Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Rodriguez, Gabriel"
~subject:"Volatility"
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
The overvaluation of Renminbi...
Similar by subject
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Exchange rate
23
Wechselkurs
23
Volatilität
17
Peru
16
Aktienmarkt
9
Stock market
9
Estimation
8
Schätzung
8
Theorie
8
Theory
8
Bayes-Statistik
7
Bayesian inference
7
ARCH model
6
ARCH-Modell
6
Capital income
6
Devisenmarkt
6
Exchange rate policy
6
Foreign exchange market
6
Kapitaleinkommen
6
Time series analysis
6
Wechselkurspolitik
6
Zeitreihenanalyse
6
Capital market returns
4
Kapitalmarktrendite
4
Stochastic process
4
Stochastischer Prozess
4
1994-2007
3
ARFIMA models
3
ARMA model
3
ARMA-Modell
3
Estimation theory
3
Lateinamerika
3
Latin America
3
Schätztheorie
3
Bayesian estimation
2
Börsenkurs
2
Changepoint analysis
2
CoVaR
2
Commodity price
2
more ...
less ...
Online availability
All
Free
7
Undetermined
6
Type of publication
All
Article
10
Book / Working Paper
7
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Arbeitspapier
7
Graue Literatur
7
Non-commercial literature
7
Working Paper
7
Language
All
English
16
Spanish
1
Author
All
Rodriguez, Gabriel
Bahmani-Oskooee, Mohsen
71
Caporale, Guglielmo Maria
46
Belke, Ansgar
37
Pierdzioch, Christian
32
Kočenda, Evžen
31
Hegerty, Scott W.
29
McAleer, Michael
26
Sarno, Lucio
26
Schnabl, Gunther
25
Neely, Christopher J.
24
Spagnolo, Nicola
22
Gros, Daniel
21
Chang, Chia-Lin
19
MacDonald, Ronald
18
Siklos, Pierre L.
18
Aizenman, Joshua
17
Beine, Michel
17
Brandt, Michael W.
17
Diebold, Francis X.
17
Funke, Michael
17
Lanne, Markku
17
Rime, Dagfinn
17
Rose, Andrew
17
Stadtmann, Georg
17
Égert, Balázs
17
Buch, Claudia M.
16
Gupta, Rangan
16
Spagnolo, Fabio
16
Wen, Fenghua
16
Bollerslev, Tim
15
Devereux, Michael B.
15
McMillan, David G.
15
Frenkel, Michael
14
Harvey, Hanafiah
14
Laurent, Sébastien
14
Engel, Charles
13
Frömmel, Michael
13
Gil-Alaña, Luis A.
13
Herwartz, Helmut
13
more ...
less ...
Published in...
All
Documento de trabajo / Pontifícia Universidad Católica del Perú, Departamento de Economía
4
Applied economics letters
1
Documento de trabajo
1
Graz economics papers : GEP
1
International journal of monetary economics and finance
1
International review of economics & finance : IREF
1
Journal of emerging market finance
1
Journal of international money and finance
1
Macroeconomics and finance in emerging market economies
1
Monetaria
1
Portuguese economic journal
1
Review of Pacific Basin financial markets and policies
1
Serie de documentos de trabajo
1
The North American journal of economics and finance : a journal of financial economics studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
17
Showing
1
-
10
of
17
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Foreign exchange intervention and exchange rate volatility in Peru
Humala A., Alberto
;
Rodriguez, Gabriel
-
2009
Persistent link: https://www.econbiz.de/10003832799
Saved in:
2
Intervención en el mercado cambiario y volatilidad del tipo de cambio en el Perú
Humala A., Alberto
;
Rodriguez, Gabriel
- In:
Monetaria
32
(
2009
)
1
,
pp. 47-61
Persistent link: https://www.econbiz.de/10003947887
Saved in:
3
An application of a random level shifts model to the volatility of peruvian stock and exchange rate returns
Ojeda Cunya, Junior Alex
;
Rodriguez, Gabriel
-
2014
Persistent link: https://www.econbiz.de/10011305878
Saved in:
4
Volatility of stock market and exchange rate returns in Peru : long memory or short memory with level shifts?
Herrera Aramburú, Andrés
;
Rodriguez, Gabriel
- In:
International journal of monetary economics and finance
9
(
2016
)
1
,
pp. 45-66
Persistent link: https://www.econbiz.de/10011548319
Saved in:
5
Modeling Latin-American stock and Forex markets volatility : empirical application of a model with random level shifts and genuine long memory
Rodriguez, Gabriel
-
2016
Persistent link: https://www.econbiz.de/10011538608
Saved in:
6
Foreign exchange intervention and exchange rate volatility in Peru
Humala A., Alberto
;
Rodriguez, Gabriel
- In:
Applied economics letters
17
(
2010
)
13/15
,
pp. 1485-1491
Persistent link: https://www.econbiz.de/10008938899
Saved in:
7
Stochastic volatility in peruvian stock market and exchange rate returns : a bayesian approximation
Alanya, Willy
;
Rodriguez, Gabriel
-
2014
Persistent link: https://www.econbiz.de/10011414218
Saved in:
8
A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets
Manner, Hans
;
Rodriguez, Gabriel
;
Stöckler, Florian
-
2021
Persistent link: https://www.econbiz.de/10012819659
Saved in:
9
Evolution of the exchange rate pass-throught into prices in Peru: an empirical application using TVP-VAR-SV models
Calero, Roberto
;
Rodriguez, Gabriel
;
Salcedo Cisneros, …
-
2022
-
Primera edición
Persistent link: https://www.econbiz.de/10013273080
Saved in:
10
An application of a random level shifts model to the volatility of Peruvian stock and exchange rate returns
Ojeda Cunya, Junior Alex
;
Rodriguez, Gabriel
- In:
Macroeconomics and finance in emerging market economies
9
(
2016
)
1/3
,
pp. 34-55
Persistent link: https://www.econbiz.de/10011583531
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
