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subject:"Großbritannien"
subject:"Kanada"
~isPartOf:"Journal of international money and finance"
~subject:"Currency derivative"
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Großbritannien
Kanada
Currency derivative
Estimation theory
32
Schätztheorie
32
Theorie
23
Theory
23
Estimation
12
Schätzung
12
Exchange rate
6
Wechselkurs
6
Deutschland
5
Germany
5
Capital mobility
4
Devisenmarkt
4
Foreign exchange market
4
Japan
4
Kapitalmobilität
4
Kaufkraftparität
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Purchasing power parity
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Risikoprämie
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Risk premium
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United Kingdom
4
Welt
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World
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Währungsderivat
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Canada
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Time series analysis
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USA
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United States
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Zeitreihenanalyse
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Börsenkurs
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Capital income
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Cointegration
2
Efficient market hypothesis
2
Effizienzmarkthypothese
2
Emerging economies
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Kapitaleinkommen
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English
9
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Baillie, Richard
1
Bekaert, Geert
1
Canarella, Giorgio
1
Cheung, Yin-Wong
1
Chinn, Menzie David
1
Diebold, Francis X.
1
Finn, Mary G.
1
Hodrick, Robert J.
1
Kapetanios, George
1
Kim, Kun Ho
1
Kryger Larsen, Hans
1
Ligeralde, Antonio Velasco
1
Liu, Philip
1
Mumtaz, Haroon
1
Naka, Atsuyuki
1
Pollard, Stephen K.
1
Sephton, Peter S.
1
Theophilopoulou, Angeliki
1
Whitney, Gerald A.
1
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Journal of international money and finance
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
14
Oxford bulletin of economics and statistics
14
Journal of applied econometrics
11
Discussion paper / A
9
Journal of econometrics
9
Discussion paper
7
Economics letters
6
NBER Working Paper
6
NBER working paper series
6
The Canadian journal of economics
6
Working paper
6
Working paper / National Bureau of Economic Research, Inc.
6
Applied economics
5
Applied economics letters
5
Discussion papers in economics
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
International economic journal
5
Journal of foreign exchange and international finance : JFEIF
5
Journal of policy modeling : JPMOD ; a social science forum of world issues
5
The journal of futures markets
5
CEMMAP working papers / Centre for Microdata Methods and Practice
4
DAE working paper
4
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
4
Discussion paper / Tinbergen Institute
4
Journal of banking & finance
4
Scottish journal of political economy : the journal of the Scottish Economic Society
4
The economic journal : the journal of the Royal Economic Society
4
Working papers / Bank of England
4
Bulletin of economic research
3
Department of Economics discussion paper / Department of Economics, The University of Birmingham
3
Discussion paper / Centre for Economic Policy Research
3
Discussion paper / School of Economics, The University of New South Wales
3
Discussion paper / University of British Columbia, Department of Economics
3
Discussion papers in quantitative economics and computing / E
3
Discussion papers of interdisciplinary research project 373
3
Econometric theory
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
European review of agricultural economics : ERAE
3
International economic review
3
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ECONIS (ZBW)
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1
A new test for market efficiency and uncovered interest parity
Baillie, Richard
;
Diebold, Francis X.
;
Kapetanios, George
; …
- In:
Journal of international money and finance
130
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014248790
Saved in:
2
The transmission of international shocks to the UK : estimates based on a time-varying factor augmented VAR
Liu, Philip
;
Mumtaz, Haroon
;
Theophilopoulou, Angeliki
- In:
Journal of international money and finance
46
(
2014
),
pp. 1-15
Persistent link: https://www.econbiz.de/10010391033
Saved in:
3
Integration, cointegration and the forecast consistency of structural exchange rate models
Cheung, Yin-Wong
- In:
Journal of international money and finance
17
(
1998
)
5
,
pp. 813-830
Persistent link: https://www.econbiz.de/10001253045
Saved in:
4
Covariance matrix estimators and tests of market efficiency
Ligeralde, Antonio Velasco
- In:
Journal of international money and finance
16
(
1997
)
2
,
pp. 323-343
Persistent link: https://www.econbiz.de/10001225587
Saved in:
5
The unbiased forward rate hypothesis re-examined
Naka, Atsuyuki
- In:
Journal of international money and finance
14
(
1995
)
6
,
pp. 857-867
Persistent link: https://www.econbiz.de/10001194447
Saved in:
6
On biases in the measurement of foreign exchange risk premiums
Bekaert, Geert
- In:
Journal of international money and finance
12
(
1993
)
2
,
pp. 115-138
Persistent link: https://www.econbiz.de/10001141909
Saved in:
7
Tests of exchange market efficiency : fragile evidence from cointegration tests
Sephton, Peter S.
- In:
Journal of international money and finance
10
(
1991
)
4
,
pp. 561-570
Persistent link: https://www.econbiz.de/10001114106
Saved in:
8
An econometric analysis of the intertemporal general-equilibrium approach to exchange rate and current account determination
Finn, Mary G.
- In:
Journal of international money and finance
8
(
1989
)
4
,
pp. 467-486
Persistent link: https://www.econbiz.de/10001074877
Saved in:
9
Efficiency in foreign exchange markets : a vector autoregression approach
Canarella, Giorgio
- In:
Journal of international money and finance
7
(
1988
)
3
,
pp. 331-346
Persistent link: https://www.econbiz.de/10001062805
Saved in:
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