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subject:"Wechselkurs"
subject:"Cointegration"
~subject:"Estimation theory"
~isPartOf:"International review of economics & finance : IREF"
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International review of economics & finance : IREF
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ECONIS (ZBW)
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1
A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets
Manner, Hans
;
Rodriguez, Gabriel
;
Stöckler, Florian
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1385-1403
Persistent link: https://www.econbiz.de/10014446630
Saved in:
2
Detecting financial contagion using a new nonparametric measure of asymmetric comovements
Zhang, Feipeng
;
Xu, Yixiong
;
Yuan, Di
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 284-296
Persistent link: https://www.econbiz.de/10014446438
Saved in:
3
Output volatility and exchange rates : New evidence from the updated de facto exchange rate regime classifications
Da̜browski, Marek A.
;
Papież, Monika
;
Śmiech, Sławomir
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 894-908
Persistent link: https://www.econbiz.de/10014446609
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4
Is the exchange rate a shock absorber? : the shocks matter
Beckmann, Joscha
;
Breitenlechner, Max
;
Scharler, Johann
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 114-130
Persistent link: https://www.econbiz.de/10014446730
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5
Do the dynamics of macroeconomic attention drive the yen/dollar exchange market volatility?
Luo, Tao
;
Sun, Huaping
;
Zhang, Lixia
;
Bai, Jiancheng
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 597-611
Persistent link: https://www.econbiz.de/10014446795
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6
How does China's crude oil futures affect the crude oil prices at home and abroad? : evidence from the cross-market exchange rate spillovers
Sun, Chuanwang
;
Peng, Yiqi
;
Zhan, Yanhong
- In:
International review of economics & finance : IREF
88
(
2023
),
pp. 204-222
Persistent link: https://www.econbiz.de/10014474284
Saved in:
7
How does exchange rate elasticity of aggregate consumption adjust currency risk price in the stock market?
Chen, Qi-an
;
Li, Huashi
- In:
International review of economics & finance : IREF
84
(
2023
),
pp. 590-610
Persistent link: https://www.econbiz.de/10014364123
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8
Analyses for the effects of investor sentiment on the price adjustment behaviors for stock market and REIT market
Chiang, Shu Ling
;
Tsai, Ming-shann
- In:
International review of economics & finance : IREF
86
(
2023
),
pp. 425-439
Persistent link: https://www.econbiz.de/10014431585
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9
What determines private and household savings in India?
Ghosh, Soumya Kanti
;
Nath, Hiranya K.
- In:
International review of economics & finance : IREF
86
(
2023
),
pp. 639-651
Persistent link: https://www.econbiz.de/10014434430
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10
Risk-return trade-off in the Australian Securities Exchange : accounting for overnight effects, realized higher moments, long-run relations, and fractional cointegration
Jayawardena, Nirodha I.
;
Todorova, Neda
;
Li, Bin
;
Su, Jen-je
- In:
International review of economics & finance : IREF
80
(
2022
),
pp. 384-401
Persistent link: https://www.econbiz.de/10013342033
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11
Accounting for real exchange rates in emerging economies : the role of commodity prices
Yépez, Carlos
;
Dzikpe, Francis
- In:
International review of economics & finance : IREF
79
(
2022
),
pp. 476-492
Persistent link: https://www.econbiz.de/10013345745
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12
Predicting future exchange rate changes based on interest rates and holding-period returns differentials net of the forward risk premium effects
Elias, Nikolaos
;
Smyrnakis, Dimitris
;
Tzavalis, Elias
- In:
International review of economics & finance : IREF
79
(
2022
),
pp. 694-715
Persistent link: https://www.econbiz.de/10013345794
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13
Systematic variations in exchange rate returns
Liu, De-Chih
;
Chang, Yu-Chien
- In:
International review of economics & finance : IREF
82
(
2022
),
pp. 569-583
Persistent link: https://www.econbiz.de/10013545634
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14
China's interest rate pass-through after the interest rate liberalization : evidence from a nonlinear autoregressive distributed lag model
Li, Xiao-Lin
;
Si, Dengkui
;
Ge, Xinyu
- In:
International review of economics & finance : IREF
73
(
2021
),
pp. 257-274
Persistent link: https://www.econbiz.de/10012692235
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15
Gold, inflation and exchange rate in dollarized economies : a comparative study of Turkey, Peru and the United States
Sui, Meng
;
Rengifo, Erick W.
;
Court, Eduardo
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 82-99
Persistent link: https://www.econbiz.de/10012627761
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16
Day-of-the-week effect and spread determinants : some international evidence from equity markets
Gillas, Konstantinos Gkillas
;
Vortelinos, Dimitrios I.
