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subject:"Exchange rate"
subject:"Time series analysis"
~isPartOf:"Applied economics letters"
~subject:"Prognoseverfahren"
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Exchange rate
Time series analysis
Prognoseverfahren
Estimation
1,173
Schätzung
1,173
Theorie
169
Theory
169
United States
141
USA
140
Welt
124
World
124
Börsenkurs
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Purchasing power parity
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Cointegration
94
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Gil-Alaña, Luis A.
9
Caporale, Guglielmo Maria
5
Tiwari, Aviral Kumar
4
Bahmani-Oskooee, Mohsen
3
Chang, Tsangyao
3
Gupta, Rangan
3
Pierdzioch, Christian
3
Cai, Yifei
2
Carcel, Hector
2
Cook, Steven
2
Garg, Bhavesh
2
Ma, Feng
2
Olson, Eric
2
Ranjbar, Omid
2
Siliverstovs, Boriss
2
Sosvilla-Rivero, Simón
2
Wu, Xinyu
2
Yamada, Hiroshi
2
Yoon, Gawon
2
Österholm, Pär
2
Abedin, Md. Thasinul
1
Al-Rashidi, Atef
1
Albulescu, Claudiu Tiberiu
1
Almudhaf, Fahad
1
Alsabah, Duaij
1
Altuntas, Mehmet
1
Alvarez, Alberto
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Alvarez-Diaz, Marcos
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1
Baltzer, Markus
1
Bamiatzi, Vicky
1
Barseghyan, Gayane
1
Basher, Syed Abul
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Bawa, Jaslene Kaur
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Applied economics letters
Applied economics
215
Economic modelling
185
International journal of forecasting
169
Journal of econometrics
156
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
144
Journal of international money and finance
139
CESifo working papers
137
Finance research letters
135
International review of economics & finance : IREF
128
Journal of forecasting
122
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
121
Energy economics
116
Economics letters
110
Working paper
110
Journal of banking & finance
105
Discussion paper / Tinbergen Institute
102
Journal of empirical finance
100
The North American journal of economics and finance : a journal of financial economics studies
98
NBER working paper series
96
Working paper / National Bureau of Economic Research, Inc.
95
NBER Working Paper
94
Discussion paper / Centre for Economic Policy Research
91
International review of financial analysis
91
International journal of finance & economics : IJFE
77
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
77
Applied financial economics
75
Journal of international financial markets, institutions & money
71
Journal of applied econometrics
70
Journal of financial economics
67
International journal of economics and financial issues : IJEFI
63
Econometric reviews
55
Journal of economic dynamics & control
55
Journal of macroeconomics
54
Journal of risk and financial management : JRFM
54
The empirical economics letters : a monthly international journal of economics
54
Discussion papers / Deutsches Institut für Wirtschaftsforschung
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Discussion papers / CEPR
52
International journal of economics and finance
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Research in international business and finance
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ECONIS (ZBW)
157
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1
Non-linearities and persistence in US long-run interest rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 366-370
Persistent link: https://www.econbiz.de/10012803550
Saved in:
2
Forecasting RMB exchange rate volatility : do time-varying higher moments and time-varying risk aversion help?
Wu, Xinyu
;
Mei, Xueting
;
Liu, Li
- In:
Applied economics letters
31
(
2024
)
8
,
pp. 757-767
Persistent link: https://www.econbiz.de/10014557859
Saved in:
3
Does variance risk premium predict expected returns?
Kuang, Xian-Ji
;
Hsu, Yueh-Hua
;
Chang, Alan
;
Lin, Shih-kuei
- In:
Applied economics letters
31
(
2024
)
13
,
pp. 1227-1233
Persistent link: https://www.econbiz.de/10014558807
Saved in:
4
Fourier nonlinear quantile unit root test of purchasing power parity in cryptocurrencies
Goswami, Gour G.
;
Saha, Tapas Kumar
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 312-322
Persistent link: https://www.econbiz.de/10014468817
Saved in:
5
Measuring the persistence degree of shocks to the US tourism markets : new evidence for COVID-19 pandemic period
Peng, Yi-Ting
;
Chang, Tsangyao
;
Ranjbar, Omid
;
Li, Fangjhy
- In:
Applied economics letters
31
(
2024
)
5
,
pp. 422-431
Persistent link: https://www.econbiz.de/10014469924
Saved in:
6
Testing fiscal sustainability in OECD countries : new evidence from the past centuries
Saadaoui, Jamel
;
Lau, Chi Keung
;
Cai, Yifei
- In:
Applied economics letters
31
(
2024
)
7
,
pp. 676-682
Persistent link: https://www.econbiz.de/10014557825
Saved in:
7
Newspaper-based equity uncertainty or implied volatility index : new evidence from oil market volatility predictability
Lu, Xinjie
;
Ma, Feng
;
Li, Pan
;
Li, Tao
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 960-964
Persistent link: https://www.econbiz.de/10014303607
Saved in:
8
Forecasting exchange rate markets' volatility of G7 countries : will stock market volatility help?
Zhang, Feipeng
;
Zhang, Zhao
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 991-999
Persistent link: https://www.econbiz.de/10014303619
Saved in:
9
Does forward guidance of the ECB matter for the accuracy of private sector inflation forecasts?
Burden, David
;
Fendel, Ralf
;
Zimmermann, Lilli
- In:
Applied economics letters
30
(
2023
)
9
,
pp. 1213-1217
Persistent link: https://www.econbiz.de/10014303844
Saved in:
10
Has the yen depreciation of recent years improved Japan's trade balance? : testing the J-curve effect
Kubo, Akihiro
- In:
Applied economics letters
30
(
2023
)
10
,
pp. 1293-1297
Persistent link: https://www.econbiz.de/10014304230
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