Author:
Baillie Richard T.,Osterberg William P.
Subject
Economics and Econometrics,Finance
Reference36 articles.
1. The message in daily exchange rates: a conditional variance tale;Baillie;Journal of Business and Economic Statistics,1989
2. The Foreign Exchange Market: Theory and Econometric Evidence;Baillie,1989
3. Central Bank Intervention and Risk in the Forward Premium;Baillie,1993
4. The search for equilibrium relationships in international finance: the case of the monetary model;Baillie;Journal of International Money and Finance,1991
5. Generalized autoregressive conditional heteroskedasticity;Bollerslev;Journal of Econometrics,1986
Cited by
139 articles.
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