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Risk, efficiency and speculation in the 1920s foreign exchange market: An overlapping data analysis
16 references·2 citing·38 second hop
Risk, efficiency and speculation in the 1920s foreign exchange market: An overlapping data analysis (1991)Risk, efficiency and speculation in the 1…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Time Series Regression with a Unit Root (1987)Time Series Regression with a…Estimating Time Varying Risk Premia in the Term Structure: The Arch-M Model (1987)Estimating Time Varying Risk …Cointegration and Tests of Present Value Models (1987)Cointegration and Tests of Pr…COINTEGRATION AND ERROR CORRECTION: REPRESENTATION (1987)COINTEGRATION AND ERROR CORRE…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Generalized autoregressive conditional heteroskedasticity (1986)Generalized autoregressive co…Forward and spot exchange rates (1984)Forward and spot exchange rat…Interest rates and currency prices in a two-country world (1982)Interest rates and currency p…Macroeconomics and Reality (1980)Macroeconomics and RealityForward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)Forward Exchange Rates as Opt…The Volatility of Long-Term Interest Rates and Expectations Models of the Term Structure (1979)The Volatility of Long-Term I…Conjectures and Refutations: The Growth of Scientific Knowledge. (1965)Conjectures and Refutations: …Conjectures and Refutations: The Growth of Scientific Knowledge. (1964)Conjectures and Refutations: …A Tract on Monetary Reform (1924)A Tract on Monetary ReformRisk, Uncertainty and Profit (1921)Risk, Uncertainty and ProfitReal interest rate convergence under the euro (2008)Real interest rate convergenc…Testing for non-linear dependence in inter-war exchange rates (1994)Testing for non-linear depend…Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Multivariate Simultaneous Generalized ARCH (1995)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Long memory processes and fractional integration in econometrics (1996)Predictive regressions (1999)Presidential Address: Discount Rates (2011)Pitfalls in Financial Model-Building (1968)Conditional logit analysis of qualitative choice behavior (1972)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Time to Build and Aggregate Fluctuations (1982)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Generalized impulse response analysis in linear multivariate models (1998)Stock Returns and the Term Structure (1985)Simple Technical Trading Rules and the Stochastic Properties of Stock Returns (1992)Threshold heteroskedastic models (1994)The variation of certain speculative prices (1997)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Trends and random walks in macroeconmic time series (1982)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Unit root tests in panel data: asymptotic and finite-sample properties (2002)A simple panel unit root test in the presence of cross‐section dependence (2007)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)Computer Support for Knowledge-Building Communities (1994)Making knowledge the basis of a dynamic theory of the firm (1996)The relationship between corporate social responsibility and shareholder value: an empirical test of the risk management hypothesis (2008)RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION (1977)Entrepreneurial discovery and the competitive market process: an Austrian approach (2000)Gender Differences in Preferences (2009)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Bounds testing approaches to the analysis of level relationships (2001)Design and natural science research on information technology (1995)Critical Analysis of Strategies for Determining Rigor in Qualitative Inquiry (2015)
this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1986Generalized autoregressive conditional heteroskedasticity22,329 cited
  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 1980Macroeconomics and Reality12,826 cited
  • 1921Risk, Uncertainty and Profit9,962 cited
  • 1964Conjectures and Refutations: The Growth of Scientific Knowledge.4,197 cited
  • 1965Conjectures and Refutations: The Growth of Scientific Knowledge.4,189 cited
  • 1987Time Series Regression with a Unit Root2,821 cited
  • 1987Estimating Time Varying Risk Premia in the Term Structure: The Arch-M Model2,469 cited
  • 1984Forward and spot exchange rates2,167 cited
  • 1987Cointegration and Tests of Present Value Models2,160 cited
  • 1980Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis2,112 cited
  • 1924A Tract on Monetary Reform1,287 cited
  • 1987COINTEGRATION AND ERROR CORRECTION: REPRESENTATION1,262 cited
  • 1982Interest rates and currency prices in a two-country world1,256 cited
  • 1979The Volatility of Long-Term Interest Rates and Expectations Models of the Term Structure

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Cited by

  • 1994Testing for non-linear dependence in inter-war exchange rates29 cited
  • 2008Real interest rate convergence under the euro20 cited