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~isPartOf:"Australian economic papers"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~isPartOf:"The journal of futures markets"
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Deutsche Mark
17
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Boyd, Milton
1
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Australian economic papers
International journal of finance & economics : IJFE
The journal of derivatives : the official publication of the International Association of Financial Engineers
The journal of futures markets
Journal of international money and finance
21
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
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[Workshop on Developments in Exchange Rate Modelling]
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3
50 years of the German Mark : essays in honour of Stephen F. Frowen
2
Anglo-German Foundation
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ECONIS (ZBW)
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Real exchange rates may have nonlinear trends
Cushman, David O.
- In:
International journal of finance & economics : IJFE
13
(
2008
)
2
,
pp. 158-173
Persistent link: https://www.econbiz.de/10003692571
Saved in:
2
The economic value of technical trading rules : a nonparametric utility-based approach
Dewachter, Hans
;
Lyrio, Marco
- In:
International journal of finance & economics : IJFE
10
(
2005
)
1
,
pp. 41-62
Persistent link: https://www.econbiz.de/10002608349
Saved in:
3
Introduction to "exchange rates in Europe and Australasia : fundamental determinants, adjustments and policy implications
Stein, Jerome L.
;
Lim, Guay C.
- In:
Australian economic papers
41
(
2002
)
4
,
pp. 329-341
Persistent link: https://www.econbiz.de/10001997383
Saved in:
4
A history of the D-Mark's real external value
Fischer, Christoph
;
Sauernheimer, Karlhans
- In:
Australian economic papers
41
(
2002
)
4
,
pp. 480-498
Persistent link: https://www.econbiz.de/10001997632
Saved in:
5
Is there a base currency effect in long-run PPP?
Coakley, Jerry
;
Fuertes, Ana María
- In:
International journal of finance & economics : IJFE
5
(
2000
)
4
,
pp. 253-263
Persistent link: https://www.econbiz.de/10001539838
Saved in:
6
Is implied correlation worth calculating? : Evidence from foering exchange options
Walter, Christian A.
;
López, José A.
- In:
The journal of derivatives : the official publication …
7
(
2000
)
3
,
pp. 65-81
Persistent link: https://www.econbiz.de/10001497759
Saved in:
7
The determinants of bid-ask spreads in the foreign exchange futures market : a microstructure analysis
Ding, David K.
- In:
The journal of futures markets
19
(
1999
)
3
,
pp. 307-324
Persistent link: https://www.econbiz.de/10001377955
Saved in:
8
Commodity futures trading performance using neural network models versus ARIMA models
Ntungo, Chrispin
;
Boyd, Milton
- In:
The journal of futures markets
18
(
1998
)
8
,
pp. 965-983
Persistent link: https://www.econbiz.de/10001352420
Saved in:
9
The dynamics of DM-£ exchange rate volatility : a SWARCH analysis
Fong, Wai-mun
- In:
International journal of finance & economics : IJFE
3
(
1998
)
1
,
pp. 59-71
Persistent link: https://www.econbiz.de/10001246071
Saved in:
10
The reaction of exchange rates and interest rates to news releases
Edison, Hali J.
- In:
International journal of finance & economics : IJFE
2
(
1997
)
2
,
pp. 87-100
Persistent link: https://www.econbiz.de/10001227654
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