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~subject:"Devisenmarkt"
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Devisenmarkt
Theorie
74
Theory
73
Exchange rate
35
Wechselkurs
35
Zeitreihenanalyse
32
Estimation theory
31
Schätztheorie
31
Time series analysis
30
ARCH-Modell
24
Volatilität
24
Volatility
23
ARCH model
22
Estimation
21
Schätzung
21
Currency derivative
19
Währungsderivat
19
Foreign exchange market
17
Deutschland
15
Welt
15
World
15
Germany
14
Exchange rate policy
13
Interest rate parity
13
Regression analysis
13
Regressionsanalyse
13
USA
13
United States
13
Wechselkurspolitik
13
Zinsparität
13
Risikoprämie
12
Risk premium
12
ARMA model
11
ARMA-Modell
11
US dollar
10
US-Dollar
10
Long memory
9
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8
Prognoseverfahren
8
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7
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Article
13
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5
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7
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7
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3
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2
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2
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1
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1
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English
18
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Baillie, Richard
13
McMahon, Patrick C.
5
Baillie, Richard T.
4
Bollerslev, Tim
4
Osterberg, William P.
2
Redfearn, Michael R.
2
Bailey, Ralph W.
1
Baillie, R. T.
1
Chang, Sanders S.
1
Grubel, Herbert G.
1
Han, Young Wook
1
MacMahon, Patrick C.
1
Miles, David
1
Minford, Patrick
1
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Journal of international money and finance
3
Working papers in economics and econometrics
2
Discussion paper / Center for Economic Research, Tilburg University
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economica
1
Journal of economic literature
1
Journal of financial markets
1
Journal of international economics
1
Oxford economic papers
1
The Korean economic review
1
The economic journal : the journal of the Royal Economic Society
1
The review of economic studies
1
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ECONIS (ZBW)
17
USB Cologne (EcoSocSci)
1
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Long memory volatility, central bank intervention and uncovered interest rate parity in the 1920s exchange markets
Baillie, Richard
;
Han, Young Wook
- In:
The Korean economic review
35
(
2019
)
1
,
pp. 183-203
Persistent link: https://www.econbiz.de/10012217148
Saved in:
2
The foreign exchange market : theory and econometric evidence
Baillie, Richard
;
McMahon, Patrick C.
-
1989
Persistent link: https://www.econbiz.de/10000769586
Saved in:
3
Bear squeezes, volatility spillovers and speculative attacks in the hyperinflation 1920s foreign exchange
Baillie, Richard
;
Bollerslev, Tim
;
Redfearn, Michael R.
-
1991
Persistent link: https://www.econbiz.de/10000823527
Saved in:
4
Central bank intervention and risk in the forward market
Baillie, Richard
- In:
Journal of international economics
43
(
1997
)
3
,
pp. 483-497
Persistent link: https://www.econbiz.de/10001233548
Saved in:
5
Papers in honor of Patrick C. McMahon
Baillie, Richard
(
contributor
);
McMahon, Patrick C.
(
honouree
)
- In:
Journal of international money and finance
16
(
1997
)
6
,
pp. 879-1000
Persistent link: https://www.econbiz.de/10001235358
Saved in:
6
Intra-day and inter-market volatility in foreign exchange rates
Baillie, Richard
- In:
The review of economic studies
58
(
1991
)
4
,
pp. 565-585
Persistent link: https://www.econbiz.de/10001114302
Saved in:
7
Bear squeezes, volatility spillovers and speculative attacks in the hyperinflation 1920s foreign exchange
Baillie, Richard
- In:
Journal of international money and finance
12
(
1993
)
5
,
pp. 511-521
Persistent link: https://www.econbiz.de/10001149594
Saved in:
8
The long memory of the forward premium
Baillie, Richard
- In:
Journal of international money and finance
13
(
1994
)
5
,
pp. 565-571
Persistent link: https://www.econbiz.de/10001171001
Saved in:
9
Carry trades, momentum trading and the forward premium anomaly
Baillie, Richard
;
Chang, Sanders S.
- In:
Journal of financial markets
14
(
2011
)
3
,
pp. 441-464
Persistent link: https://www.econbiz.de/10009261760
Saved in:
10
The risk premium in forward foreign exchange markets and G-3 Central Bank intervention : evidence of daily effects, 1985-1990
Baillie, Richard
-
1991
Persistent link: https://www.econbiz.de/10013446140
Saved in:
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