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subject:"Wechselkurs"
type:"article"
~person:"Maheswaran, S."
~person:"Mustafa, Muhammad"
~person:"Pittis, Nikitas"
~subject:"Cointegration"
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Maheswaran, S.
Mustafa, Muhammad
Pittis, Nikitas
Phillips, Peter C. B.
15
Paruolo, Paolo
9
Ramírez, Miguel D.
8
Wagner, Martin
8
Johansen, Søren
7
Kurita, Takamitsu
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5
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Tu, Yundong
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4
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4
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4
Morana, Claudio
4
Nielsen, Morten Ørregaard
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Rahbek, Anders
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Tang, Chor Foon
4
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4
Anderson, Richard G.
3
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Carrion i Silvestre, Josep Lluís
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Chan, Ngai Hang
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Cheung, Yin-Wong
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Hsiao, Cheng
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Indian journal of economics & business : IJEB
2
Economic modelling
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
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1
Macroeconomics and finance in emerging market economies
1
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Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
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ECONIS (ZBW)
9
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1
Estimation of conditional asset pricing models with integrated variables in the beta specification
Antypas, Antonios
;
Caporale, Guglielmo Maria
; …
- In:
Research in international business and finance
52
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012548351
Saved in:
2
Is USD-INR really an excessively volatile currency pair?
Kayal, Parthajit
;
Maheswaran, S.
- In:
Journal of quantitative economics
15
(
2017
)
2
,
pp. 329-342
Persistent link: https://www.econbiz.de/10012418291
Saved in:
3
Triangular dynamic causal relationships of exports, FDI and exchange rate : the India-US case
Rahman, A. K. M. Matiur
;
Mustafa, Muhammad
- In:
Indian journal of economics & business : IJEB
14
(
2015
)
3
,
pp. 399-412
Persistent link: https://www.econbiz.de/10011452896
Saved in:
4
Long memory in Indian exchange rates : an application of power-law scaling analysis
Kumar, Dilip
;
Maheswaran, S.
- In:
Macroeconomics and finance in emerging market economies
8
(
2015
)
1/3
,
pp. 90-107
Persistent link: https://www.econbiz.de/10011402342
Saved in:
5
Triangular dynamic causal relationships of exports, FDI and exchange rate : the India-US case
Rahman, A. K. M. Matiur
;
Mustafa, Muhammad
- In:
Indian journal of economics & business : IJEB
14
(
2015
)
1
,
pp. 67-80
Persistent link: https://www.econbiz.de/10011381629
Saved in:
6
A comparison of autoregressive distributed lag and dynamics OLS cointegration estimators in the case of serially correlated cointegration error
Panopulu, Aikaterinē
;
Pittis, Nikitas
- In:
The econometrics journal
7
(
2004
)
2
,
pp. 585-617
Persistent link: https://www.econbiz.de/10002463690
Saved in:
7
Parameter instability, superexogeneity, and the monetary model of the exchange rate
Caporale, Guglielmo Maria
;
Pittis, Nikitas
- In:
Weltwirtschaftliches Archiv : Zeitschrift des Instituts …
137
(
2001
)
3
,
pp. 501-524
Persistent link: https://www.econbiz.de/10001618429
Saved in:
8
Conditional leptokurtosis and non-linear dependence in exchange rate returns
Caporale, Guglielmo Maria
- In:
Journal of policy modeling : JPMOD ; a social science …
20
(
1998
)
5
,
pp. 581-601
Persistent link: https://www.econbiz.de/10001246740
Saved in:
9
Modelling the sterling-deutschmark exchange rate : non-linear dependence and thick tails
Caporale, Guglielmo Maria
- In:
Economic modelling
13
(
1996
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10001204716
Saved in:
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