Browse by JEL codes

B

Boyer, Brian H., Kumagai, Timoni and Yuan, Kathy (2006) How do crises spread?: evidence from accessible and inaccessible stock indices. Journal of Finance, 61 (2). pp. 957-1003. ISSN 0022-1082

C

Chernov, Mikhail (2007) On the role of risk premia in volatility forecasting. Journal of Business and Economic Statistics, 25 (4). pp. 411-426. ISSN 0735-0015

K

Kremens, Lukas and Martin, Ian (2019) The quanto theory of exchange rates. American Economic Review, 109 (3). pp. 810-843. ISSN 0002-8282

P

Parsons, Craig and Springer, Benedikt (2018) Just how wrong is the Brexiteer view of an anti-market EU? Ask Canada or Australia. LSE Brexit (15 Oct 2018). Blog Entry.

R

Rachel, Lukasz and Smith, Thomas D (2016) Secular drivers of the global real interest rate. CFM discussion paper series (571). Centre For Macroeconomics, London, UK.