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Exchange rate shocks and trade : a multivariate GARCH-M approach

Grier, Kevin; Smallwood, Aaron D. - In: Journal of international money and finance 37 (2013), pp. 282-305

Persistent link: https://www.econbiz.de/10010209078

Volatility in productivity and the impact on unemployment

Crowder, William J.; Smallwood, Aaron D. - In: Applied economics 51 (2019) 56, pp. 6034-6039

Persistent link: https://www.econbiz.de/10012197315

Analyzing exchange rate uncertainty and bilateral export growth in China : a multivariate GARCH-based approach

Smallwood, Aaron D. - In: Economic modelling 82 (2019), pp. 332-344

Persistent link: https://www.econbiz.de/10012203131

Inference in misspecified GARCH-M models

Smallwood, Aaron D. - In: Oxford bulletin of economics and statistics 84 (2022) 2, pp. 334-355

Persistent link: https://www.econbiz.de/10013188544

Understanding bilateral exchange rate risks

Li, Guangzhong; Zhu, Jiaqing; Li, Jie - In: Journal of international money and finance 68 (2016), pp. 103-129

Persistent link: https://www.econbiz.de/10011711796

The informational content of implied volatility : application to the USD/JPY exchange rates

Peng, Qing; Li, Jie; Zhao, Yu; Han, Wu - In: Journal of Asian economics 76 (2021), pp. 1-12

Persistent link: https://www.econbiz.de/10013276004

Government intervention model based on behavioral heterogeneity for China's stock market

Zhou, Zhong-Qiang; Li, Jie; Zhang, Wei; Xiong, Xiong - In: Financial innovation : FIN 8 (2022), pp. 1-19

Active government intervention is a striking characteristic of the Chinese stock market. This study develops a behavioral heterogeneous agent model (HAM) comprising fundamentalists, chartists, and stabilizers to investigate investors' dynamic switching mechanisms under government intervention....

Persistent link: https://www.econbiz.de/10013498830