Narrow search
Showing 1 - 10 of 15
Cover Image
Examining the long-range dependence in exchange rates
Fung, Hung-gay; Lo, Wai-chung - In: Journal of international financial markets, … 5 (1995) 1, pp. 19-29
Persistent link: https://www.econbiz.de/10001444154
Cover Image
Measuring non-linearity, long memory and self-similarity in high-frequency European exchange rates
Baillie, Richard; Cecen, A. A.; Erkal, Cahit; Han, … - In: Journal of international financial markets, … 14 (2004) 5, pp. 401-418
Persistent link: https://www.econbiz.de/10002186598
Cover Image
Bandwagon effects and run patterns in exchange rates once more
Rötheli, Tobias F. - In: Journal of international financial markets, … 14 (2004) 1, pp. 99-104
Persistent link: https://www.econbiz.de/10001868805
Cover Image
Exchange return co-movements and volatility spillovers before and after the introduction of euro
Antonakakis, Nikolaos - In: Journal of international financial markets, … 22 (2012) 5, pp. 1091-1109
Persistent link: https://www.econbiz.de/10010220182
Cover Image
Currency futures-spot basis and risk premium
Inci, Ahmet Can; Lu, Biao - In: Journal of international financial markets, … 17 (2007) 2, pp. 180-197
Persistent link: https://www.econbiz.de/10003441631
Cover Image
Markov-switching regimes and the monetary model of exchange rate determination : evidence from the Central and Eastern European markets
Syllignakis, Manolis N.; Kouretas, Georgios P. - In: Journal of international financial markets, … 21 (2011) 5, pp. 707-723
Persistent link: https://www.econbiz.de/10009504845
Cover Image
Explaining the European exchange rates deviations : long memory or non-linear adjustment?
Dufrénot, Gilles; Lardic, Sandrine; Mathieu, Laurent; … - In: Journal of international financial markets, … 18 (2008) 3, pp. 207-215
Persistent link: https://www.econbiz.de/10003710345
Cover Image
Purchasing power parity and structural instability in the US/UK exchange rate
Karoglou, Michail; Morley, Bruce - In: Journal of international financial markets, … 22 (2012) 4, pp. 958-972
Persistent link: https://www.econbiz.de/10009582495
Cover Image
Re-examining the behavior of real exchange rates
Booth, G. Geoffrey - In: Journal of international financial markets, … 1 (1991) 4, pp. 1-11
Persistent link: https://www.econbiz.de/10001122444
Cover Image
Testing for the existence of long-run equilibrium relationships in the foreign exchange futures market
Naka, Atsuyuki; Wei, Peihwang - In: Journal of international financial markets, … 6 (1996) 1, pp. 55-63
Persistent link: https://www.econbiz.de/10001498277