JEL classification

Journal of Economic Literature Classification (10696) F - International Economics (1393) F4 - Macroeconomic Aspects of International Trade and Finance (224) F47 - Forecasting and Simulation (8)
Number of items at this level: 8.
Centre for Macroeconomics
  • Rachel, Lukasz, Smith, Thomas D (2016). Secular drivers of the global real interest rate. (CFM discussion paper series 571). Centre For Macroeconomics.
    • Economics
  • Dainauskas, Justas (2023). Time-varying exchange rate pass-through into terms of trade. Journal of International Money and Finance, 137, https://doi.org/10.1016/j.jimonfin.2023.102905 picture_as_pdf
    • European Institute
  • Parsons, Craig, Springer, Benedikt (2018). Just how wrong is the Brexiteer view of an anti-market EU? Ask Canada or Australia. picture_as_pdf
    • Finance
  • Boyer, Brian H., Kumagai, Timoni, Yuan, Kathy (2006). How do crises spread? Evidence from accessible and inaccessible stock indices. Journal of Finance, 61(2), 957-1003.
  • Chernov, Mikhail (2007). On the role of risk premia in volatility forecasting. Journal of Business and Economic Statistics, 25(4), 411-426. https://doi.org/10.1198/073500106000000350
  • Kremens, Lukas, 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. picture_as_pdf
  • Kremens, Lukas, 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. picture_as_pdf
  • Kremens, Lukas, Martin, Ian (2019). The quanto theory of exchange rates. American Economic Review, 109(3), 810-843. https://doi.org/10.1257/aer.20180019
    • Government
  • Parsons, Craig, Springer, Benedikt (2018). Just how wrong is the Brexiteer view of an anti-market EU? Ask Canada or Australia. picture_as_pdf
    • School of Public Policy
  • Parsons, Craig, Springer, Benedikt (2018). Just how wrong is the Brexiteer view of an anti-market EU? Ask Canada or Australia. picture_as_pdf