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

D

Dainauskas, Justas ORCID: 0000-0002-1425-8921 (2023) Time-varying exchange rate pass-through into terms of trade. Journal of International Money and Finance, 137. ISSN 0261-5606

K

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

Kremens, Lukas and Martin, Ian (2017) The quanto theory of exchange rates. Systemic Risk Centre Discussion Papers (75). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Kremens, Lukas and Martin, Ian (2017) The quanto theory of exchange rates. Financial Markets Group Discussion Papers (769). Financial Markets Group, The London School of Economics and Political Science, London, UK.

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). Website.

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.