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DP9472 Which Fundamentals Drive Exchange Rates? A Cross-Sectional Perspective 智库出版物
2013
作者:  LUCIO SARNO;  Maik Schmeling
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Exchange rates  Economic fundamentals  Forecasting  Present value model  
The rise of the machine: Does high-frequency trading alter commodity prices? 智库出版物
2012
作者:  David Bicchetti;  Nicolas Maystre
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Oil price shocks  Futures  Economic fundamentals  commodity derivatives  High-frequency data  
DP8812 The Scapegoat Theory of Exchange Rates: The First Tests 智库出版物
2012
作者:  LUCIO SARNO;  Marcel Fratzscher;  Gabriele Zinna
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Economic fundamentals  Exchange rates  Order flow  Scapegoat  Survey data  
Budget cuts in Europe: The "virtuosi" and the "laggards” 智库出版物
2010
作者:  Paolo Manasse
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Global crisis  Lehman Brothers  Economic fundamentals  
DP6648 Higher Order Expectations in Asset Pricing 智库出版物
2008
作者:  Philippe Bacchetta;  Eric van Wincoop
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Economic fundamentals  Exchange rates  Forecasting  
DP6629 Unravelling Secularization: an International Study 智库出版物
2008
作者:  Shoshana Neuman;  Pablo Brañas-Garza;  Teresa García-Muñoz
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Exchange rates  Economic value  Forward premium  Monetary fundamentals  Volatility  Bayesian mcmc estimation  Bayesian model averaging