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subject:"Time series analysis"
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Journal of international money and finance
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1
The effects of uncertainty on the dynamics of stock market interdependence : evidence from the time-varying cointegration of the G7 stock markets
Babaei, Hamid
;
Hübner, Georges
;
Muller, Aline
- In:
Journal of international money and finance
139
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014478229
Saved in:
2
Cross-country uncertainty spillovers : evidence from international survey data
Beckmann, Joscha
;
Davidson, Sharada Nia
;
Koop, Gary
; …
- In:
Journal of international money and finance
130
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014248782
Saved in:
3
Inflation, interest rate, and firm efficiency : the impact of policy uncertainty
Tarkom, Augustine
;
Ujah, Nacasius U.
- In:
Journal of international money and finance
131
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014248826
Saved in:
4
Risk sharing channels in OECD countries : a heterogeneous panel VAR approach
Asdrubali, Pierfederico
;
Kim, So-yŏng
;
Pericoli, …
- In:
Journal of international money and finance
131
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014248866
Saved in:
5
Global financial cycles since 1880
Potjagailo, Galina
;
Wolters, Maik H.
- In:
Journal of international money and finance
131
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014248868
Saved in:
6
Monetary policy, economic uncertainty and bank risk : cross-country evidence
Wu, Ji
;
Yan, Yuanyun
;
Chen, Minghua
;
Jeon, Bang-nam
- In:
Journal of international money and finance
122
(
2022
),
pp. 1-35
Persistent link: https://www.econbiz.de/10013433543
Saved in:
7
What uncertainty does to euro area sovereign bond markets : flight to safety and flight to quality
Costantini, Mauro
;
Sousa, Ricardo M.
- In:
Journal of international money and finance
122
(
2022
),
pp. 1-32
Persistent link: https://www.econbiz.de/10013433547
Saved in:
8
Firms' exposures to geographic risks
Dumas, Bernard
;
Gabuniya, Tymur
;
Marston, Richard C.
- In:
Journal of international money and finance
122
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013433611
Saved in:
9
Can risk explain the profitability of technical trading in currency markets?
Ivanova, Yuliya
;
Neely, Christopher J.
;
Weller, Paul A.
; …
- In:
Journal of international money and finance
110
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012795944
Saved in:
10
The real effects of exchange rate risk on corporate investment : International evidence
Taylor, Mark P.
;
Wang, Zigan
;
Xu, Qi
- In:
Journal of international money and finance
117
(
2021
),
pp. 1-27
Persistent link: https://www.econbiz.de/10013284826
Saved in:
11
Trade policy uncertainty and stock returns
Bianconi, Marcelo
;
Esposito, Federico
;
Sammon, Marco
- In:
Journal of international money and finance
119
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013285018
Saved in:
12
Cross-border investments and uncertainty : firm-level evidence
Cezar, Rafaël
;
Gigout, Timothée
;
Tripier, Fabien
- In:
Journal of international money and finance
108
(
2020
),
pp. 1-23
Persistent link: https://www.econbiz.de/10012403828
Saved in:
13
Financial development, income inequality, and country risk
Chiu, Yi-Bin
;
Lee, Chien-chiang
- In:
Journal of international money and finance
93
(
2019
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012138605
Saved in:
14
International tail risk and world fear
Hollstein, Fabian
;
Nguyen, Duc Binh Benno
;
Prokopczuk, …
- In:
Journal of international money and finance
93
(
2019
),
pp. 244-259
Persistent link: https://www.econbiz.de/10012138644
Saved in:
15
Global downside risk and equity returns
Atilgan, Yigit
;
Bali, Turan G.
;
Demirtas, K. Ozgur
; …
- In:
Journal of international money and finance
98
(
2019
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012140071
Saved in:
16
Measuring the international dimension of output volatility
Everaert, Gerdie
;
Iseringhausen, Martin
- In:
Journal of international money and finance
81
(
2018
),
pp. 20-39
Persistent link: https://www.econbiz.de/10012000018
Saved in:
17
Are the Fama-French factors really compensation for distress risk?
Groot, Wilma de
;
Huij, Joop
- In:
Journal of international money and finance
86
(
2018
),
pp. 50-69
Persistent link: https://www.econbiz.de/10012000470
Saved in:
18
The impact of uncertainty shocks on the volatility of commodity prices
Bakas, Dimitrios
;
Triantafyllou, Athanasios
- In:
Journal of international money and finance
87
(
2018
),
pp. 96-111
Persistent link: https://www.econbiz.de/10012000843
Saved in:
19
Measures of global uncertainty and carry-trade excess returns
Berg, Kimberly A.
