Common Fluctuations in OECD Budget Balances

Econometric Modeling of Exchange Rate Volatility and Jumps

Can Markov switching models predict excess foreign exchange returns?

The Temporal Pattern of Trading Rule Returns and Central Bank Intervention: Intervention Does Not Generate Technical Trading Rule Profits

Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach

Predictability in International Asset Returns: A Reexamination

Information shares in the US Treasury market