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subject:"Exchange rate"
subject:"United Kingdom"
~person:"Baillie, Richard"
~subject:"Financial market"
~subject:"Induktive Statistik"
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Exchange rate
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Estimation theory
29
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29
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Baillie, Richard
Andrews, Donald W. K.
40
Chernozhukov, Victor
31
Pesaran, M. Hashem
21
Shi, Xiaoxia
19
Phillips, Peter C. B.
16
Diebold, Francis X.
15
Bugni, Federico A.
14
Otsu, Taisuke
14
Brandt, Michael W.
13
Kilian, Lutz
13
Minford, Patrick
13
Inoue, Atsushi
12
Xu, Yongdeng
12
Canay, Ivan A.
11
Cheng, Xu
11
Hansen, Christian Bailey
11
Jordà, Òscar
11
Nielsen, Morten Ørregaard
11
Belloni, Alexandre
10
Caporale, Guglielmo Maria
10
Härdle, Wolfgang
10
Jansson, Michael
10
Kitagawa, Toru
10
Koop, Gary
10
Meenagh, David
10
Bekaert, Geert
9
Cattaneo, Matias D.
9
MacKinnon, James G.
9
Pittis, Nikitas
9
Alizadeh, Sassan
8
Burkhauser, Richard V.
8
Camponovo, Lorenzo
8
Dufour, Jean-Marie
8
Gao, Jiti
8
Ghysels, Eric
8
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8
Jochmans, Koen
8
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8
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HFDF <1, 1995, Zürich>
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ECONIS (ZBW)
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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
Inference for impulse response coefficients from multivariate fractionally integrated processes
Baillie, Richard
;
Kapetanios, George
;
Papailias, Fotis
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 60-84
Persistent link: https://www.econbiz.de/10011794639
Saved in:
3
Estimation and inference for impulse response functions from univariate strongly persistent processes
Baillie, Richard
;
Kapetanios, George
- In:
The econometrics journal
16
(
2013
)
3
,
pp. 373-399
Persistent link: https://www.econbiz.de/10010253634
Saved in:
4
Special issue on high frequency data in finance ; Pt. 1
Baillie, Richard
(
contributor
); …
-
1997
Persistent link: https://www.econbiz.de/10001224723
Saved in:
5
Special issue on high frequency data in finance
Baillie, Richard
(
contributor
); …
-
1997
Persistent link: https://www.econbiz.de/10001505850
Saved in:
6
Cointegration, fractional cointegration, and exchange rate dynamics
Baillie, Richard
- In:
The journal of finance : the journal of the American …
49
(
1994
)
2
,
pp. 737-745
Persistent link: https://www.econbiz.de/10001169038
Saved in:
7
The search for equilibrium relationships in international finance : the case of the monetary model
Baillie, Richard
- In:
Journal of international money and finance
10
(
1991
)
4
,
pp. 582-593
Persistent link: https://www.econbiz.de/10001114101
Saved in:
8
Intra-day and inter-market volatility in foreign exchange rates
Baillie, Richard
- In:
The review of economic studies
58
(
1991
)
4
,
pp. 565-585
Persistent link: https://www.econbiz.de/10001114302
Saved in:
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