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Exchange rate and interest rate volatility in the European monetary system : some further results

Sarno, Lucio - In: Applied financial economics 7 (1997) 3, pp. 255-263

Persistent link: https://www.econbiz.de/10001227556

Modelling real exchange rate behaviour : a cross-country study

Parikh, Ashok K. - In: Applied financial economics 8 (1998) 6, pp. 577-587

Persistent link: https://www.econbiz.de/10001253342

Using a VECM to test exogeneity and forecastability in the PPP condition

Norrbin, Stefan C. - In: Applied financial economics 7 (1997) 1, pp. 87-95

Persistent link: https://www.econbiz.de/10001219233

Revisiting purchasing power parity in African countries : panel stationary test with sharp and smooth breaks

Bahmani-Oskooee, Mohsen; Chang, Tsangyao; Wu, Tsungpao - In: Applied financial economics 24 (2014) 22/24, pp. 1429-1438

Persistent link: https://www.econbiz.de/10010460119

Nonparametric cointegration analysis of real exchange rates

Coakley, Jerry; Fuertes, Ana María - In: Applied financial economics 11 (2001) 1, pp. 1-8

Persistent link: https://www.econbiz.de/10001545361

Structural breaks in the real exchange rate adjustment mechanism

Copeland, Laurence S.; Heravi, Saeed M. - In: Applied financial economics 19 (2009) 1/3, pp. 121-134

We show that the behaviour of the real exchange rates of the UK, Germany, France and Japan has been characterized by structural breaks, which changed the adjustment mechanism. In the context of a Time-Varying Smooth Transition Autoregression (TV-STAR) of the kind introduced by Lundbergh et al....

Persistent link: https://www.econbiz.de/10003825837

An empirical test of 'put call parity'

Ben-David, Nissim; Tchahi, Tavor - In: Applied financial economics 21 (2011) 22/24, pp. 1661-1664

Persistent link: https://www.econbiz.de/10009385060

Taylor rule equilibrium exchange rates and nonlinear mean reversion

Beckmann, Joscha; Wilde, Wolfram - In: Applied financial economics 23 (2013) 13/15, pp. 1097-1107

Persistent link: https://www.econbiz.de/10010204803

Testing purchasing power parity in a DFA rolling Hurst framework : the case of 23 OECD countries

Gkonkas, Periklēs; Papadimitriou, Theophilos; … - In: Applied financial economics 23 (2013) 16/18, pp. 1399-1406

Persistent link: https://www.econbiz.de/10010259398

The equilibrium level and forecasting performance of nominal effective exchange rate indexes using an export and import price-based relative PPP model

Grossmann, Axel; Paul, Chris W.; Simpson, Marc W. - In: Applied financial economics 24 (2014) 13/15, pp. 1017-1030

Persistent link: https://www.econbiz.de/10010415312