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subject:"Japan"
type:"article"
~isPartOf:"Journal of applied econometrics"
~subject:"ARMA model"
~subject:"United States"
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Journal of applied econometrics
Swiss journal of economics and statistics
13
Journal of international financial markets, institutions & money
12
Journal of international money and finance
8
Der Schweizer Treuhänder : Monatsschrift für Wirtschaftsprüfung, Rechnungswesen, Unternehmens- und Steuerberatung ; offizielles Organ der Treuhand-Kammer
6
Journal of banking & finance
6
Journal of money, credit and banking : JMCB
6
Applied financial economics
5
Aussenwirtschaft : schweizerische Zeitschrift für internationale Wirtschaftsbeziehungen ; the Swiss review of international economic relations
5
CESifo DICE report : journal for institutional comparisons
5
Economics letters
5
Journal of foreign exchange and international finance : JFEIF
5
CESifo DICE Report
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Die Unternehmung : Swiss journal of business research and practice ; Organ der Schweizerischen Gesellschaft für Betriebswirtschaft (SGB)
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Finanzmarkt und Portfolio-Management
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International journal of finance & economics : IJFE
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Journal of international economics
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Review / Federal Reserve Bank of St. Louis
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The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Applied economics
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Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
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International review of financial analysis
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Journal of economics & business
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Journal of empirical finance
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New impulses for theoretical and empirical studies on decentralized production
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Rivista internazionale di scienze economiche e commerciali : RiSEC ; pubblicazione trimestrale
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Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
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33rd Seminar of the European Group of Risk and Insurance Economist 18 - 20 September 2006 Barcelona
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Advances in Pacific Basin business, economics, and finance
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Atlantic economic journal : AEJ
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Democratic constitutional design and public policy : analysis and evidence
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Economia internazionale
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European economic review : EER
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European finance review : the official journal of the European Finance Association
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European journal of political economy
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Exchange rate policy in Europe
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Financial markets and portfolio management
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Global finance journal
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Real exchange rate persistence and the excess return puzzle : the case of Switzerland versus the US
Jusélius, Katarina
;
Assenmacher-Wesche, Katrin
- In:
Journal of applied econometrics
32
(
2017
)
6
,
pp. 1145-1155
Persistent link: https://www.econbiz.de/10011862570
Saved in:
2
Generalized long memory processes, failure of cointegration tests and exchange rate dynamcis
Smallwood, Aaron D.
;
Norrbin, Stefan C.
- In:
Journal of applied econometrics
21
(
2006
)
4
,
pp. 409-417
Persistent link: https://www.econbiz.de/10003338620
Saved in:
3
Estimating and predicting multivariate volatility thresholds in global stock markets
Audrino, Francesco
;
Trojani, Fabio
- In:
Journal of applied econometrics
21
(
2006
)
3
,
pp. 345-369
Persistent link: https://www.econbiz.de/10003316303
Saved in:
4
Value-at-risk for long and short trading positions
Giot, Pierre
;
Laurent, Sébastien
- In:
Journal of applied econometrics
18
(
2003
)
6
,
pp. 641-664
Persistent link: https://www.econbiz.de/10001843499
Saved in:
5
Exchange rates and monetary fundamentals : what do we learn from long-horizon regressions?
Kilian, Lutz
- In:
Journal of applied econometrics
14
(
1999
)
5
,
pp. 491-510
Persistent link: https://www.econbiz.de/10001421490
Saved in:
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