//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~institution:"Centre d'études prospectives et d'informations internationales (CEPII)"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"smooth transition"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Carry trades
2
Smooth transition regression models
2
BEER model
1
Current account
1
Current-account imbalances
1
Default risk
1
EMERGING ASIA
1
EQUILIBRIUM EXCHANGE RATES
1
Equilibrium exchange rate
1
Fama equation
1
Financial cycle
1
Forward premium
1
MISALIGNMENS
1
PANEL SMOOTH TRANSITION MODELS
1
Panel smooth transition regression
1
Panel vector error correction model
1
Safe haven
1
Safe haven currencies
1
UIP puzzle
1
anchor currency
1
current-account persistence
1
exchange-rate misalignments
1
financial development
1
oil price
1
panel smooth transition
1
panel smooth transition regression models
1
real exchange rates
1
regression models
1
rupture of pegs
1
smooth transition regression models
1
more ...
less ...
Online availability
All
Free
7
Type of publication
All
Book / Working Paper
7
Language
All
Undetermined
5
English
1
French
1
Author
All
Mignon, Valérie
6
Coudert, Virginie
3
Couharde, Cécile
2
Allegret, Jean-Pierre
1
Béreau, Sophie
1
Coulibaly, Dramane
1
Gnimassoun, Blaise
1
Guillaumin, Cyriac
1
López-Villavicencio, Antonia
1
Raymond, Hélene
1
Villavicencio, Antonia Lopez
1
more ...
less ...
Institution
All
Centre d'études prospectives et d'informations internationales (CEPII)
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
30
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
24
EconWPA
13
Agricultural and Applied Economics Association - AAEA
8
School of Economics and Management, University of Aarhus
8
Wirtschaftswissenschaftliche Fakultät, Leibniz Universität Hannover
8
Departamento de Economia, Pontifícia Universidade Católica do Rio de Janeiro
7
Department of Economics, Faculty of Economic and Management Sciences
7
Erasmus University Rotterdam, Econometric Institute
7
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
7
EconomiX, Université Paris Ouest-Nanterre la Défense (Paris X)
6
DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
5
Núcleo de Investigação em Políticas Económicas (NIPE), Universidade do Minho
5
C.E.P.R. Discussion Papers
4
Department of Economics, University of Crete
4
Vanderbilt University Department of Economics
4
Centre for Economic Research, School of Economics and Management Studies
3
Departamento de Economía, Universidad Torcuato Di Tella
3
Department of Econometrics and Business Statistics, Monash Business School
3
Department of Economics, Florida International University
3
Dipartimento di Scienze Economiche "Marco Fanno", Università degli Studi di Padova
3
Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Università degli Studi di Firenze
3
Econometric Society
3
European Central Bank
3
Finance Discipline Group, Business School
3
HAL
3
Institut für Weltwirtschaft (IfW)
3
ROME Network
3
Rheinisch-Westfälisches Institut für Wirtschaftsforschung (RWI)
3
School of Economics, University of Manchester
3
Society for Computational Economics - SCE
3
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
3
de Nederlandsche Bank
3
İktisat Bölümü, İktisadi ve İdari Bilimler Fakültesi
3
Banco de la Republica de Colombia
2
Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
2
Centre for Development Economics, Delhi School of Economics
2
Cowles Foundation for Research in Economics, Yale University
2
Departament d'Economia i Història Econòmica, Universitat Autònoma de Barcelona
2
more ...
less ...
Published in...
All
Working Papers / Centre d'études prospectives et d'informations internationales (CEPII)
7
Source
All
RePEc
7
Showing
1
-
7
of
7
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Looking at the Other Side of Carry Trades: Are there any Safe Haven Currencies?
Coudert, Virginie
;
Guillaumin, Cyriac
;
Raymond, Hélene
-
Centre d'études prospectives et d'informations …
-
2014
(USD) meet these conditions. Second, we run a
smooth
transition
regression (STR) of the Fama equation, in which we add the …
Persistent link: https://www.econbiz.de/10010827774
Saved in:
2
Current-Account Adjustments and Exchange-Rate Misalignments
Gnimassoun, Blaise
;
Mignon, Valérie
-
Centre d'études prospectives et d'informations …
-
2013
to its equilibrium value. Estimating a panel
smooth
transition
regression model on a sample of 22 industrialized …
Persistent link: https://www.econbiz.de/10010698932
Saved in:
3
Current Accounts and Oil Price Fluctuations in Oil-Exporting Countries: the Role of Financial Development
Allegret, Jean-Pierre
;
Couharde, Cécile
;
Coulibaly, Dramane
-
Centre d'études prospectives et d'informations …
-
2013
. Relying upon the estimation of panel
smooth
transition
regression models over the 1980-2010 period, we provide evidence that …
Persistent link: https://www.econbiz.de/10010827785
Saved in:
4
Pegging emerging currencies in the face of dollar swings
Coudert, Virginie
;
Couharde, Cécile
;
Mignon, Valérie
-
Centre d'études prospectives et d'informations …
-
2012
appreciating, while sticking to it otherwise. To this end, we estimate
smooth-transition
regression models for a sample of 28 …
Persistent link: https://www.econbiz.de/10010604029
Saved in:
5
The “Forward Premium Puzzle” and the Sovereign Default Risk
Coudert, Virginie
;
Mignon, Valérie
-
Centre d'études prospectives et d'informations …
-
2011
on
smooth
transition
regression models, we show that default risk fuels the carry-trade gains during periods of upbeat …
Persistent link: https://www.econbiz.de/10009358500
Saved in:
6
On Equilibrium Exchange Rates: Is Emerging Asia Different?
López-Villavicencio, Antonia
;
Mignon, Valérie
-
Centre d'études prospectives et d'informations …
-
2009
. Relying on panel
smooth
transition
regression models, we show that the real exchange rate dynamics in the long run is …
Persistent link: https://www.econbiz.de/10008497811
Saved in:
7
Nonlinear Adjustment of the Real Exchange Rate Towards its Equilibrium Value: a Panel
Smooth
Transition
Error Correction Modelling
Béreau, Sophie
;
Villavicencio, Antonia Lopez
;
Mignon, …
-
Centre d'études prospectives et d'informations …
-
2008
Smooth
Transition
Regression model framework.We show that the real exchange rate convergence process in the long run is …
Persistent link: https://www.econbiz.de/10005062875
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->