Journal of International Money and Finance
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Sắp xếp:
A panel VAR analysis of macro-financial imbalances in the EU
Journal of International Money and Finance - Tập 121 - Trang 102511 - 2022
Pension systems and the current account: An empirical exploration
Journal of International Money and Finance - Tập 120 - Trang 102520 - 2022
Anatomy of banking crises in developing and emerging market countries
Journal of International Money and Finance - Tập 30 - Trang 354-376 - 2011
Foreign exchange pricing under free floating versus admissible band regimes
Journal of International Money and Finance - Tập 4 - Trang 317-329 - 1985
Financial development, income inequality, and country risk
Journal of International Money and Finance - Tập 93 - Trang 1-18 - 2019
What types of capital flows help improve international risk sharing?
Journal of International Money and Finance - Tập 122 - Trang 102544 - 2022
Prospect theory preferences and global mutual fund flows
Journal of International Money and Finance - Tập 125 - Trang 102640 - 2022
The effect of emergency liquidity assistance (ELA) on bank lending during the euro area crisis
Journal of International Money and Finance - Tập 108 - Trang 102154 - 2020
The role of jumps and leverage in forecasting volatility in international equity markets
Journal of International Money and Finance - Tập 79 - Trang 1-19 - 2017
Term premiums and the integration of the eurocurrency markets
Journal of International Money and Finance - Tập 11 - Trang 17 - 1992
This paper provides comparative evidence on the time variation of expected returns across the term of Eurocurrency markets. First, it is shown that forward-spot spreads contain substanial information about future changed in 1-month to 5-year rates, both in the Eurodollar and EuroDM markets. Next, a latent variable model is constructed with different benchmark portfolios across currencies. Integrat...... hiện toàn bộ
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