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subject:"Volatilität"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of macroeconomics"
~type_genre:"Aufsatz in Zeitschrift"
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Volatilität
European Monetary System
4
Europäisches Währungssystem
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1979-1992
2
ARCH model
2
ARCH-Modell
2
Currency crisis
2
EU countries
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EU-Staaten
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Spain
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Spanien
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Volatility
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Währungskrise
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1973-1992
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Ansteckungseffekt
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Belgien
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Belgium
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Cointegration
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Contagion
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Denmark
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Deutschland
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Estimation
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Exchange rate
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France
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Germany
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Ireland
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Irland
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Italy
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Kaufkraftparität
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Kointegration
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Markov chain
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Markov switching
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Aufsatz in Zeitschrift
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Lopes, José Mário
1
Neely, Christopher J.
1
Nunes, Luis C.
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Journal of empirical finance
Journal of macroeconomics
Journal of international money and finance
3
Applied financial economics
2
Journal of international financial markets, institutions & money
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Applied economics
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Bank i kredyt
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Bank i kredyt / Polnische Ausgabe
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Eastern European economics
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Economic systems
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Ekonomický časopis : časopis pre ekonomickú teóriu, hospodársku politiku, spoločensko-ekonomické prognózovanie
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European economic review : EER
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Global finance journal
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International economic journal
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Journal of comparative economics : the journal of the Association for Comparative Economic Studies
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Journal of economics & business
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Journal of foreign exchange and international finance : JFEIF
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List-Forum für Wirtschafts- und Finanzpolitik
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Panoeconomicus
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Review of economic dynamics
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Topics in macroeconomics
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A Markov regime switching model of crises and contagion : the case of the Iberian countries in the EMS
Lopes, José Mário
;
Nunes, Luis C.
- In:
Journal of macroeconomics
34
(
2012
)
4
,
pp. 1141-1153
Persistent link: https://www.econbiz.de/10009703298
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2
Target zones and conditional volatility : the role of realignments
Neely, Christopher J.
- In:
Journal of empirical finance
6
(
1999
)
2
,
pp. 177-192
Persistent link: https://www.econbiz.de/10001426341
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