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Value at risk. McGraw-Hill, New York, NY u.a., 3. ed. издание, (2007)Mean reversion in real exchange rates: evidence and implications for forecasting, и . Journal of International Money and Finance, 15 (4): 535--550 (августа 1996)Value at risk. McGraw-Hill, New York u.a., 2. ed. издание, (2001)Foreign exchange risk premia volatility once again, и . Journal of International Money and Finance, 7 (1): 111--113 (марта 1988)A multicountry comparison of term-structure forecasts at long horizons, и . Journal of Financial Economics, 29 (1): 59--80 (марта 1991)Bayesian and CAPM estimators of the means: Implications for portfolio selection. Journal of Banking & Finance, 15 (3): 717--727 (июня 1991)Informational effects of regulation FD: evidence from rating agencies, , и . Journal of Financial Economics, 76 (2): 309--330 (мая 2005)Does real interest parity hold at longer maturities?. Journal of International Economics, 40 (1-2): 105--126 (февраля 1996)Interest rates and risk premia in the stock market and in the foreign exchange market, и . Journal of International Money and Finance, 6 (1): 107--123 (марта 1987)Multivariate unit root tests of the PPP hypothesis, , , и . Journal of Empirical Finance, 6 (4): 335--353 (октября 1999)