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subject:"Schätzung"
type_genre:"Article in journal"
~person:"MacDonald, Ronald"
~subject:"Asymmetrische Information"
~subject:"Volatility"
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Schätzung
Asymmetrische Information
Volatility
Theorie
71
Theory
71
Exchange rate
20
Wechselkurs
20
Purchasing power parity
16
Kaufkraftparität
15
USA
13
United States
13
Estimation
12
Großbritannien
11
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11
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10
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Monetary approach to exchange rates
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Monetäre Wechselkurstheorie
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Rational expectations
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Rationale Erwartung
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Deutschland
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Zinsstruktur
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Cointegration
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Interest rate
5
Kointegration
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Time series analysis
5
Zeitreihenanalyse
5
Zins
5
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4
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4
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4
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Article
15
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Article in journal
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15
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7
Graue Literatur
7
Non-commercial literature
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MacDonald, Ronald
Gil-Alaña, Luis A.
35
Gupta, Rangan
34
Caporale, Guglielmo Maria
32
Serletis, Apostolos
28
Bollerslev, Tim
26
Kumbhakar, Subal
26
McAleer, Michael
26
Wohar, Mark E.
22
Ghysels, Eric
20
Bahmani-Oskooee, Mohsen
19
Yannelis, Nicholas C.
18
Koopman, Siem Jan
17
Martimort, David
17
Bekaert, Geert
16
Fabozzi, Frank J.
16
Herwartz, Helmut
16
Moosa, Imad A.
16
Tiwari, Aviral Kumar
16
Andersen, Torben
15
Apergēs, Nikolaos
15
Asai, Manabu
15
Chan, Joshua
15
Wang, Yudong
15
Aït-Sahalia, Yacine
14
Chang, Tsangyao
14
Diebold, Francis X.
14
Härdle, Wolfgang
14
Pierdzioch, Christian
14
Subrahmanyam, Avanidhar
14
Caporin, Massimiliano
13
Engel, Charles
13
Engle, Robert F.
13
Engsted, Tom
13
Laffont, Jean-Jacques
13
Marcellino, Massimiliano
13
McMillan, David G.
13
Peel, David
13
Phillips, Peter C. B.
13
Taylor, Robert
13
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Economic modelling
2
Journal of international financial markets, institutions & money
2
Journal of international money and finance
2
Open economies review
2
Applied financial economics
1
Economie appliquée : archives de l'Institut de Sciences Mathématiques et Economiques Appliquées ; an international journal of economic analysis
1
Global finance journal
1
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
1
Oxford bulletin of economics and statistics
1
Studies in economics and finance
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World economic outlook / Supporting studies
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ECONIS (ZBW)
15
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1
The term structure of exchange rate predictability : commonality, scapegoat, and disagreement
Cao, Shuo
;
Huang, Huichou
;
Liu, Ruirui
;
MacDonald, Ronald
- In:
Journal of international money and finance
95
(
2019
),
pp. 379-401
Persistent link: https://www.econbiz.de/10012139588
Saved in:
2
A hybrid approach to exchange rates : how do macro news and order flow affect exchange rate volatility?
Zhang, Guangfeng
;
Marsh, Ian
;
MacDonald, Ronald
- In:
Studies in economics and finance
33
(
2016
)
1
,
pp. 50-68
Persistent link: https://www.econbiz.de/10011718725
Saved in:
3
Real exchange rates, the trade balance and net foreign assets : long-run relationships and measures of misalignment
Zhang, Guangfeng
;
MacDonald, Ronald
- In:
Open economies review
25
(
2014
)
4
,
pp. 635-653
Persistent link: https://www.econbiz.de/10010411939
Saved in:
4
A new approach to tests of pricing-to-market
Byrne, Joseph P.
;
MacDonald, Ronald
;
Kortava, Ekaterina
- In:
Journal of international money and finance
32
(
2013
),
pp. 654-667
Persistent link: https://www.econbiz.de/10009733483
Saved in:
5
Markov switching regimes in a monetary exchange rate model
Frömmel, Michael
;
MacDonald, Ronald
;
Menkhoff, Lukas
- In:
Economic modelling
22
(
2005
)
3
,
pp. 485-502
Persistent link: https://www.econbiz.de/10002770119
Saved in:
6
Filtering the BEER : a permanent and transitory decomposition
Clark, Peter Bentley
;
MacDonald, Ronald
- In:
Global finance journal
15
(
2004
)
1
,
pp. 29-56
Persistent link: https://www.econbiz.de/10002125850
Saved in:
7
Models of exchange rate expectations : how much heterogeneity?
Bénassy-Quéré, Agnès
;
Larribeau, Sophie
;
MacDonald, …
- In:
Journal of international financial markets, …
13
(
2003
)
2
,
pp. 113-136
Persistent link: https://www.econbiz.de/10001950037
Saved in:
8
Towards the fundamentals of technical analysis : analysing the information content of high, low and close prices
Fiess, Norbert M.
;
MacDonald, Ronald
- In:
Economic modelling
19
(
2002
)
3
,
pp. 353-374
Persistent link: https://www.econbiz.de/10001662503
Saved in:
9
The instability of the money demand function : an I (2) interpretation
Fiess, Norbert M.
;
MacDonald, Ronald
- In:
Oxford bulletin of economics and statistics
63
(
2001
)
4
,
pp. 475-495
Persistent link: https://www.econbiz.de/10001622986
Saved in:
10
Business cycle influences on exchange rates : survey and evidence
MacDonald, Ronald
;
Swagel, Phillip
- In:
World economic outlook / Supporting studies
(
2000
),
pp. 129-160
Persistent link: https://www.econbiz.de/10001599332
Saved in:
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