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Using realized volatility to estimate conditional variance of financial returns, we compare...

Previous early-warning systems (EWSs) for currency crises have relied on models that require a...

The medium-term predictability of exchange rate movements is examined using three models of...

This paper estimates an inflation function and forecasts one-year ahead inflation for Japan. It...

Time series on economic activity in developing countries, in particular real GDP, are reported...

The growth of Italian exports has lagged that of euro area peers. Against the backdrop of ...