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Pricing Strategies and Price Discovery Processes: A Case of Stainless Steel

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Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1016/0304-3932(84)90046-1openalex-extracted

Forward and spot exchange rates

inferredcites →https://doi.org/10.1016/0304-3932(85)90005-4openalex-extracted

An historical decomposition of the great depression to determine the role of money

inferredcites →https://doi.org/10.1016/0304-4076(94)01616-8openalex-extracted

Statistical inference in vector autoregressions with possibly integrated processes

inferredcites →https://doi.org/10.1016/j.jeconom.2005.07.014openalex-extracted

Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis

inferredcites →https://doi.org/10.1080/07350015.1992.10509922openalex-extracted

A Simple Nonparametric Test of Predictive Performance

inferredcites →https://doi.org/10.1093/rfs/12.2.405openalex-extracted

Implementing Statistical Criteria to Select Return Forecasting Models: What Do We Learn?

inferredcites →https://doi.org/10.1111/0034-6527.00363openalex-extracted

Estimation and Testing of Forecast Rationality under Flexible Loss

inferredcites →https://doi.org/10.2139/ssrn.557101openalex-extracted

Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference Hypothesis

inferredcites →https://doi.org/10.2307/1392185openalex-extracted

Comparing Predictive Accuracy

inferredcites →https://doi.org/10.2307/1881734openalex-extracted

The Cobweb Theorem

inferredcites →https://doi.org/10.2307/1992112openalex-extracted

The Forward Rate as a Predictor of the Future Spot Rate--A Stochastic Coefficient Approach

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inferred← citeshttps://doi.org/10.2139/ssrn.3323421openalex-extracted

Attitudes Toward Risk and Cost Pass-Through Under Uncertainty

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