( en | de | ru )

 

Disambiguation of "Baillie, Richard T"

Author of the publication

copydeleteadd this publication to your clipboard
The Message in Daily Exchange Rates: A Conditional-Variance Tale

, and . Journal of Business & Economic Statistics, 7 (3): 297-305 (July 1989)available at http://ideas.repec.org/a/bes/jnlbes/v7y1989i3p297-305.html.

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

Lynne Baillie

T Peters

T Frieberg

T Attin

T Neumann

 

Other publications of authors with the same name

Deviations from daily uncovered interest rate parity and the role of intervention, and . Journal of International Financial Markets, Institutions and Money, 10 (3-4): 363--379 (December 2000)A minimum distance estimator for long-memory processes, , and . Journal of Econometrics, 71 (1-2): 249--264 (00 1996)Econometric tests of rationality and market efficiency. Econometric Reviews, 8 (2): 151--186 (1989)Comment on modeling asset returns with alternatrve stable distributions. Econometric Reviews, 12 (3): 343--345 (1993)Cointegration, Fractional Cointegration, and Exchange Rate Dynamics, and . The Journal of Finance, 49 (2): 737--745 (1994)The Message in Daily Exchange Rates: A Conditional-Variance Tale, and . Journal of Business & Economic Statistics, 7 (3): 297-305 (July 1989)available at http://ideas.repec.org/a/bes/jnlbes/v7y1989i3p297-305.html.Central bank intervention and risk in the forward market, and . Journal of International Economics, 43 (3-4): 483--497 (Nov 1, 1997)The search for equilibrium relationships in international finance: the case of the monetary model, and . Journal of International Money and Finance, 10 (4): 582--593 (December 1991)A multivariate generalized ARCH approach to modeling risk premia in forward foreign exchange rate markets, and . Journal of International Money and Finance, 9 (3): 309--324 (September 1990)Asymptotic tests on moving average representation coefficients with an application to innovations on spot and forward exchange rates. Economics Letters, 13 (2-3): 201--206 (1983)