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isPartOf:"Document de travail de l'OFCE"
subject:"Exchange rate"
~isPartOf:"Afro-Asian Journal of Finance and Accounting : AAJFA"
~isPartOf:"Discussion paper / Tinbergen Institute / Tinbergen Institute"
~isPartOf:"Journal of economic integration"
~subject:"GARCH"
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Exchange rate
GARCH
Estimation theory
66
Schätztheorie
66
Theorie
44
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44
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14
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14
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10
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8
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7
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5
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Document de travail de l'OFCE
Afro-Asian Journal of Finance and Accounting : AAJFA
Discussion paper / Tinbergen Institute / Tinbergen Institute
Journal of economic integration
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
18
Discussion paper / Tinbergen Institute
11
Economics letters
11
Journal of econometrics
11
International journal of economics and financial issues : IJEFI
9
Economic modelling
6
International economic journal
6
Journal of applied econometrics
6
Journal of international money and finance
6
Applied economics
5
Discussion paper
5
Econometric reviews
5
Journal of foreign exchange and international finance : JFEIF
5
Journal of international financial markets, institutions & money
5
Journal of mathematical finance
5
Working paper / National Bureau of Economic Research, Inc.
5
Applied economics letters
4
CBN journal of applied statistics
4
Discussion paper / Centre for Economic Forecasting
4
International journal of economics and finance
4
International journal of finance & economics : IJFE
4
International journal of monetary economics and finance
4
Journal of banking & finance
4
Journal of empirical finance
4
NBER Working Paper
4
Research in international business and finance
4
Theoretical economics letters
4
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Discussion papers / Deutsches Institut für Wirtschaftsforschung
3
Finance research letters
3
International journal of financial research
3
International journal of forecasting
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Journal of forecasting
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NBER working paper series
3
Seoul journal of economics
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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1
Modelling the real exchange rate misalignment in the presence of outliers for developing countries
Ettbib, Ridha
;
Eddaly, Mansour
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
13
(
2023
)
5
,
pp. 629-650
Persistent link: https://www.econbiz.de/10014391403
Saved in:
2
Cointegration of "MIBOR" with rupee-dollar and rupee-yen exchange rates : estimating volatility spill-overs and asymmetry
Shukla, Upendra Nath
;
Tandon, Neelam
;
Tandon, Deepak
; …
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
12
(
2022
)
6
,
pp. 691-711
Persistent link: https://www.econbiz.de/10014230070
Saved in:
3
Robust value-at-risk forecasting of Karachi Stock Exchange
Iqbal, Farhat
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
7
(
2017
)
2
,
pp. 130-146
Persistent link: https://www.econbiz.de/10011748632
Saved in:
4
Do fixed exchange rates cause greater integration?
Sadek Hosny, Amr
- In:
Journal of economic integration
28
(
2013
)
4
,
pp. 533-550
Persistent link: https://www.econbiz.de/10010222832
Saved in:
5
Short patches of outliers, ARCH and volatility modelling
Franses, Philip Hans
;
Dijk, Dick van
;
Lucas, André
-
1998
Persistent link: https://www.econbiz.de/10000986130
Saved in:
6
Variation in the slope coefficient of the Fama regression for testing uncovered interest rate parity : evidence from fixed and time-varying coefficient approaches
Koning, Camiel de
;
Straetmans, Stefan
-
1997
Persistent link: https://www.econbiz.de/10000953290
Saved in:
7
Post-sample prediction tests for the efficient method of moments
Sluis, Pieter J. van der
-
1997
Persistent link: https://www.econbiz.de/10000961545
Saved in:
8
Monetary and asset market models for sterling exchange rates : a cointegration approach
Sarantis, Nicholas
- In:
Journal of economic integration
10
(
1995
)
3
,
pp. 335-371
Persistent link: https://www.econbiz.de/10001191403
Saved in:
9
Aggregate exchange rate pass-through : instability and inference
Melick, William Robert
- In:
Journal of economic integration
9
(
1994
)
4
,
pp. 427-443
Persistent link: https://www.econbiz.de/10001177481
Saved in:
10
Exchange rate dynamics with heterogeneous beliefs : a theoretical justification of some assymmetric arch effects
Chauveau, Thierry
;
Topol, Richard
-
1993
Persistent link: https://www.econbiz.de/10000874523
Saved in:
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