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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"
~subject:"GARCH"
~subject:"Schätztheorie"
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Document de travail de l'OFCE
Afro-Asian Journal of Finance and Accounting : AAJFA
Journal of economic integration
Journal of econometrics
1,638
Economics letters
970
Econometric theory
723
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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268
Série des documents de travail / Centre de Recherche en Économie et Statistique
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
215
Cowles Foundation discussion paper
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Applied economics letters
197
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195
Oxford bulletin of economics and statistics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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ECONIS (ZBW)
22
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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
Investigation of stock return volatility using Shannon entropy : evidence from ASEAN stock markets
Xuan Vinh Vo
;
Tran Thi Tuan Anh
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
12
(
2022
)
4
,
pp. 479-490
Persistent link: https://www.econbiz.de/10013350691
Saved in:
4
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:
5
Market efficiency in developed and emerging markets
Sharma, Ankit
;
Thaker, Keyur
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
5
(
2015
)
4
,
pp. 311-333
Persistent link: https://www.econbiz.de/10011595609
Saved in:
6
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:
7
Multi-factor Gegenbauer processes and European inflation rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Journal of economic integration
26
(
2011
)
2
,
pp. 386-409
Persistent link: https://www.econbiz.de/10009154740
Saved in:
8
Trade effects of the Euro : a comparison of estimators
Baldwin, Richard E.
;
Taglioni, Daria
- In:
Journal of economic integration
22
(
2007
)
4
,
pp. 780-818
Persistent link: https://www.econbiz.de/10003790812
Saved in:
9
The Feldstein-Horioka puzzle, saving-investment causality and international financial market integration
Tsoukis, Christopher
;
Alyousha, Ahmed
- In:
Journal of economic integration
16
(
2001
)
2
,
pp. 262-277
Persistent link: https://www.econbiz.de/10001605994
Saved in:
10
A comment on empirical estimation of patterns of shocks utilizing the VAR methodology on developing countries
Maskay, Nephil Matangi
- In:
Journal of economic integration
13
(
1998
)
3
,
pp. 544-548
Persistent link: https://www.econbiz.de/10001352678
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