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~isPartOf:"Open economies review"
~isPartOf:"Research in international business and finance"
~isPartOf:"The empirical economics letters : a monthly international journal of economics"
~subject:"Cointegration"
~subject:"Volatility"
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Search: subject_exact:"Foreign exchange rate"
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Cointegration
Volatility
Exchange rate
240
Wechselkurs
240
Estimation
78
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78
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67
Theorie
63
Theory
63
Welt
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40
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Aparna, A.
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Bleaney, Michael F.
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Caporale, Guglielmo Maria
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Giannellis, Nikolaos
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Guesmi, Khaled
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Lee, Chung-Chih
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Mitra, Rajarshi
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Open economies review
Research in international business and finance
The empirical economics letters : a monthly international journal of economics
Journal of international money and finance
90
Applied economics
88
Economic modelling
63
Journal of international financial markets, institutions & money
63
The North American journal of economics and finance : a journal of financial economics studies
62
NBER working paper series
61
NBER Working Paper
57
International journal of economics and financial issues : IJEFI
56
International review of economics & finance : IREF
50
International Journal of Energy Economics and Policy : IJEEP
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Applied economics letters
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Economics letters
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International review of financial analysis
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Journal of risk and financial management : JRFM
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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International economic journal
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CBN journal of applied statistics
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Discussion paper / Tinbergen Institute
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International journal of forecasting
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Global business review
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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ECONIS (ZBW)
92
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1
Monetary policy announcements, information shocks, and exchange rate dynamics
Gründler, Daniel
;
Mayer, Eric
;
Scharler, Johann
- In:
Open economies review
34
(
2023
)
2
,
pp. 341-369
Persistent link: https://www.econbiz.de/10014334807
Saved in:
2
Long memory, spurious memory : persistence in range-based volatility of exchange rates
Afzal, Alia
;
Sibbertsen, Philipp
- In:
Open economies review
34
(
2023
)
4
,
pp. 789-811
Persistent link: https://www.econbiz.de/10014383572
Saved in:
3
Revisiting Paul de Grauwe's chaotic exchange rate model : new analytical insights and agent-based explorations
Mignot, Sarah
;
Westerhoff, Frank H.
- In:
Open economies review
34
(
2023
)
1
,
pp. 155-169
Persistent link: https://www.econbiz.de/10014276887
Saved in:
4
Testing for UIP-type relationships : nonlinearities, monetary announcements and interest rate expectations
Anderl, Christina
;
Caporale, Guglielmo Maria
- In:
Open economies review
33
(
2022
)
4
,
pp. 705-749
Persistent link: https://www.econbiz.de/10013455611
Saved in:
5
Openness and real exchange rate volatility : evidence from China
Yang, Yahui
;
Peng, Zhe
- In:
Open economies review
35
(
2024
)
1
,
pp. 121-158
Persistent link: https://www.econbiz.de/10014515737
Saved in:
6
Reserve volatility and the identification of exchange rate regimes
Bleaney, Michael F.
;
Tian, Mo
- In:
Open economies review
32
(
2021
)
4
,
pp. 701-723
Persistent link: https://www.econbiz.de/10012659037
Saved in:
7
Detecting the hidden asymmetric relationship between crude oil and the US dollar : a novel neural Granger causality method
Wang, Lu
;
Ruan, Hang
;
Hong, Yanran
;
Luo, Keyu
- In:
Research in international business and finance
64
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014279939
Saved in:
8
Is oil risk important for commodity-related currency returns?
Yin, Libo
;
Su, Zhi
;
Lu, Man
- In:
Research in international business and finance
60
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013412450
Saved in:
9
International trade and economic growth of Ghana
Mohammed, Jamal
;
Kindo, Malik Dawuda
;
Mishra, Pradeep
; …
- In:
The empirical economics letters : a monthly …
20
(
2021
)
4
,
pp. 625-637
Persistent link: https://www.econbiz.de/10013273161
Saved in:
10
Conditional volatility persistence and volatility spillovers in the foreign exchange market
Su, Fei
- In:
Research in international business and finance
55
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013264608
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