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Microstructure Order Flow: Sta...
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ECONIS (ZBW)
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1
Equilibrium exchange rate determination and multiple structural changes
Cerrato, Mario
;
Kim, Hyunsok
;
MacDonald, Ronald
- In:
Journal of empirical finance
22
(
2013
),
pp. 52-66
Persistent link: https://www.econbiz.de/10009768431
Saved in:
2
Nominal interest rates and stationarity
Cerrato, Mario
;
Kim, Hyunsok
;
MacDonald, Ronald
- In:
Review of quantitative finance and accounting
40
(
2013
)
4
,
pp. 741-745
Persistent link: https://www.econbiz.de/10009739600
Saved in:
3
Three-regime asymmetric STAR modeling and exchange rate reversion
Cerrato, Mario
;
Kim, Hyunsok
;
MacDonald, Ronald
- In:
Journal of money, credit and banking : JMCB
42
(
2010
)
7
,
pp. 1447-1467
Persistent link: https://www.econbiz.de/10008823761
Saved in:
4
Microstructure order flow : statistical and economic evaluation of nonlinear forecasts
Cerrato, Mario
;
Kim, Hyunsok
;
MacDonald, Ronald
- In:
Journal of international financial markets, …
39
(
2015
),
pp. 40-52
Persistent link: https://www.econbiz.de/10011475587
Saved in:
5
Equilibrium exchange rate determination and multiple structural changes
Cerrato, Mario
;
Kim, Hyunsok
;
MacDonald, Ronald
-
2010
Persistent link: https://www.econbiz.de/10003981743
Saved in:
6
Nominal interest rates and stationarity
Cerrato, Mario
;
Kim, Hyunsok
;
MacDonald, Ronald
-
2010
Persistent link: https://www.econbiz.de/10003981762
Saved in:
7
Microstructure order flow : statistical and economic evaluation of nonlinear forecasts
Cerrato, Mario
;
Kim, Hyunsok
;
MacDonald, Ronald
-
2010
Persistent link: https://www.econbiz.de/10008748513
Saved in:
8
3-Regime symmetric STAR modeling and exchange rate reversion
Cerrato, Mario
(
contributor
);
Kim, Hyunsok
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003806138
Saved in:
9
3-Regime symmetric STAR modeling and exchange rate reversion
Cerrato, Mario
;
Kim, Hyunsok
-
2009
Persistent link: https://www.econbiz.de/10003806185
Saved in:
10
Technical appendix-3-regime asymmetric STAR modeling and exchange rate reversion
Cerrato, Mario
;
Kim, Hyunsok
;
MacDonald, Ronald
-
2009
Persistent link: https://www.econbiz.de/10003875007
Saved in:
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