;
Mark, Nelson C.
- In:
Journal of international money and finance
88
(
2018
),
pp. 212-227
Persistent link: https://www.econbiz.de/10012000890
Saved in:
20
Uncertainty and deviations from uncovered interest rate parity
Ismailov, Adilzhan
;
Rossi, Barbara
- In:
Journal of international money and finance
88
(
2018
),
pp. 242-259
Persistent link: https://www.econbiz.de/10012000943
Saved in:
21
Subjective interest rate uncertainty and the macroeconomy : A cross-country analysis
Istrefi, Klodiana
;
Mouabbi, Sarah
- In:
Journal of international money and finance
88
(
2018
),
pp. 296-313
Persistent link: https://www.econbiz.de/10012000950
Saved in:
22
Aggregate uncertainty and sectoral productivity growth : The role of credit constraints
Choi, Sangyup
;
Furceri, Davide
;
Huang, Yi
;
Loungani, Prakash
- In:
Journal of international money and finance
88
(
2018
),
pp. 314-330
Persistent link: https://www.econbiz.de/10012000964
Saved in:
23
"Risky" monetary aggregates for the UK and US
Binner, Jane M.
;
Chaudhry, Sajid M.
;
Kelly, Logan
; …
- In:
Journal of international money and finance
89
(
2018
),
pp. 127-138
Persistent link: https://www.econbiz.de/10012000982
Saved in:
24
Systematic consumption risk in currency returns
Hoffmann, Mathias
;
Studer-Suter, Rahel
- In:
Journal of international money and finance
74
(
2017
),
pp. 187-208
Persistent link: https://www.econbiz.de/10011787938
Saved in:
25
Economic policy uncertainty and sovereign credit rating decisions : panel quantile evidence for the Eurozone
Boumparis, Periklis
;
Milas, Costas
;
Panagiōtidēs, …
- In:
Journal of international money and finance
79
(
2017
),
pp. 39-71
Persistent link: https://www.econbiz.de/10011788350
Saved in:
26
Common trends in global volatility
Clements, Adam
;
Hurn, Stan
;
Volkov, V. V.
- In:
Journal of international money and finance
67
(
2016
),
pp. 194-214
Persistent link: https://www.econbiz.de/10011711615
Saved in:
27
The tail risk premia of the carry trades
Dupuy, Philippe
- In:
Journal of international money and finance
59
(
2015
),
pp. 123-145
Persistent link: https://www.econbiz.de/10011478289
Saved in:
28
Intranational risk sharing and its determinants
Ho, Chun-Yu
;
Ho, Wai-Yip Alex
;
Li, Dan
- In:
Journal of international money and finance
51
(
2015
),
pp. 89-113
Persistent link: https://www.econbiz.de/10011475231
Saved in:
29
Currency forecast errors and carry trades at times of low interest rates : evidence from survey data on the yen/dollar exchange rate
MacDonald, Ronald
;
Nagayasu, Jun
- In:
Journal of international money and finance
53
(
2015
),
pp. 1-19
Persistent link: https://www.econbiz.de/10011475902
Saved in:
30
Measuring the dollar-euro permanent equilibrium exchange rate using the unobserved components model
Chen, Xiaoshan
;
MacDonald, Ronald
- In:
Journal of international money and finance
53
(
2015
),
pp. 20-35
Persistent link: https://www.econbiz.de/10011475904
Saved in:
31
Exchange rate uncertainty and international portfolio flows : a multivariate GARCH-in-mean approach
Caporale, Guglielmo Maria
;
Ali, Faek Menla
;
Spagnolo, Nicola
- In:
Journal of international money and finance
54
(
2015
),
pp. 70-92
Persistent link: https://www.econbiz.de/10011476078
Saved in:
32
System-wide tail comovements : a bootstrap test for cojump identification on the S&P 500, US bonds and currencies
Gnabo, Jean-Yves
;
Hvozdyk, Lyudmyla
;
Lahaye, Jérôme
- In:
Journal of international money and finance
48
(
2014
),
pp. 147-174
Persistent link: https://www.econbiz.de/10010464002
Saved in:
33
Currency excess returns and global downside market risk
Atanasov, Victoria
;
Nitschka, Thomas
- In:
Journal of international money and finance
47
(
2014
),
pp. 268-285
Persistent link: https://www.econbiz.de/10010464017
Saved in:
34
Size, value, and momentum in developed country equity returns : macroeconomic and liquidity exposures
Cakici, Nusret
;
Tan, Sinan
- In:
Journal of international money and finance
44
(
2014
),
pp. 179-209
Persistent link: https://www.econbiz.de/10010391061
Saved in:
35
On the persistence and volatility in European, American and Asian stocks bull and bear markets
Gil-Alaña, Luis A.
