@article{Cumby1986, title = {The international linkage of real interest rates: The European-US connection}, author = {Robert E. Cumby and Frederic S. Mishkin}, journal = {Journal of International Money and Finance}, month = {Mar}, number = {1}, pages = {5--23}, url = {http://www.sciencedirect.com/science/article/B6V9S-45F61DB-V/1/77dbe926f32aa8f7603140ebf3991477}, volume = {5}, year = {1986}, biburl = {http://www.bibsonomy.org/bibtex/2567fb2a774b1746cf341461eac3c0672/smicha}, keywords = {imported } } @article{Cumby1992, title = {Investigating the correlation of unobserved expectations : Expected returns in equity and foreign exchange markets and other examples}, author = {Robert E. Cumby and John Huizinga}, journal = {Journal of Monetary Economics}, month = {Nov}, number = {2}, pages = {217--253}, url = {http://www.sciencedirect.com/science/article/B6VBW-45KNKH8-4/1/a17f16db43de79232ea431ceea36b55b}, volume = {30}, year = {1992}, biburl = {http://www.bibsonomy.org/bibtex/252ba356db5497f8c9f459de4024563bb/smicha}, keywords = {imported } } @article{Cumby1984, title = {Monetary policy under dual exchange rates}, author = {Robert E. Cumby}, journal = {Journal of International Money and Finance}, month = {Aug}, number = {2}, pages = {195--208}, url = {http://www.sciencedirect.com/science/article/B6V9S-458XKCP-1D/1/2e2d986a3b9ff899145eefc2117d445b}, volume = {3}, year = {1984}, biburl = {http://www.bibsonomy.org/bibtex/26a19ac2c100958e8bd923baede538d9d/smicha}, keywords = {imported } } @article{Cumby1988, title = {Is it risk? : Explaining deviations from uncovered interest parity}, author = {Robert E. Cumby}, journal = {Journal of Monetary Economics}, month = {Sep}, number = {2}, pages = {279--299}, url = {http://www.sciencedirect.com/science/article/B6VBW-45GSFTJ-3D/1/f0e368352d50d1245f667d6f1ec7b7ca}, volume = {22}, year = {1988}, biburl = {http://www.bibsonomy.org/bibtex/248e5a2969125fcb52c4f57f324cad407/smicha}, keywords = {imported } } @article{Cumby1990, title = {Consumption risk and international equity returns: some empirical evidence}, author = {Robert E. Cumby}, journal = {Journal of International Money and Finance}, month = {Jun}, number = {2}, pages = {182--192}, url = {http://www.sciencedirect.com/science/article/B6V9S-45NHVFK-13/1/3a1b68c0421318e28d2ec7264c68e9df}, volume = {9}, year = {1990}, biburl = {http://www.bibsonomy.org/bibtex/233b9e452fdbd9475626c2a17ac8f12a3/smicha}, keywords = {imported } } @article{Cumby1989, title = {Financial policy and speculative runs with a crawling peg: Argentina 1979-1981}, author = {Robert E. Cumby and Sweder Van Wijnbergen}, journal = {Journal of International Economics}, month = {Aug}, number = {1-2}, pages = {111--127}, url = {http://www.sciencedirect.com/science/article/B6V6D-45KNK51-26/1/612413c958a638dbec42b31ce11f8b73}, volume = {27}, year = {1989}, biburl = {http://www.bibsonomy.org/bibtex/2f0f6b6fbb176e2eb8de4438c35092eb4/smicha}, keywords = {imported } } @article{Cumby1987, title = {Testing for market timing ability : A framework for forecast evaluation}, author = {Robert E. Cumby and David M. Modest}, journal = {Journal of Financial Economics}, month = {Sep}, number = {1}, pages = {169--189}, url = {http://www.sciencedirect.com/science/article/B6VBX-458WNF5-1J/1/e2c559a37883b812c728df9134c2906c}, volume = {19}, year = {1987}, biburl = {http://www.bibsonomy.org/bibtex/2bc747604cb8796adc54873443e3de47a/smicha}, keywords = {imported } } @article{Cumby1983, title = {Trade credit, exchange controls, and monetary independence : Evidence from the United Kingdom}, author = {Robert E. Cumby}, journal = {Journal of International Economics}, month = {Feb}, number = {1-2}, pages = {53--67}, url = {http://www.sciencedirect.com/science/article/B6V6D-4C7WMM0-3/1/2fbb97be67fe759d13215d4c776ed27f}, volume = {14}, year = {1983}, biburl = {http://www.bibsonomy.org/bibtex/290fd234a28814ec7627fa71070bf2356/smicha}, keywords = {imported } } @article{Cumby1983, title = {Two-step two-stage least squares estimation in models with rational expectations}, author = {Robert E. Cumby and John Huizinga and Maurice Obstfeld}, journal = {Journal of Econometrics}, month = {Apr}, number = {3}, pages = {333--355}, url = {http://www.sciencedirect.com/science/article/B6VC0-457V1MC-1X/2/653854cfdcb843308abdd6a29019f3fa}, volume = {21}, year = {1983}, biburl = {http://www.bibsonomy.org/bibtex/2c6e07f4f6b2be443cb952cf033338355/smicha}, description = {Journal of Econometrics}, keywords = {imported } } @article{Cumb-Mode-1987, title = {Testing for Market Timing Ability: A Framework for Forecast Evaluation}, author = {Robert E. Cumby and David M. Modest}, month = {January}, pages = {169-189}, volume = {19}, year = {1987}, biburl = {http://www.bibsonomy.org/bibtex/21f204586cf10e01cecb0560631b30536/deepgorge}, abstract = {In this paper, we examine the Henriksson-Merton test of market timing and its potential usefulness in evaluating investment advice. The paper proposes a natural extension of the test that is valid under more general assumptions about the distribution of asset returns. We show that the Henriksson-Merton test and its more general counterpart are special cases of standard tests of market rationality and efficiency. Both tests are applied to a group of foreign exchange advisory.}, keywords = {imported } }