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~isPartOf:"Working Papers / Centre d'études prospectives et d'informations internationales (CEPII)"
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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
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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
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Centre d'études prospectives et d'informations internationales (CEPII)
7
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Working Papers / Centre d'études prospectives et d'informations internationales (CEPII)
SSE/EFI Working Paper Series in Economics and Finance
37
Economic modelling
25
MPRA Paper
24
Applied economics
18
Energy economics
16
Studies in Nonlinear Dynamics & Econometrics
16
CESifo Working Paper
12
CESifo working papers
11
Economic Modelling
11
International review of economics & finance : IREF
10
Working Paper
10
Economics Bulletin
9
Hannover Economic Papers (HEP)
9
CREATES Research Papers
8
Diskussionsbeitrag
8
Journal of International Money and Finance
8
Journal of international money and finance
8
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
Econometric Institute Report
7
Econometric Institute Research Papers
7
International review of financial analysis
7
Texto para discussão
7
Textos para discussão
7
The North American journal of economics and finance : a journal of financial economics studies
7
Working Papers / Department of Economics, Faculty of Economic and Management Sciences
7
CAMA working paper series
6
DIW Discussion Papers
6
EconomiX Working Papers
6
Economics letters
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
International journal of finance & economics : IJFE
6
RIETI discussion paper
6
Ruhr Economic Papers
6
The empirical economics letters : a monthly international journal of economics
6
Applied economics letters
5
Discussion Papers of DIW Berlin
5
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RePEc
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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:
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