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Backtesting the tail risk of VaR in holding US dollar
Wong, Woon K. - In: Applied financial economics 19 (2009) 4/6, pp. 327-337
Persistent link: https://www.econbiz.de/10003828498
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A rolling MTAR model to test for efficient stock pricing and asymmetric adjustment
Behr, Andreas - In: Applied financial economics 17 (2007) 16/18, pp. 1479-1487
Persistent link: https://www.econbiz.de/10003605859
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Currency substitution and exchange rate determination
He, Yijian - In: Applied financial economics 7 (1997) 4, pp. 327-336
Persistent link: https://www.econbiz.de/10001226985
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International correlation structure of financial market movements : the evidence from the UK and the US
Cheng, Arnold C. S. - In: Applied financial economics 8 (1998) 1, pp. 1-12
Persistent link: https://www.econbiz.de/10001240718
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Modeling spillovers and feedback of international trade in a disequilibrium framework
Beck, Martin; Winker, Peter - In: Economic modelling 21 (2004) 3, pp. 445-470
Persistent link: https://www.econbiz.de/10002027776
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The changing international transmission of US monetary policy shocks : is there evidence of contagion effect on OECD countries
Kazi, Irfan Akbar; Wagan, Hakimzadi; Akbar, Farhan - In: Economic modelling 30 (2013), pp. 90-116
Persistent link: https://www.econbiz.de/10009703715
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Oil price and US dollar exchange rate : change detection of bi-directional causal impact
Albulescu, Claudiu Tiberiu; Ajmi, Ahdi Noomen - In: Energy economics 100 (2021), pp. 1-10
Persistent link: https://www.econbiz.de/10012990364
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Estimating inflation persistence by quantile autoregression with quantile-specific unit roots
Gaglianone, Wagner Piazza; Guillén, Osmani Teixeira de … - In: Economic modelling 73 (2018), pp. 407-430
Persistent link: https://www.econbiz.de/10012100499
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Is gold a hedge against inflation? : new evidence from a nonlinear ARDL approach
Hoang, Thi Hong Van; Lahiani, Amine; Heller, David - In: Economic modelling 54 (2016), pp. 54-66
Persistent link: https://www.econbiz.de/10011641377
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Forecasting realized volatility in electricity markets using logistic smooth transition heterogeneous autoregressive models
Qu, Hui; Chen, Wei; Niu, Mengyi; Li, Xindan - In: Energy economics 54 (2016), pp. 68-76
Persistent link: https://www.econbiz.de/10011662756