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~person:"Herrera Aramburú, Andrés"
~source:"econis"
~subject:"Aktienmarkt"
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Aktienmarkt
Capital market returns
2
Exchange rate
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Kapitalmarktrendite
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Peru
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Stock market
2
Structural break
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Strukturbruch
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Volatility
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Volatilität
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Forex rate volatility in Peru
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fractional integration
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Herrera Aramburú, Andrés
Gil-Alaña, Luis A.
7
Caporale, Guglielmo Maria
6
Sosvilla-Rivero, Simón
5
Fernández-Serrano, José Luis
4
Njegić, Jovan
4
Poza, Carlos
4
Živkov, Dejan
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Aloui, Chaker
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Chancharat, Surachai
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Chatzikonstanti, Vasiliki
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Chen, Shyh-Wei
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Karoglou, Michail
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Malik, Farooq
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Mishra, Vinod
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Narayan, Paresh Kumar
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Smyth, Russell
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Valadkhani, Abbas
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Zhu, Huiming
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Abu Hassan Shaari Mohd Nor
2
Adekoya, Oluwasegun B.
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Ahmed, Walid M. A.
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Al-Faryan, Mamdouh Abdulaziz Saleh
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Asongu, Simplice
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Banerjee, Anindya
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Ben Hamida, Hela
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Chen, Langnan
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Dendramis, Yiannis
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Franks, Julian R.
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Guo, Yawei
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Gupta, Rangan
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Hammoudeh, Shawkat
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Hooi Hooi Lean
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Jouini, Jamel
2
Kallberg, Jarl G.
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Kang, Sang Hoon
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Kapetanios, George
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Documento de trabajo / Pontifícia Universidad Católica del Perú, Departamento de Economía
1
International journal of monetary economics and finance
1
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ECONIS (ZBW)
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Volatility of stock market and exchange rate returns in Peru : long memory or short memory with level shifts?
Herrera Aramburú, Andrés
;
Rodriguez, Gabriel
-
2014
Persistent link: https://www.econbiz.de/10011415135
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2
Volatility of stock market and exchange rate returns in Peru : long memory or short memory with level shifts?
Herrera Aramburú, Andrés
;
Rodriguez, Gabriel
- In:
International journal of monetary economics and finance
9
(
2016
)
1
,
pp. 45-66
Persistent link: https://www.econbiz.de/10011548319
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