]> BibSonomy publications for /author/Cumby/imported http://www.bibsonomy.org/burst/author/Cumby/imported BibSonomy BuRST Feed for /author/Cumby/imported 2008-10-08T06:54:31+02:00 The international linkage of real interest rates: The European-US connection http://www.bibsonomy.org/bibtex/2567fb2a774b1746cf341461eac3c0672/smicha smicha 2008-04-23T22:05:04+02:00 imported
The international linkage of real interest rates: The European-US connection
Robert E. Cumby and Frederic S. Mishkin Journal of International Money and Finance 5 5--23 (1986)
to imported by smicha on 2008-04-23 22:05:04 ]]> Journal of International Money and FinanceMar15--23The international linkage of real interest rates: The European-US connection51986imported 2008-04-23 22:05:04.0 Investigating the correlation of unobserved expectations : Expected returns in equity and foreign exchange markets and other examples http://www.bibsonomy.org/bibtex/252ba356db5497f8c9f459de4024563bb/smicha smicha 2008-04-23T22:05:04+02:00 imported
Investigating the correlation of unobserved expectations : Expected returns in equity and foreign exchange markets and other examples
Robert E. Cumby and John Huizinga Journal of Monetary Economics 30 217--253 (1992)
to imported by smicha on 2008-04-23 22:05:04 ]]> Journal of Monetary EconomicsNov2217--253Investigating the correlation of unobserved expectations : Expected returns in equity and foreign exchange markets and other examples301992imported 2008-04-23 22:05:04.0 Monetary policy under dual exchange rates http://www.bibsonomy.org/bibtex/26a19ac2c100958e8bd923baede538d9d/smicha smicha 2008-04-23T22:05:04+02:00 imported
Monetary policy under dual exchange rates
Robert E. Cumby Journal of International Money and Finance 3 195--208 (1984)
to imported by smicha on 2008-04-23 22:05:04 ]]> Journal of International Money and FinanceAug2195--208Monetary policy under dual exchange rates31984imported 2008-04-23 22:05:04.0 Is it risk? : Explaining deviations from uncovered interest parity http://www.bibsonomy.org/bibtex/248e5a2969125fcb52c4f57f324cad407/smicha smicha 2008-04-23T22:05:04+02:00 imported
Is it risk? : Explaining deviations from uncovered interest parity
Robert E. Cumby Journal of Monetary Economics 22 279--299 (1988)
to imported by smicha on 2008-04-23 22:05:04 ]]> Journal of Monetary EconomicsSep2279--299Is it risk? : Explaining deviations from uncovered interest parity221988imported 2008-04-23 22:05:04.0 Consumption risk and international equity returns: some empirical evidence http://www.bibsonomy.org/bibtex/233b9e452fdbd9475626c2a17ac8f12a3/smicha smicha 2008-04-23T22:05:04+02:00 imported
Consumption risk and international equity returns: some empirical evidence
Robert E. Cumby Journal of International Money and Finance 9 182--192 (1990)
to imported by smicha on 2008-04-23 22:05:04 ]]> Journal of International Money and FinanceJun2182--192Consumption risk and international equity returns: some empirical evidence91990imported 2008-04-23 22:05:04.0 Financial policy and speculative runs with a crawling peg: Argentina 1979-1981 http://www.bibsonomy.org/bibtex/2f0f6b6fbb176e2eb8de4438c35092eb4/smicha smicha 2008-04-22T15:17:45+02:00 imported
Financial policy and speculative runs with a crawling peg: Argentina 1979-1981
Robert E. Cumby and Sweder Van Wijnbergen Journal of International Economics 27 111--127 (1989)
to imported by smicha on 2008-04-22 15:17:45 ]]> Journal of International EconomicsAug1-2111--127Financial policy and speculative runs with a crawling peg: Argentina 1979-1981271989imported 2008-04-22 15:17:45.0 Testing for market timing ability : A framework for forecast evaluation http://www.bibsonomy.org/bibtex/2bc747604cb8796adc54873443e3de47a/smicha smicha 2008-04-22T15:17:45+02:00 imported
Testing for market timing ability : A framework for forecast evaluation
Robert E. Cumby and David M. Modest Journal of Financial Economics 19 169--189 (1987)
to imported by smicha on 2008-04-22 15:17:45 ]]> Journal of Financial EconomicsSep1169--189Testing for market timing ability : A framework for forecast evaluation191987imported 2008-04-22 15:17:45.0 Trade credit, exchange controls, and monetary independence : Evidence from the United Kingdom http://www.bibsonomy.org/bibtex/290fd234a28814ec7627fa71070bf2356/smicha smicha 2008-04-22T15:17:45+02:00 imported
Trade credit, exchange controls, and monetary independence : Evidence from the United Kingdom
Robert E. Cumby Journal of International Economics 14 53--67 (1983)
to imported by smicha on 2008-04-22 15:17:45 ]]> Journal of International EconomicsFeb1-253--67Trade credit, exchange controls, and monetary independence : Evidence from the United Kingdom141983imported 2008-04-22 15:17:45.0 Two-step two-stage least squares estimation in models with rational expectations Journal of Econometricshttp://www.bibsonomy.org/bibtex/2c6e07f4f6b2be443cb952cf033338355/smicha smicha 2008-04-21T22:02:42+02:00 imported
Two-step two-stage least squares estimation in models with rational expectations
Robert E. Cumby and John Huizinga and Maurice Obstfeld Journal of Econometrics 21 333--355 (1983)
to imported by smicha on 2008-04-21 22:02:42 ]]> Journal of EconometricsApr3333--355Two-step two-stage least squares estimation in models with rational expectations211983imported 2008-04-21 22:02:42.0 Testing for Market Timing Ability: A Framework for Forecast Evaluation http://www.bibsonomy.org/bibtex/21f204586cf10e01cecb0560631b30536/deepgorge deepgorge 2006-07-21T20:00:04+02:00 imported
Testing for Market Timing Ability: A Framework for Forecast Evaluation
Robert E. Cumby and David M. Modest 169-189 (1987)
to imported by deepgorge on 2006-07-21 20:00:04 ]]> January169-189Testing for Market Timing Ability: A Framework for Forecast Evaluation191987imported 2006-07-21 20:00:04.0In 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.