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Volatility behavior of exchange rate future contracts

Aguirre, Maria Sophia; Saidi, Reza - In: Atlantic economic journal : AEJ 28 (2000) 4, pp. 396-411

Persistent link: https://www.econbiz.de/10001536417

Feedback trading in exchange-rate markets : evidence from within and across economic blocks

Aguirre, Maria Sophia; Saidi, Reza - In: Journal of economics and finance 23 (1999) 1, pp. 1-14

Persistent link: https://www.econbiz.de/10001444278

Asymmetries in the conditional mean and conditional variance in the exchange rate : evidence from within and across economic blocks

Aguirre, Maria Sophia; Saidi, Reza - In: Applied financial economics 10 (2000) 4, pp. 401-412

Persistent link: https://www.econbiz.de/10001526317

Japanese banks liability management before and during the banking crises and macroeconomic fundamentals

Aguirre, Maria Sophia; Saidi, Reza - In: Journal of Asian economics 15 (2004) 2, pp. 373-397

Persistent link: https://www.econbiz.de/10015172938

Evidence of forward discount determinants and volatility behavior

Sophia Aguirre, Maria; Saidi, Reza - In: Journal of Economic Studies 25 (1998) 6, pp. 538-552

This paper studies the components of the forward discount dynamics in Germany from 1972 to 1996. By using two different frequencies in the analysis, we find that an ARCH structure fits the monthly data well, while an EGARCH structure gives a better description of daily forward discount...

Persistent link: https://www.econbiz.de/10014863548

Forward discount dynamics in integrated markets

Aguirre, Maria Sophia - In: International review of economics & finance : IREF 8 (1999) 1, pp. 87-104

Persistent link: https://www.econbiz.de/10001427831

Implementation of the Europeqan Monetary Union and its sustainability, 1999 - 2002 : recommendations from a dynamic game

Aguirre, Maria Sophia - In: Journal of economic integration 15 (2000) 1, pp. 19-46

Persistent link: https://www.econbiz.de/10001459762

EU, ASEAN and North American integration : lessons from their degrees of integration

Aguirre, Maria Sophia - In: Dynamics of globalization and development, (pp. 81-110). 1997

Persistent link: https://www.econbiz.de/10001323021

Family, economics and the information society : how are they affecting each other?

Aguirre, Maria Sophia - In: International journal of social economics 28 (2001) 3/4, pp. 225-247

Persistent link: https://www.econbiz.de/10001562024

Sustainable development : why the focus on population?

Aguirre, Maria Sophia - In: International journal of social economics 29 (2002) 11/12, pp. 923-945

Persistent link: https://www.econbiz.de/10001716998