//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Documents de travail / THEMA"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Currency misalignments and gro...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Cointegration
7
Kointegration
7
Theorie
6
Theory
6
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
EU countries
3
EU-Staaten
3
Exchange rate
3
Kaufkraftparität
3
Purchasing power parity
3
Wechselkurs
3
Yield curve
3
Zinsstruktur
3
1979-1999
2
ARCH model
2
ARCH-Modell
2
ARMA model
2
ARMA-Modell
2
Einheitswurzeltest
2
France
2
Frankreich
2
Hungary
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Panel
2
Panel study
2
Ungarn
2
Unit root test
2
Volatility
2
Volatilität
2
1957-2002
1
1970-2004
1
1992-2000
1
1995-1999
1
Aktienindex
1
Asia
1
Asien
1
Bias
1
Börsenkurs
1
more ...
less ...
Type of publication
All
Book / Working Paper
17
Type of publication (narrower categories)
All
Arbeitspapier
17
Graue Literatur
17
Non-commercial literature
17
Working Paper
17
Language
All
English
13
French
4
Author
All
Mignon, Valérie
17
Lardic, Sandrine
11
Dufrénot, Gilles
5
Grimaud, Elisabeth
2
Latil, Eugénie
2
Mathieu, Laurent
2
Murtin, Fabrice
2
Péguin-Feissolle, Anne
2
Chaouachi, Slim
1
Dubois, Emmanuel
1
Hurlin, Christophe
1
more ...
less ...
Institution
All
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
12
Published in...
All
Documents de travail / THEMA
Working paper
54
Working Papers / Centre d'études prospectives et d'informations internationales (CEPII)
33
Document de travail
29
EconomiX Working Papers
19
Revue économique
18
Energy economics
15
Economic modelling
14
Economie & prévision : EP
13
Revue d'économie politique
11
Revue économique : revue bimestrielle
10
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
7
Economic Modelling
6
Journal of international money and finance
6
Working Papers / HAL
6
Économie et Prévision
6
Applied economics
5
Energy Economics
5
Finance : revue de l'Association Française de Finance
5
Journal of macroeconomics
5
Journal of the Japanese and international economies : an international journal ; JJIE
5
Review of international economics
5
Revue d'économie financière : revue trimestrielle de l'Association Europe finances régulations
5
Economics bulletin : EB
4
La Lettre du CEPII
4
The world economy : the leading journal on international economic relations
4
Economie appliquée : archives de l'Institut de Sciences Mathématiques et Economiques Appliquées ; an international journal of economic analysis
3
Journal de la Société de Statistique de Paris
3
Journal of Macroeconomics
3
Journal of economic integration
3
Journal of international financial markets, institutions & money
3
OPEC energy review
3
Review of International Economics
3
Review of world economics
3
Revue d'Économie Financière
3
Revue d'économie financière : revue trimestrielle de l'Association d'Economie Financière
3
Scottish journal of political economy : the journal of the Scottish Economic Society
3
Annales d'économie et de statistique
2
Análisis económico
2
Economics Papers from University Paris Dauphine
2
more ...
less ...
Source
All
ECONIS (ZBW)
17
Showing
1
-
10
of
17
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Tests de racine et de cointégration sur données de panel : une revue de littérature
Mignon, Valérie
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002436033
Saved in:
2
Modelling the misalignments of the Dollar/Sterling real exchange rate : a nonlinear cointegration perspective
Chaouachi, Slim
(
contributor
);
Dufrénot, Gilles
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001760388
Saved in:
3
Expliquer les déviations des taux de change européens : mémoire longue ou ajustement non linéaire?
Dufrénot, Gilles
;
Lardic, Sandrine
;
Mathieu, Laurent
; …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001760395
Saved in:
4
The exact maximum likelihood estimation of ARFIMA processes and model selection criteria : a Monte Carlo study
Lardic, Sandrine
(
contributor
);
Mignon, Valérie
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001760400
Saved in:
5
Real exchange rate misalignment in Hungary : a fractionally integrated threshold model
Dufrénot, Gilles
;
Grimaud, Elisabeth
;
Latil, Eugénie
; …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001760404
Saved in:
6
Frequeny-domain estimation of fractionally integrated processes : impact of short-term components on the bandwidth choice
Lardic, Sandrine
(
contributor
);
Mignon, Valérie
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001760407
Saved in:
7
Analyse intraquotidienne de l'impact des "news" sur le marché boursier français
Lardic, Sandrine
(
contributor
);
Mignon, Valérie
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001724109
Saved in:
8
Term premium and long-range dependence in volatility : a FIGARACH-M estimation on some Asian countries
Lardic, Sandrine
(
contributor
);
Mignon, Valérie
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001724115
Saved in:
9
Modeling long-range dependence in European time-varying term premia
Lardic, Sandrine
(
contributor
);
Mignon, Valérie
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001724122
Saved in:
10
Fractional cointegration and term structure of interest rates
Lardic, Sandrine
(
contributor
);
Mignon, Valérie
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001724127
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->