capita consumption
|
EVANS, PAUL
|
|
1997
|
16 |
5 |
p. 681-697
17 p.
|
artikel
|
| 6 |
Intervention strategies and exchange rate volatility: a noise trading perspective
|
HUNG, JUANN H
|
|
1997
|
16 |
5 |
p. 779-793
15 p.
|
artikel
|
| 7 |
Macroeconomic uncertainty and the risk premium in the foreign exchange market 1 I am grateful to Richard Arnott, Christopher Baum, Richard Burdekin, Bruce Mizrach, Robert Murphy, Fabio Schiantarelli, Robert Taggart, Thomas Willett, and an anonymous referee for valuable comments on earlier drafts. 1
|
HU, XIAOQIANG
|
|
1997
|
16 |
5 |
p. 699-718
20 p.
|
artikel
|
| 8 |
On risk, rationality and the predictive ability of European short-term adjusted yield spreads
|
WAHAB, MAHMOUD
|
|
1997
|
16 |
5 |
p. 737-765
29 p.
|
artikel
|
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