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isPartOf:"Document de travail de l'OFCE"
subject:"Exchange rate"
~isPartOf:"International journal of economics and finance"
~isPartOf:"International journal of monetary economics and finance"
~isPartOf:"Journal of international money and finance"
~subject:"Efficient market hypothesis"
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Search: subject_exact:"Estimation theory"
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Exchange rate
Efficient market hypothesis
Estimation theory
68
Schätztheorie
68
Theorie
28
Theory
28
Estimation
22
Schätzung
22
Wechselkurs
14
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Baillie, Richard
2
Chauveau, Thierry
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Topol, Richard
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Document de travail de l'OFCE
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
19
International journal of economics and financial issues : IJEFI
9
Economics letters
8
Discussion paper / Centre for Economic Forecasting
7
Discussion paper / Tinbergen Institute
7
Economic modelling
7
International economic journal
7
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7
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International journal of finance & economics : IJFE
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4
NBER working paper series
4
Research in international business and finance
4
The journal of finance : the journal of the American Finance Association
4
Afro-Asian Journal of Finance and Accounting : AAJFA
3
CBN journal of applied statistics
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Discussion paper / Tinbergen Institute / Tinbergen Institute
3
Journal of banking & finance
3
Journal of economic integration
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Journal of forecasting
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Open economies review
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Research paper / University of Melbourne, Department of Economics
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Seoul journal of economics
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The European journal of finance
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The review of financial studies
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Working papers / Rodney L. White Center for Financial Research
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Applied economics letters
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Applied financial economics
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Artha vijñāna : journal of the Gokhale Institute of Politics and Economics
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ECONIS (ZBW)
17
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1
A new test for market efficiency and uncovered interest parity
Baillie, Richard
;
Diebold, Francis X.
;
Kapetanios, George
; …
- In:
Journal of international money and finance
130
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014248790
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
Are frontier stock markets more inefficient than emerging stock markets?
Dheeriya, Prakash L.
;
Torun, Erdost
- In:
International journal of monetary economics and finance
6
(
2013
)
4
,
pp. 271-284
Persistent link: https://www.econbiz.de/10010412983
Saved in:
9
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:
10
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
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