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isPartOf:"Document de travail de l'OFCE"
subject:"Exchange rate"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"International journal of economics and finance"
~isPartOf:"International journal of monetary economics and finance"
~isPartOf:"Journal of international money and finance"
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Exchange rate
Estimation theory
153
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34
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34
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30
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Document de travail de l'OFCE
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
International journal of economics and finance
International journal of monetary economics and finance
Journal of international money and finance
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
18
International journal of economics and financial issues : IJEFI
8
Discussion paper / Tinbergen Institute
7
Economic modelling
6
Economics letters
6
International economic journal
6
Journal of applied econometrics
6
Journal of econometrics
6
Discussion paper
5
Journal of foreign exchange and international finance : JFEIF
5
Working paper / National Bureau of Economic Research, Inc.
5
Discussion paper / Centre for Economic Forecasting
4
International journal of finance & economics : IJFE
4
NBER Working Paper
4
Research in international business and finance
4
Theoretical economics letters
4
Applied economics
3
CBN journal of applied statistics
3
Discussion paper / Tinbergen Institute / Tinbergen Institute
3
Journal of economic integration
3
Journal of empirical finance
3
Journal of forecasting
3
NBER working paper series
3
Seoul journal of economics
3
The journal of finance : the journal of the American Finance Association
3
Working papers / Rodney L. White Center for Financial Research
3
Afro-Asian Journal of Finance and Accounting : AAJFA
2
Applied economics letters
2
Artha vijñāna : journal of the Gokhale Institute of Politics and Economics
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Bank of Japan working paper series
2
Cowles Foundation discussion paper
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Discussion paper / B
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Discussion papers in quantitative economics and computing / E
2
EUI working paper / ECO
2
Econometric reviews
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ECONIS (ZBW)
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1
Efficient market hypothesis and the RMB-Dollar rates : a nonlinear modeling of the exchange rate
Yao, Hongxing
;
Rahaman, Abdul Rashid Abdul
- In:
International journal of economics and finance
10
(
2018
)
2
,
pp. 150-160
Persistent link: https://www.econbiz.de/10011816422
Saved in:
2
Volatility of stock market and exchange rate returns in Peru : long memory or short memory with level shifts?
Herrera Aramburú, Andrés
;
Rodriguez, Gabriel
- In:
International journal of monetary economics and finance
9
(
2016
)
1
,
pp. 45-66
Persistent link: https://www.econbiz.de/10011548319
Saved in:
3
Modeling volatility in the Gambian exchange rates : an ARMA-GARCH approach
Marreh, Sambujang
;
Olubusoye, Olusanya E.
;
Kihoro, John M.
- In:
International journal of economics and finance
6
(
2014
)
10
,
pp. 118-128
Persistent link: https://www.econbiz.de/10010422149
Saved in:
4
Sign asymmetry and exchange rate market volatility : empirical evidence from two developing countries
Osei-Assibey, Kwame
- In:
International journal of monetary economics and finance
7
(
2014
)
2
,
pp. 107-121
Persistent link: https://www.econbiz.de/10010531307
Saved in:
5
The persistency of correlation between currency futures : a macro perspective
Zheng, Yao
;
Osmer, Eric
;
Liu, Jiashun
- In:
International journal of economics and finance
6
(
2014
)
5
,
pp. 17-25
Persistent link: https://www.econbiz.de/10010363601
Saved in:
6
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:
7
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:
8
GARCH-class models estimations and value-at-risk analysis for exchange rate
Mabrouk, Samir
;
Aloui, Chaker
- In:
International journal of monetary economics and finance
4
(
2011
)
3
,
pp. 254-278
Persistent link: https://www.econbiz.de/10009376253
Saved in:
9
Statistical inference for time-inhomogeneous volatility models
Mercurio, Danilo
;
Spokojnyj, Vladimir G.
-
2002
Persistent link: https://www.econbiz.de/10001697768
Saved in:
10
Adaptive estimation for a time inhomogeneous stochastic-volatility model
Härdle, Wolfgang
;
Spokojnyj, Vladimir G.
;
Teyssière, …
-
2000
Persistent link: https://www.econbiz.de/10001470372
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