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~person:"MacDonald, Ronald"
~subject:"Interest rate parity"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
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Zeitreihenanalyse
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MacDonald, Ronald
Moosa, Imad A.
16
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Journal of international financial markets, institutions & money
2
Journal of international money and finance
2
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1
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1
IMF staff papers
1
Journal of the Japanese and international economies : an international journal ; JJIE
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ECONIS (ZBW)
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1
Identifying long-run relationships between the exchange rate, interest rates and stock prices
Wong, Douglas Kai Tim
;
MacDonald, Ronald
- In:
Applied economics
56
(
2024
)
22
,
pp. 2671-2687
Persistent link: https://www.econbiz.de/10014525413
Saved in:
2
Decomposition of the uncovered equity parity correlation
Kunkler, Michael
;
MacDonald, Ronald
- In:
Journal of international financial markets, …
57
(
2018
),
pp. 44-58
Persistent link: https://www.econbiz.de/10012127595
Saved in:
3
Currency forecast errors and carry trades at times of low interest rates : evidence from survey data on the yen/dollar exchange rate
MacDonald, Ronald
;
Nagayasu, Jun
- In:
Journal of international money and finance
53
(
2015
),
pp. 1-19
Persistent link: https://www.econbiz.de/10011475902
Saved in:
4
Measuring the dollar-euro permanent equilibrium exchange rate using the unobserved components model
Chen, Xiaoshan
;
MacDonald, Ronald
- In:
Journal of international money and finance
53
(
2015
),
pp. 20-35
Persistent link: https://www.econbiz.de/10011475904
Saved in:
5
Models of exchange rate expectations : how much heterogeneity?
Bénassy-Quéré, Agnès
;
Larribeau, Sophie
;
MacDonald, …
- In:
Journal of international financial markets, …
13
(
2003
)
2
,
pp. 113-136
Persistent link: https://www.econbiz.de/10001950037
Saved in:
6
Towards the fundamentals of technical analysis : analysing the information content of high, low and close prices
Fiess, Norbert M.
;
MacDonald, Ronald
- In:
Economic modelling
19
(
2002
)
3
,
pp. 353-374
Persistent link: https://www.econbiz.de/10001662503
Saved in:
7
Deviations of exchange rates from purchasing power parity : a story featuring two monetary unions
Bayoumi, Tamim
;
MacDonald, Ronald
- In:
IMF staff papers
46
(
1999
)
1
,
pp. 89-102
Persistent link: https://www.econbiz.de/10001380197
Saved in:
8
On the Japanese yen-US dollar exchange rate : a structural econometric model based on real interest differentials
MacDonald, Ronald
- In:
Journal of the Japanese and international economies : …
12
(
1998
)
1
,
pp. 75-102
Persistent link: https://www.econbiz.de/10001238901
Saved in:
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