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subject:"Time series analysis"
subject:"United States"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Cai, Zhe"
~person:"Carcel, Hector"
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Time series analysis
United States
Estimation
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Cai, Zhe
Carcel, Hector
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The North American journal of economics and finance : a journal of financial economics studies
Economics and finance working paper series
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A fractional cointegration var analysis of exchange rate dynamics
Gil-Alaña, Luis A.
;
Carcel, Hector
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012658798
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2
Higher moment exchange rate exposure of S&P500 firms
Bianconi, Marcelo
;
Cai, Zhe
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 513-530
Persistent link: https://www.econbiz.de/10011938192
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