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subject:"Estimation"
~isPartOf:"The empirical economics letters : a monthly international journal of economics"
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Estimation
Devisenmarkt
7
Foreign exchange market
7
Schätzung
5
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Wechselkurs
4
Spillover effect
3
Spillover-Effekt
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ARCH model
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2002-2009
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Dynamic Conditional Correlation
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Effizienzmarkthypothese
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Einheitswurzeltest
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Bhandari, Avishek
1
Goswami, Gour G.
1
Güngör, Arifenur
1
Güngör, Mahmut Sami
1
Hafsal K.
1
Hossain, Mohammad Zariab
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Hsu, Ming-fu
1
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1
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Yazir P.
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The empirical economics letters : a monthly international journal of economics
Journal of international money and finance
29
International review of financial analysis
18
Working paper / National Bureau of Economic Research, Inc.
18
NBER Working Paper
15
NBER working paper series
15
Applied economics
13
International review of economics & finance : IREF
13
Discussion paper / Centre for Economic Policy Research
12
Journal of banking & finance
11
Applied financial economics
10
Applied economics letters
9
Economic modelling
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Journal of international financial markets, institutions & money
9
The European journal of finance
9
CESifo working papers
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Finance research letters
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International journal of finance & economics : IJFE
7
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
6
Research in international business and finance
6
Discussion paper
5
Discussion paper / Deutsche Bundesbank
5
Global finance journal
5
Journal of financial economics
5
Journal of international economics
5
Bundesbank Series 1 Discussion Paper
4
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
4
CFS working paper series
4
Discussion papers / CEPR
4
Economics letters
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Europäische Hochschulschriften / 5
4
International economic journal
4
Journal of empirical finance
4
Journal of financial markets
4
The North American journal of economics and finance : a journal of financial economics studies
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Cambridge working papers in economics
3
Cambridge-INET working papers
3
Discussion paper / Tinbergen Institute
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1
Dynamic spillover effects of macroeconomic risks on foreign exchange markets in emerging countries
Güngör, Arifenur
;
Güngör, Mahmut Sami
- In:
The empirical economics letters : a monthly …
19
(
2020
)
7
,
pp. 683-692
Persistent link: https://www.econbiz.de/10012596724
Saved in:
2
Co-movements and volatility spillover in Asian Forex Market : a multivariate GARCH and MRA approach
Bhandari, Avishek
;
Yazir P.
;
Hafsal K.
- In:
The empirical economics letters : a monthly …
15
(
2016
)
4
,
pp. 391-404
Persistent link: https://www.econbiz.de/10011580972
Saved in:
3
Episodic nonlinear event detection in the Turkish exchange rate market
Kiliç, Mustafa Ercan
;
Kara, Hakan
- In:
The empirical economics letters : a monthly …
13
(
2014
)
1
,
pp. 95-100
Persistent link: https://www.econbiz.de/10010392592
Saved in:
4
Testing black market vs. official PPP : a pooled mean group estimation approach
Goswami, Gour G.
;
Hossain, Mohammad Zariab
- In:
The empirical economics letters : a monthly …
12
(
2013
)
12
,
pp. 1291-1300
Persistent link: https://www.econbiz.de/10010363747
Saved in:
5
The time-varying spillover effect between the US dollar and Asian currency markets
Li, Wei-chen
;
Lee, Su-hsin
;
Hsu, Ming-fu
;
Huang, Junjie
; …
- In:
The empirical economics letters : a monthly …
12
(
2013
)
5
,
pp. 559-565
Persistent link: https://www.econbiz.de/10010259003
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