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isPartOf:"Document de travail de l'OFCE"
subject:"Exchange rate"
~isPartOf:"Afro-Asian Journal of Finance and Accounting : AAJFA"
~isPartOf:"Journal of economic integration"
~isPartOf:"Journal of international money and finance"
~subject:"GARCH"
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Exchange rate
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Estimation theory
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Document de travail de l'OFCE
Afro-Asian Journal of Finance and Accounting : AAJFA
Journal of economic integration
Journal of international money and finance
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
18
Discussion paper / Tinbergen Institute
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ECONIS (ZBW)
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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
Is the relationship between prices and exchange rates homogeneous?
Hall, Stephen G.
;
Hondroyiannis, George B.
; …
- In:
Journal of international money and finance
37
(
2013
),
pp. 411-438
Persistent link: https://www.econbiz.de/10010209038
Saved in:
6
Exchange rate bubbles : fundamental value estimation and rational expectations test
Maldonado, Wilfredo Leiva
;
Tourinho, Octávio Augusto Fontes
- In:
Journal of international money and finance
31
(
2012
)
5
,
pp. 1033-1059
Persistent link: https://www.econbiz.de/10009671977
Saved in:
7
Integration, cointegration and the forecast consistency of structural exchange rate models
Cheung, Yin-Wong
- In:
Journal of international money and finance
17
(
1998
)
5
,
pp. 813-830
Persistent link: https://www.econbiz.de/10001253045
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
The unbiased forward rate hypothesis re-examined
Naka, Atsuyuki
- In:
Journal of international money and finance
14
(
1995
)
6
,
pp. 857-867
Persistent link: https://www.econbiz.de/10001194447
Saved in:
10
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
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