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~isPartOf:"International review of economics & finance : IREF"
~subject:"Exchange rate policy"
~subject:"ARCH model"
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Exchange rate policy
ARCH model
Estimation
33
Schätzung
33
Structural break
27
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27
Exchange rate regime
23
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23
Volatilität
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International review of economics & finance : IREF
NBER working paper series
38
NBER Working Paper
32
Energy economics
31
Working paper / National Bureau of Economic Research, Inc.
26
Journal of international money and finance
24
IMF working papers
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International journal of finance & economics : IJFE
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10
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10
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9
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9
International review of financial analysis
9
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9
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8
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8
International economics and economic policy : IEEP
8
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7
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7
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RIETI discussion paper
7
The European journal of finance
7
China economic review : an international journal
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Current politics and economics of Asia
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Exchange-rate policies for emerging market economies
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ECONIS (ZBW)
22
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1
Geopolitical risk and oil price volatility : evidence from Markov-switching model
Qian, Lihua
;
Zeng, Qing
;
Li, Tao
- In:
International review of economics & finance : IREF
81
(
2022
),
pp. 29-38
Persistent link: https://www.econbiz.de/10013343484
Saved in:
2
Risk-premium shocks and the prudent exchange rate policy
Ali, Syed Zahid
;
Anwar, Sajid
- In:
International review of economics & finance : IREF
77
(
2022
),
pp. 97-122
Persistent link: https://www.econbiz.de/10013330739
Saved in:
3
Canadian stock market volatility under COVID-19
Xu, Dinghai
- In:
International review of economics & finance : IREF
77
(
2022
),
pp. 159-169
Persistent link: https://www.econbiz.de/10013330750
Saved in:
4
Does trade cause fear of appreciation?
Zhang, Hao
;
Zhu, Jiaqing
- In:
International review of economics & finance : IREF
78
(
2022
),
pp. 68-80
Persistent link: https://www.econbiz.de/10013333014
Saved in:
5
Lead-lag relationship between spot and futures stock indexes : intraday data and
regime
-switching models
Alemany, Nuria
;
Aragó, Vicent
;
Salvador, Enrique
- In:
International review of economics & finance : IREF
68
(
2020
),
pp. 269-280
Persistent link: https://www.econbiz.de/10012486492
Saved in:
6
Volatility persistence in cryptocurrency markets under structural breaks
Abakah, Emmanuel Joel Aikins
;
Gil-Alaña, Luis A.
; …
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 680-691
Persistent link: https://www.econbiz.de/10012487193
Saved in:
7
Volatility forecasting of crude oil market : can the
regime
switching GARCH model beat the single-
regime
GARCH models?
Zhang, Yue-jun
;
Yao, Ting
;
He, Ling-yun
;
Ripple, Ronald D.
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 302-317
Persistent link: https://www.econbiz.de/10012202881
Saved in:
8
A comparison of exchange rate
regime
choice in emerging markets with advanced and low income nations for 1999 - 2011
Ghosh, Amit
- In:
International review of economics & finance : IREF
33
(
2014
),
pp. 358-370
Persistent link: https://www.econbiz.de/10010532716
Saved in:
9
Estimating downside risk in stock returns under structural breaks
Hood, Matthew
;
Malik, Farooq
- In:
International review of economics & finance : IREF
58
(
2018
),
pp. 102-112
Persistent link: https://www.econbiz.de/10012034196
Saved in:
10
The growth effects of financial openness and exchange rates
Rodriguez, Cesar M.
- In:
International review of economics & finance : IREF
48
(
2017
),
pp. 492-512
Persistent link: https://www.econbiz.de/10011747341
Saved in:
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