( en | de | ru )

 

Disambiguation

From post

копироватьудалитьдобавить публикацию в буфер
The long memory of the forward premium

, и . Journal of International Money and Finance, 13 (5): 565--571 (октября 1994)

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.

Lynne Baillie

T Peters

T Frieberg

T Masselink

T Attin

 

Другие публикации лиц с тем же именем

Testing the permanent income hypothesis using a general rational lag formulation, , и . Economics Letters, 5 (1): 39--43 (1980)The forward premium anomaly is not as bad as you think, и . Journal of International Money and Finance, 19 (4): 471--488 (августа 2000)Do asymmetric and nonlinear adjustments explain the forward premium anomaly?, и . Journal of International Money and Finance, 25 (1): 22--47 (февраля 2006)Reply. Econometric Reviews, 8 (2): 213--216 (1989)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)Deviations from daily uncovered interest rate parity and the role of intervention, и . Journal of International Financial Markets, Institutions and Money, 10 (3-4): 363--379 (декабря 2000)A minimum distance estimator for long-memory processes, , и . Journal of Econometrics, 71 (1-2): 249--264 (00 1996)Cointegration, Fractional Cointegration, and Exchange Rate Dynamics, и . The Journal of Finance, 49 (2): 737--745 (1994)The Message in Daily Exchange Rates: A Conditional-Variance Tale, и . Journal of Business & Economic Statistics, 7 (3): 297-305 (июля 1989)available at http://ideas.repec.org/a/bes/jnlbes/v7y1989i3p297-305.html.