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subject:"Volatility"
~isPartOf:"Journal of international money and finance"
~isPartOf:"NBER working paper series"
~person:"Caporale, Guglielmo Maria"
~subject:"Wechselkurs"
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Volatility
Wechselkurs
Estimation
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Caporale, Guglielmo Maria
Lettau, Martin
6
Andersen, Torben G.
5
Frankel, Jeffrey A.
5
Bollerslev, Tim
4
Edwards, Sebastian
4
Engel, Charles
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3
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2
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Journal of international money and finance
NBER working paper series
CESifo working papers
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12
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7
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1
International portfolio flows and exchange rate volatility in emerging Asian markets
Caporale, Guglielmo Maria
;
Ali, Faek Menla
;
Spagnolo, Fabio
- In:
Journal of international money and finance
76
(
2017
),
pp. 1-15
Persistent link: https://www.econbiz.de/10011788040
Saved in:
2
Exchange rate uncertainty and international portfolio flows : a multivariate GARCH-in-mean approach
Caporale, Guglielmo Maria
;
Ali, Faek Menla
;
Spagnolo, Nicola
- In:
Journal of international money and finance
54
(
2015
),
pp. 70-92
Persistent link: https://www.econbiz.de/10011476078
Saved in:
3
Fiscal shocks and real exchange rate dynamics : some evidence for Latin America
Caporale, Guglielmo Maria
;
Ciferri, Davide
;
Girardi, …
- In:
Journal of international money and finance
30
(
2011
)
5
,
pp. 709-723
Persistent link: https://www.econbiz.de/10009268779
Saved in:
4
Nominal exchange rate regimes and the stochastic behavior of real variables
Caporale, Guglielmo Maria
- In:
Journal of international money and finance
14
(
1995
)
3
,
pp. 395-415
Persistent link: https://www.econbiz.de/10001187521
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