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~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"Cointegration"
~subject:"Exchange rate"
~subject:"Kapitaleinkommen"
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Cointegration
Exchange rate
Kapitaleinkommen
Time series analysis
45
Zeitreihenanalyse
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Estimation
17
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17
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14
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Aloui, Chaker
2
Chkili, Walid
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Fung, Hung-gay
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Journal of international financial markets, institutions & money
Journal of econometrics
101
Economic modelling
74
Applied economics
65
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
61
International journal of forecasting
60
Applied economics letters
49
Economics letters
48
Journal of empirical finance
46
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
44
Energy economics
41
International review of economics & finance : IREF
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Discussion paper / Tinbergen Institute
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CESifo working papers
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Finance research letters
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Econometric reviews
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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International review of financial analysis
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International Journal of Energy Economics and Policy : IJEEP
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International journal of economics and financial issues : IJEFI
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CREATES research paper
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The empirical economics letters : a monthly international journal of economics
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Econometrics : open access journal
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Journal of international money and finance
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Research in international business and finance
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International journal of finance & economics : IJFE
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Discussion papers / Department of Economics, University of Copenhagen
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Economics and finance working paper series
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NBER working paper series
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Computational economics
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CBN journal of applied statistics
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International journal of economics and finance
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Working paper / National Bureau of Economic Research, Inc.
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Journal of financial econometrics
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1
A multifractal model of asset (in)variances
Grobys, Klaus
- In:
Journal of international financial markets, …
85
(
2023
),
pp. 1-37
Persistent link: https://www.econbiz.de/10014433281
Saved in:
2
Terrorism and international stock returns
Narayan, Paresh Kumar
;
Narayan, Seema
;
Dinh Hoang Bach Phan
- In:
Journal of international financial markets, …
76
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013412765
Saved in:
3
Long-term time series reversal : international evidence
Kobinger, Sonja
;
Bornholt, Graham
;
Malin, Mirela
- In:
Journal of international financial markets, …
65
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012495738
Saved in:
4
Sovereign bond return prediction with realized higher moments
Kinateder, Harald
;
Papavassiliou, Vassilios G.
- In:
Journal of international financial markets, …
62
(
2019
),
pp. 53-73
Persistent link: https://www.econbiz.de/10012262440
Saved in:
5
Is stock return predictability time-varying?
Devpura, Neluka
;
Narayan, Paresh Kumar
;
Sharma, Susan Sunila
- In:
Journal of international financial markets, …
52
(
2018
),
pp. 152-172
Persistent link: https://www.econbiz.de/10011986233
Saved in:
6
Determinants of equity mutual fund flows : evidence from the fund flow dynamics between Hong Kong and global markets
Fong, Tom
;
Sze, Kin Wan
;
Ho, Ho Cheung
- In:
Journal of international financial markets, …
57
(
2018
),
pp. 231-247
Persistent link: https://www.econbiz.de/10012127630
Saved in:
7
A note on modeling world equity markets with nonsynchronous data
Resnick, Bruce G.
;
Shoesmith, Gary L.
- In:
Journal of international financial markets, …
51
(
2017
),
pp. 125-132
Persistent link: https://www.econbiz.de/10011896294
Saved in:
8
Cointegration, error correction and exchange rate forecasting
Moosa, Imad A.
;
Vaz, John J.
- In:
Journal of international financial markets, …
44
(
2016
),
pp. 21-34
Persistent link: https://www.econbiz.de/10011690363
Saved in:
9
Instabilities in the relationships and hedging strategies between crude oil and US stock markets : do long memory and asymmetry matter?
Chkili, Walid
;
Aloui, Chaker
;
Nguyen, Duc Khuong
- In:
Journal of international financial markets, …
33
(
2014
),
pp. 354-366
Persistent link: https://www.econbiz.de/10011299818
Saved in:
10
The dynamics of exchange rate volatility : a panel VAR approach
Grossmann, Axel
;
Love, Inessa
;
Orlov, Alexei G.
- In:
Journal of international financial markets, …
33
(
2014
),
pp. 1-27
Persistent link: https://www.econbiz.de/10011299874
Saved in:
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