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Number of items at this level: 5.


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


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


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


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). Website.


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.

This list was generated on Tue Aug 9 05:47:52 2022 BST.