Peter F. Christoffersen

Cointegration and long-horizon forecasting

1997

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

2003

How relevant is volatility forecasting for financial risk management?

1998

Interest rate arbitrage in currency baskets

1999

Is Poland ready for inflation targeting?

1999

Elements of financial risk management

From Inflation to Growth - Eight Years of Transition

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

Cointegration and Long-Horizon Forecasting

From Inflation to Growth

The informational content of over-the-counter currency options