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Year of publication
Subject
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Cointegration 1 Currency volatility 1 Equity Price Bubbles 1 Inflation targeting 1 Present Value model 1 Social and Behavioral Sciences 1 Stock prices 1 Variance Bounds Test 1 emerging markets 1 exchange rates 1 monetary exchange rate models 1 variance bounds 1 variance-bounds 1 volatility test 1
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Online availability
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Free 3
Type of publication
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Book / Working Paper 3
Language
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Undetermined 3
Author
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Amod, Shaista 1 Frankel, Jeffrey A. 1 Hassan, Shakill 1 Jiranyakul, Komain 1 Stock, James H. 1
Institution
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Economic Research Southern Africa (ERSA) 1 Institute of Business and Economic Research (IBER), Walter A. Haas School of Business 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
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Department of Economics, Working Paper Series 1 MPRA Paper 1 Working Papers / Economic Research Southern Africa (ERSA) 1
Source
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RePEc 3
Showing 1 - 3 of 3
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Variance Bounds as Thresholds for ‘Excessive’ Currency Volatility: Inflation Targeting Emerging Economies
Amod, Shaista; Hassan, Shakill - Economic Research Southern Africa (ERSA) - 2015
is excessively volatile needs a benchmark for ‘normalÂ’variability. We compute variance bounds implied by exchange rate …
Persistent link: https://www.econbiz.de/10011165820
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Empirical Assessment of the Present Value Model of Stock Prices Using the Data from Thailand’s Stock Market
Jiranyakul, Komain - Volkswirtschaftliche Fakultät, … - 2008
: variance bounds test, equity price bubbles test, and cointegration tests. The results from the variance bounds tests show that …
Persistent link: https://www.econbiz.de/10011108498
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Cover Image
Regression vs. Volatility Tests of the Efficiency of Foreign Exchange Markets
Frankel, Jeffrey A.; Stock, James H. - Institute of Business and Economic Research (IBER), … - 1987
Persistent link: https://www.econbiz.de/10010677754
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