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isPartOf:"Journal of applied econometrics"
~isPartOf:"International journal of financial research"
~isPartOf:"Open economies review"
~subject:"Estimation theory"
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Journal of applied econometrics
International journal of financial research
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Testing the persistence of the forward premium : structural changes or misspecification?
Ho, Tsung-wu
;
Moh, Wan Shin
- In:
Open economies review
27
(
2016
)
1
,
pp. 119-138
Persistent link: https://www.econbiz.de/10011591715
Saved in:
2
Several econometric tests of exchange rate efficiency for a few European countries
Agacer, Gilda M.
;
Arize, Augustine Chuck
;
Kallianiotis, …
- In:
International journal of financial research
6
(
2015
)
4
,
pp. 194-206
Persistent link: https://www.econbiz.de/10011405493
Saved in:
3
Modeling risk premia in forward foreign exchange rates as unobserved components : the model identification problem
Chouikh, Aziz
;
Trabelsi, Abdelwahed
- In:
International journal of financial research
5
(
2014
)
3
,
pp. 119-135
Persistent link: https://www.econbiz.de/10010458557
Saved in:
4
Adaptive estimation of cointegrated models : simulation evidence and an application to the forward exchange market
Hodgson, Douglas J.
- In:
Journal of applied econometrics
14
(
1999
)
6
,
pp. 627-650
Persistent link: https://www.econbiz.de/10001440633
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