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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:"Volatilität"
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Exchange rate
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Estimation theory
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5
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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
120
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
58
Discussion paper / Tinbergen Institute
35
Economics letters
32
Econometric reviews
25
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22
Journal of empirical finance
22
Journal of financial econometrics : official journal of the Society for Financial Econometrics
18
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
18
International journal of forecasting
17
CREATES research paper
16
Quantitative finance
16
Econometric theory
15
Journal of banking & finance
15
Journal of financial econometrics
14
Finance research letters
13
International journal of theoretical and applied finance
13
International journal of economics and financial issues : IJEFI
12
Journal of forecasting
12
The econometrics journal
12
SFB 649 discussion paper
11
The North American journal of economics and finance : a journal of financial economics studies
11
Applied economics
10
Journal of mathematical finance
10
Journal of risk and financial management : JRFM
10
Working paper / National Bureau of Economic Research, Inc.
10
Econometrics : open access journal
9
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
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8
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7
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International journal of financial engineering
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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
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
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:
6
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:
7
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:
8
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:
9
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/10000874529
Saved in:
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