; …
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 268-288
Persistent link: https://www.econbiz.de/10012627781
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17
Modeling realized volatility of the EUR/USD exchange rate : does implied volatility really matter?
Plíhal, Tomáš
;
Lyócsa, Štefan
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 811-829
Persistent link: https://www.econbiz.de/10012630769
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18
The behavior of exchange rate and stock returns in high and low interest rate environments
Salisu, Afees A.
;
Xuan Vinh Vo
- In:
International review of economics & finance : IREF
74
(
2021
),
pp. 138-149
Persistent link: https://www.econbiz.de/10012792945
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19
Local, global and regional shocks indices in emerging exchange rate markets
Erdem, F. Pinar
;
Geyikci, Utku Bora
- In:
International review of economics & finance : IREF
73
(
2021
),
pp. 98-113
Persistent link: https://www.econbiz.de/10012672321
Saved in:
20
The foreign exchange and stock market nexus : new international evidence
Xie, Zixiong
;
Chen, Shyh-Wei
;
Wu, An-chia
- In:
International review of economics & finance : IREF
67
(
2020
),
pp. 240-266
Persistent link: https://www.econbiz.de/10012485915
Saved in:
21
Asymmetric volatility spillover between European equity and foreign exchange markets : evidence from the frequency domain
Warshaw, Evan
- In:
International review of economics & finance : IREF
68
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012486281
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22
How do stocks in BRICS co-move with real estate stocks?
Gil-Alaña, Luis A.
;
Yaya, OlaOluwa S.
;
Akinsomi, Omokolade
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 93-101
Persistent link: https://www.econbiz.de/10012486337
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23
The EHTS and the persistence in the spread reconsidered. A fractional cointegration approach
Vides, José Carlos
;
Golpe, Antonio A.
;
Iglesias, Jesús
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 124-137
Persistent link: https://www.econbiz.de/10012486490
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24
Pass-through of import cost into consumer prices and inflation in GCC countries : evidence from a nonlinear autoregressive distributed lags model
Alsamara, Mouyad
;
Mrabet, Zouhair
;
Hatemi-J, Abdulnasser
- In:
International review of economics & finance : IREF
70
(
2020
),
pp. 89-101
Persistent link: https://www.econbiz.de/10012486770
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25
Precautionary risks for an open economy
Ferreira, Alex Luiz
;
Matos, Paulo
- In:
International review of economics & finance : IREF
70
(
2020
),
pp. 154-167
Persistent link: https://www.econbiz.de/10012486781
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26
Choosing the weighting coefficients for estimating the term structure from sovereign bonds
Lapshin, Victor
;
Sohatskaya, Sofia
- In:
International review of economics & finance : IREF
70
(
2020
),
pp. 635-648
Persistent link: https://www.econbiz.de/10012486846
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27
The exchange rate and export variety : a cross-country analysis with long panel estimators
Goya, Daniel
- In:
International review of economics & finance : IREF
70
(
2020
),
pp. 649-665
Persistent link: https://www.econbiz.de/10012486847
Saved in:
28
Are there any other safe haven assets? : evidence for “exotic” and alternative assets
Dimitriou, Dimitrios
;
Kenourgios, Dimitris
;
Simos, Theodore
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 614-628
Persistent link: https://www.econbiz.de/10012487062
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29
Modeling unbiased extreme value volatility estimator in presence of heterogeneity and jumps : A study with economic significance analysis
Zargar, Faisal Nazir
;
Kumar, Dilip
- In:
International review of economics & finance : IREF
67
(
2020
),
pp. 25-41
Persistent link: https://www.econbiz.de/10012440181
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30
Predicting stock market movements with a time-varying consumption-aggregate wealth ratio
Chang, Tsangyao
;
Gupta, Rangan
;
Majumdar, Anandamayee
; …
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 458-467
Persistent link: https://www.econbiz.de/10012203261
Saved in:
31
Asian financial market integration and the role of Chinese financial market
Lee, Byung-joo
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 490-499
Persistent link: https://www.econbiz.de/10012203270
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32
Long-term interest rates in Europe : a fractional cointegration analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International review of economics & finance : IREF
61
(
2019
),
pp. 170-178
Persistent link: https://www.econbiz.de/10012205401
Saved in:
33
Asset prices with stochastic volatilities and a UIP puzzle
Lee, Eunhee
- In:
International review of economics & finance : IREF
64
(
2019
),
pp. 41-61
Persistent link: https://www.econbiz.de/10012322223
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34
Carry trades, agent heterogeneity and the exchange rate
Li, Xiao-Ping
;
Zhou, Chun-Yang
;
Tong, Bin
- In:
International review of economics & finance : IREF
64
(
2019
),
pp. 343-358
Persistent link: https://www.econbiz.de/10012372800
Saved in:
35
Money's causal role in exchange rate : do divisia monetary aggregates explain more?
