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publications

(252)   

• Random walks in the U.K. pound/ U.S. dollar exchange rates
  Herbert J. Smoluk and Geraldo M. Vasconcellos and Jonathan K. Kramer International Review of Financial Analysis7(1):65--82(1998)
  to rates Exchange Foreign by smicha on Apr 29, 2008, 8:06 AM
  URL | BibTeX 
• Domestic variance and international comovement bonds tests of interest rates
  H. J. Smoluk International Review of Financial Analysis8(3):247--267Mar1999.
  to rates of structure interest Term by smicha on Apr 29, 2008, 8:06 AM
  URL | BibTeX 
• Exchange risk premia, expectations formation and "news" in the Mexican peso/U.S. dollar forward exchange rate market
  Willem F. C. Verschoor and Christian C. P. Wolff International Review of Financial Analysis10(2):157--174002001.
  to rates Exchange by smicha on Apr 29, 2008, 8:06 AM
  URL | BibTeX 
• A nonparametric approach to model the term structure of interest rates: The case of Chile
  Viviana Fernandez International Review of Financial Analysis10(2):99--122002001.
  to structure interest Term of rates by smicha on Apr 29, 2008, 8:06 AM
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• Continuous time and nonparametric modelling of U.S. interest rate models
  K. Ben Nowman and Burak Saltoglu International Review of Financial Analysis12(1):25--34(2003)
  to Interest rates by smicha on Apr 29, 2008, 8:06 AM
  URL | BibTeX 
• Long memory in the U.S. interest rate
  Luis A. Gil-Alana International Review of Financial Analysis13(3):265--276002004.
  to rates Interest by smicha on Apr 29, 2008, 8:06 AM
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• The effects of Bundesbank discount and Lombard rate changes on German bank stocks
  Fred R. Kaen and Heidemarie C. Sherman and Hassan Tehranian Journal of Multinational Financial Management7(1):1--25Apr1997.
  to bank rates Central discount by smicha on Apr 29, 2008, 8:06 AM
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• Some tests of market microstructure hypotheses in the foreign exchange market
  Dionysios Chionis and Ronald MacDonald Journal of Multinational Financial Management7(3):203--229Oct1997.
  to rates Exchange by smicha on Apr 29, 2008, 8:06 AM
  URL | BibTeX 
• Cointegration of term structure premiums across countries
  J. Madura and M. K. Wiley and E. R. Zarruk Journal of Multinational Financial Management8(4):393--412Nov1998.
  to rates Determination interest of by smicha on Apr 29, 2008, 8:06 AM
  URL | BibTeX 
• Fitting the term structure of interest rates for Taiwanese government bonds
  Bing-Huei Lin Journal of Multinational Financial Management9(3-4):331--352Nov1999.
  to of interest Term structure rates by smicha on Apr 29, 2008, 8:06 AM
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• The relationship between nominal interest rates and inflation: international evidence
  G. Geoffrey Booth and Cetin Ciner Journal of Multinational Financial Management11(3):269--280Jul2001.
  to rates Interest by smicha on Apr 29, 2008, 8:06 AM
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• Valuing the flexibility of currency choice in multinational trade with stochastic exchange rates
  Snorre Lindset Journal of Multinational Financial Management15(2):137--153Apr2005.
  to rates structure interest Heath, Morton and Jarrow, term of by smicha on Apr 29, 2008, 8:06 AM
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• A primer on the exposure of non-financial corporations to foreign exchange rate risk
  Söhnke M. Bartram and Günter Dufey and Michael R. Frenkel Journal of Multinational Financial Management15(4-5):394--413Oct2005.
  to Foreign rates exchange by smicha on Apr 29, 2008, 8:06 AM
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• A structural time series test of the monetary model of exchange rates under the German hyperinflation
  Imad A. Moosa Journal of International Financial Markets, Institutions and Money10(2):213--223Jun2000.
  to rates model exchange of Monetary by smicha on Apr 29, 2008, 8:06 AM
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• Intervention from an information perspective
  Richard T. Baillie and Owen F. Humpage and William P. Osterberg Journal of International Financial Markets, Institutions and Money10(3-4):407--421Dec2000.
  to rates Exchange by smicha on Apr 29, 2008, 8:06 AM
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• Deviations from daily uncovered interest rate parity and the role of intervention
  Richard T. Baillie and William P. Osterberg Journal of International Financial Markets, Institutions and Money10(3-4):363--379Dec2000.
  to Exchange rates by smicha on Apr 29, 2008, 8:06 AM
  URL | BibTeX 
• On market efficiency of Asian foreign exchange rates: evidence from a joint variance ratio test and technical trading rules
  Chun I. Lee and Ming-Shiun Pan and Y. Angela Liu Journal of International Financial Markets, Institutions and Money11(2):199--214Jun2001.
  to rates Exchange by smicha on Apr 29, 2008, 8:06 AM
  URL | BibTeX 
• Bandwagon effects and run patterns in exchange rates
  Tobias F. Rötheli Journal of International Financial Markets, Institutions and Money12(2):157--166Apr2002.
  to Exchange rates by smicha on Apr 29, 2008, 8:06 AM
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• Models of exchange rate expectations: how much heterogeneity?
  Agn`es B'enassy-Qu'er'e and Sophie Larribeau and Ronald MacDonald Journal of International Financial Markets, Institutions and Money13(2):113--136Apr2003.
  to rates exchange Foreign by smicha on Apr 29, 2008, 8:06 AM
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• Information arrivals and intraday exchange rate volatility
  Yuanchen Chang and Stephen J. Taylor Journal of International Financial Markets, Institutions and Money13(2):85--112Apr2003.
  to Intraday exchange rates by smicha on Apr 29, 2008, 8:06 AM
  URL | BibTeX