| Title | Other author(s) | |
|---|---|---|
An International Dynamic Term Structure Model with Economic Restrictions and Unspanned RisksBank of Canada Working papers [View] (Paper: 2012-05, 18.02.2012) |
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McCallum Rules, Exchange Rates, and the Term Structure of Interest RatesBank of Canada Working papers [View] (Paper: 2008-43, 29.10.2008) |
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Testing Uncovered Interest Parity: A Continuous-Time ApproachBank of Canada Working papers [View] (Paper: 2007-53, 08.11.2007) |
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Exchange Rate Regimes, Globalisation, and the Cost of Capital in Emerging MarketsBank of Canada Working papers [View] (Paper: 2007-29, 18.04.2007) |
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Assessing and Valuing the Non-Linear Structure of Hedge Fund ReturnsBank of Canada Working papers [View] (Paper: 2006-31, 25.09.2006) |
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Can Affine Term Structure Models Help Us Predict Exchange Rates?Bank of Canada Working papers [View] (Paper: 2006-27, 04.08.2006) |
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Contagion and portfolio shift in emerging countries' sovereign bondsBank of Spain Working Papers [View] (Paper: 0317, 01.12.2003) |