;
Shittu, Olanrewaju I.
;
Yaya, …
- In:
Journal of international money and finance
40
(
2014
),
pp. 149-162
Persistent link: https://www.econbiz.de/10010239995
Saved in:
36
A factor model for co-movements of commodity prices
West, Kenneth D.
;
Wong, Ka-fu
- In:
Journal of international money and finance
42
(
2014
),
pp. 289-309
Persistent link: https://www.econbiz.de/10010372655
Saved in:
37
Inflation, output and uncertainty in the era of inflation targeting – a multi-economy view on causal linkages
Hartmann, Matthias
;
Roestel, Jan
- In:
Journal of international money and finance
37
(
2013
),
pp. 98-112
Persistent link: https://www.econbiz.de/10010209149
Saved in:
38
Exchange rate pass-through and inflation : a nonlinear time series analysis
Shintani, Mototsugu
;
Terada Hagiwara, Akiko
;
Tomoyoshi, Yabu
- In:
Journal of international money and finance
32
(
2013
),
pp. 512-527
Persistent link: https://www.econbiz.de/10009732848
Saved in:
39
Nonlinear trends in real exchange rates : a panel unit root test approach
Cushman, David O.
;
Michael, Nils
- In:
Journal of international money and finance
30
(
2011
)
8
,
pp. 1619-1637
Persistent link: https://www.econbiz.de/10009526260
Saved in:
40
Fiscal shocks and real exchange rate dynamics : some evidence for Latin America
Caporale, Guglielmo Maria
;
Ciferri, Davide
;
Girardi, …
- In:
Journal of international money and finance
30
(
2011
)
5
,
pp. 709-723
Persistent link: https://www.econbiz.de/10009268779
Saved in:
41
Does the Australian dollar real exchange rate display mean reversion
Henry, Ólan Thomas John
;
Olekalns, Nilss
- In:
Journal of international money and finance
21
(
2002
)
5
,
pp. 651-666
Persistent link: https://www.econbiz.de/10001703885
Saved in:
42
Nonlinear adjustment, long-run equilibrium and exchange rate fundamentals
Taylor, Mark P.
;
Peel, David
- In:
Journal of international money and finance
19
(
2000
)
1
,
pp. 33-53
Persistent link: https://www.econbiz.de/10001452589
Saved in:
43
Increasing evidence of purchasing power parity over the current float
Papell, David H.
- In:
Journal of international money and finance
17
(
1998
)
1
,
pp. 41-50
Persistent link: https://www.econbiz.de/10001338372
Saved in:
44
Price discovery in the foreign exchange market : an empirical analysis of the yen/dmark rate
Jong, Frank de
- In:
Journal of international money and finance
17
(
1998
)
1
,
pp. 5-27
Persistent link: https://www.econbiz.de/10001338374
Saved in:
45
Forecasting exchange rates using TSMARS
Gooijer, Jan G. de
- In:
Journal of international money and finance
17
(
1998
)
3
,
pp. 513-534
Persistent link: https://www.econbiz.de/10001246594
Saved in:
46
International evidence on equity prices, interest rates and money
Lastrapes, William Dean
- In:
Journal of international money and finance
17
(
1998
)
3
,
pp. 377-406
Persistent link: https://www.econbiz.de/10001246600
Saved in:
47
Another visit to the Cagan model of money demand : the latest Russian experience
Choudhry, Taufiq
- In:
Journal of international money and finance
17
(
1998
)
2
,
pp. 355-376
Persistent link: https://www.econbiz.de/10001246601
Saved in:
48
Asset pricing and foreign exchange risk : econometric evidence for the G-7
Morley, Bruce
- In:
Journal of international money and finance
17
(
1998
)
2
,
pp. 317-329
Persistent link: https://www.econbiz.de/10001246604
Saved in:
49
Oil prices and the rise and fall of the US real exchange rate
Amano, Robert A.
- In:
Journal of international money and finance
17
(
1998
)
2
,
pp. 299-316
Persistent link: https://www.econbiz.de/10001246605
Saved in:
50
Common stochastic trends between forward and spot exchange rates
Luintel, Kul Bahadur
- In:
Journal of international money and finance
17
(
1998
)
2
,
pp. 279-297
Persistent link: https://www.econbiz.de/10001246606
Saved in:
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