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subject:"OECD countries"
subject:"Purchasing power parity"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Exchange rate"
~subject:"VAR model"
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OECD countries
Purchasing power parity
Exchange rate
VAR model
Estimation
307
Schätzung
307
Volatility
96
Volatilität
96
Capital income
89
Kapitaleinkommen
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Belke, Ansgar
3
Beckmann, Joscha
2
Gupta, Rangan
2
Jiang, Yong
2
Motegi, Kaiji
2
Pierdzioch, Christian
2
Salisu, Afees A.
2
Zeng, Zheng
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Adediran, Idris A.
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1
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1
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The North American journal of economics and finance : a journal of financial economics studies
Applied economics
221
CESifo working papers
212
Applied economics letters
196
Journal of international money and finance
189
Economic modelling
160
NBER working paper series
152
Working paper / National Bureau of Economic Research, Inc.
150
NBER Working Paper
148
Discussion paper / Centre for Economic Policy Research
137
Working paper
126
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
114
Economics letters
112
International review of economics & finance : IREF
97
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Energy economics
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Journal of macroeconomics
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International journal of finance & economics : IJFE
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Journal of international economics
71
Applied financial economics
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CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
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IMF working papers
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The empirical economics letters : a monthly international journal of economics
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Journal of international financial markets, institutions & money
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Discussion paper
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International journal of economics and financial issues : IJEFI
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Open economies review
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Journal of economic dynamics & control
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CAMA working paper series
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Working paper series / European Central Bank
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Journal of applied econometrics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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CESifo Working Paper Series
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International Journal of Energy Economics and Policy : IJEEP
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Kiel working paper
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
44
European economic review : EER
43
International journal of economics and finance
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71
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1
The fluctuation correlation between investor sentiment and stock index using VMD-LSTM : evidence from China stock market
Gao, Zhenbin
;
Zhang, Jie
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014483735
Saved in:
2
Effects of macroeconomic factors on stock prices for BRICS using the variational mode decomposition and quantile method
Wang, Xiangning
;
Huang, Qian
;
Zhang, Shuguang
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014484008
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3
Does the Central Bank of Peru respond to exchange rate movements? : a Bayesian estimation of a New Keynesian DSGE model with FX interventions
Rodriguez, Gabriel
;
Castillo B., Paul
;
Hasegawa, Harumi
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014485281
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4
Foreign portfolio investment and the US macroeconomic conditions
Motie, Golnaz Baradaran
;
Zeng, Zheng
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014485286
Saved in:
5
Inter-regional dependence of J-REIT stock prices : a heteroscedasticity-robust time series approach
Motegi, Kaiji
;
Iitsuka, Yoshitaka
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014246819
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6
US structural drivers of international portfolio returns
Jang, Bosung
;
So, Inhwan
;
Tong, Eric
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014247012
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7
Analyzing quantile spillover effects among international financial markets
Wang, Jie
;
Liu, Tangyong
;
Pan, Na
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014247022
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8
Time-frequency effect of crude oil and exchange rates on stock markets in BRICS countries : evidence from wavelet quantile regression analysis
Zhu, Huiming
;
Yu, Dongwei
;
Hau, Liya
;
Wu, Hao
;
Ye, Fangyu
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013449369
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9
Dynamic spillovers and linkages between gold, crude oil, S&P 500, and other economic and financial variables. Evidence from the USA
Golitsis, Petros
;
Gkasis, Pavlos
;
Bellos, Sotirios K.
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014225729
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10
Contagion effects in ASEAN-5 exchange rates during the Covid-19 pandemic
Nur Ain Shahrier
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013534059
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