Ghosh, Taniya
;
Bhadury, Soumya
- In:
International review of economics & finance : IREF
57
(
2018
),
pp. 402-417
Persistent link: https://www.econbiz.de/10012033885
Saved in:
36
Exchange rate hysteresis in the UK imports from the South Asian Countries
Aziz, Nusrate
;
Ahmad, Ahmad Hassan
- In:
International review of economics & finance : IREF
58
(
2018
),
pp. 159-178
Persistent link: https://www.econbiz.de/10012034201
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37
The exposure of U.S. manufacturing industries to exchange rates
Thorbecke, Willem
- In:
International review of economics & finance : IREF
58
(
2018
),
pp. 538-549
Persistent link: https://www.econbiz.de/10012034241
Saved in:
38
Do house prices hedge inflation in the US? : a quantile cointegration approach
Christou, Christina
;
Gupta, Rangan
;
Nyakabawo, Wendy
; …
- In:
International review of economics & finance : IREF
54
(
2018
),
pp. 15-26
Persistent link: https://www.econbiz.de/10012033339
Saved in:
39
Managing exchange rate exposure with hedging activities : new approach and evidence
Bae, Sung-chul
;
Kwon, Taek Ho
;
Rae Soo Park
- In:
International review of economics & finance : IREF
53
(
2018
),
pp. 133-150
Persistent link: https://www.econbiz.de/10011791728
Saved in:
40
Asymmetric adjustment and smooth breaks in dividend yields : evidence from international stock markets
Chen, Shyh-Wei
;
Xie, Zixiong
- In:
International review of economics & finance : IREF
48
(
2017
),
pp. 339-354
Persistent link: https://www.econbiz.de/10011747311
Saved in:
41
Empirical conditional quantile test for purchasing power parity : evidence from East Asian countries
Ma, Wei
;
Li, Haiqi
;
Park, Sung Y.
- In:
International review of economics & finance : IREF
49
(
2017
),
pp. 211-222
Persistent link: https://www.econbiz.de/10011748424
Saved in:
42
Effect of net foreign assets on persistency of time-varying risk premium : evidence from the Dollar-Yen exchange rate
Shimizu, Makoto
- In:
International review of economics & finance : IREF
49
(
2017
),
pp. 255-265
Persistent link: https://www.econbiz.de/10011748435
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43
Real exchange rate returns and real stock price returns
Wong, Hock Tsen
- In:
International review of economics & finance : IREF
49
(
2017
),
pp. 340-352
Persistent link: https://www.econbiz.de/10011748479
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44
Did the Bundesbank react to the US dollar exchange rate?
Eleftheriou, Maria
- In:
International review of economics & finance : IREF
51
(
2017
),
pp. 235-244
Persistent link: https://www.econbiz.de/10011754441
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45
Not all firms react the same to exchange rate volatility? : a firm level study
Tunç, Cengiz
;
Solakoğlu, Mehmet Nihat
- In:
International review of economics & finance : IREF
51
(
2017
),
pp. 417-430
Persistent link: https://www.econbiz.de/10011754545
Saved in:
46
Heterogeneity in the debt-growth nexus : evidence from EMU countries
Gómez Puig, Marta
;
Sosvilla-Rivero, Simón
- In:
International review of economics & finance : IREF
51
(
2017
),
pp. 470-486
Persistent link: https://www.econbiz.de/10011754567
Saved in:
47
Treatment of endogenous monadic variables in gravity equations
Bayar, Omer
- In:
International review of economics & finance : IREF
52
(
2017
),
pp. 21-28
Persistent link: https://www.econbiz.de/10011791318
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48
Detecting speculative bubbles under considerations of the sign asymmetry and size non-linearity : new international evidence
Chen, Shyh-Wei
;
Xie, Zixiong
- In:
International review of economics & finance : IREF
52
(
2017
),
pp. 188-209
Persistent link: https://www.econbiz.de/10011791338
Saved in:
49
Does the trade gravity model depend on trading partners? : some evidence from Vietnam and her 54 trading partners
Narayan, Seema
;
Nguyen, Tri Tung
- In:
International review of economics & finance : IREF
41
(
2016
),
pp. 220-237
Persistent link: https://www.econbiz.de/10011624703
Saved in:
50
Stock and currency market linkages : new evidence from realized spillovers in higher moments
Do, Hung Xuan
;
Brooks, Robert
;
Sirimon Treepongkaruna
; …
- In:
International review of economics & finance : IREF
42
(
2016
),
pp. 167-185
Persistent link: https://www.econbiz.de/10011625106
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