Peter F. Christoffersen

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Books by Peter F. Christoffersen (50 max)

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Do Asset Prices in Transition Countries Contain Information about Future Economic Activity?

2000

Torsten Slk, Peter F. Christoffersen

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From Inflation to Growth - Eight Years of Transition

1998

Peter Doyle, Peter F. Christoffersen

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Cointegration and long-horizon forecasting

1997

Peter F. Christoffersen

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Cointegration and long-horizon forecasting.

1997

Francis X. Diebold, Peter F. Christoffersen

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From inflation to growth: eight years of transition.

1998

Peter Doyle, Peter F. Christoffersen

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How relevant is volatility forecasting for financial risk management?

1998

Peter F. Christoffersen

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Is Poland ready for inflation targeting?

1999

Peter F. Christoffersen

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Interest rate arbitrage in currency baskets: forecasting weights and measuring risk

1999

Peter F. Christoffersen

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Financial asset returns, direction-of-change forecasting, and volatility dynamics

2003

Peter F. Christoffersen

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The informational content of over-the-counter currency options

2004

Peter F. Christoffersen

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Elements of financial risk management

2012

Peter F. Christoffersen