Author:
Giorgianni Lorenzo,Berkowitz Jeremy, ,
Publisher
International Monetary Fund (IMF)
Reference24 articles.
1. Distribution of the Estimators for Autoregressive Time Series with a Unit Root;Dickey;Journal of the American Statistical Association,1979
2. Exchange Rates and Fundamentals: Evidence on Long-Horizon Predictability;Mark;American Economic Review,1995
3. The Monetary Model of Exchange Rates and Cointegration
4. Drawing Inferences from Statistics Based on Multi-Year Asset Returns;Richardson;Journal of Financial Economics,1989
5. Predictable Stock Returns: the Role of Small Sample Bias;Nelson;Journal of Finance,1993
Cited by
2 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献