High frequency data in finance : [these papers were presented at the HFDF-1 Conference ...in Zurich, Switzerland in March, 1995]

Veröffentlicht 1997

Asymptotic tests on moving average representation coeficients with an application to innovations on spot and forward exchange rates

von Baillie, Richard T.
Veröffentlicht in Economics letters (1983)

Prediction from the dynamic simultaneous equation model with vector autoregressive errors

von Baillie, Richard T.
Veröffentlicht in Econometrica (1981)

Testing rational expectations and efficiency in the foreign exchange market

von Baillie, Richard T.
Veröffentlicht in Econometrica (1983)

Testing rational expectations and efficiency in the foreign exchange market

von Baillie, Richart T.
Veröffentlicht in Working papers in economics and econometrics (1981)

<<The>> asymptotic prediction mean square error for dynamic single equation models

von Baillie, Richard T.
Veröffentlicht 1978

<<The>> asymptotic mean squared error of multistep prediction from the regression model with autoregressive errors

von Baillie, Richard T.
Veröffentlicht 1978

<<The>> asymptotic prediction mean squared error for vector autoregressive models

von Baillie, Richard T.
Veröffentlicht 1979

Asymptotic standard errors for moving average representation coefficients

von Baillie, Richard T.
Veröffentlicht in Working papers in economics and econometrics (1982)

Predictions from ARMAX models

von Baillie, Richard T.
Veröffentlicht in Journal of econometrics (1980)

Expestations, risk and interest parity in the foreign exchange market

von Baillie, Richard T.
Veröffentlicht in Working papers in economics and econometrics (1982)

Multivariate causality and the relationship between the free liquid reserves and interest rates

von Baillie, Richard T.
Veröffentlicht in Zeitschrift für die gesamte Staatswissenschaft (1981)

Testing the rational expectations model of the term structure of interest rates

von Baillie, Richard T.
Veröffentlicht in Working papers in economics and econometrics (1982)

Editor's introduction for the special issue of the journal of empirical finance on "the euro zone in crisis"

von Jensen, Mark J.
Veröffentlicht in Journal of empirical finance (2016)

Asymmetries and nonlinearities in dynamic economic models

Veröffentlicht 1996

Did target zones stabilize the dollar?

von Baillie, Richard T.
Veröffentlicht 1992

Expectations, risk and interest parity in the foreign exchange market

von Baillie, Richard T.
Veröffentlicht 1982

Testing the rational expectations model of the term structure of interest rates

von Baillie, Richard T.
Veröffentlicht 1982

International currency speculation, market stability and efficiency in the 1920s : a time series approach

von Baillie, Richard T.
Veröffentlicht in Journal of macroeconomics (1984)

Central bank intervention and overnight uncovered interest rate parity

von Baillie, Richard T.
Veröffentlicht 1998