Similar Search Results

On the nonstationarity of the exchange rate process

Ohnishi, Takaaki; Takayasu, Hideki; Itō, Takatoshi; … - In: International review of financial analysis 23 (2012), pp. 30-34

Persistent link: https://www.econbiz.de/10009690133

On the nonstationarity of the exchange rate process

Ohnishi, Takaaki; Takayasu, Hideki; Itō, Takatoshi; … - 2010

Persistent link: https://www.econbiz.de/10008841895

A goodness-of-fit test for a class of autoregressive conditional duration models

Perera, Indeewara; Hidalgo, Javier; Silvapulle, Mervyn J. - In: Econometric reviews 35 (2016) 5/7, pp. 1111-1141

Persistent link: https://www.econbiz.de/10011591144

Ex-ante equity risk premia : expectational estimates using stock market returns forecasts in the emerging equity market

Naumoski, Aleksandar; Nestorovski, Metodija - In: Panoeconomicus 65 (2018) 4, pp. 479-507

Persistent link: https://www.econbiz.de/10012154829

Statistical testing of scaling models for precipitation Intensity-Duration-Frequency curves

Paoli, Auguste; Carreau, Julie; Jalbert, Jonathan - 2024

Persistent link: https://www.econbiz.de/10014575791

Oil prices and the value of US dollar : theoretical investigation and empirical evidence

Obadi, Saleh Mothana; Othmanová, Soňa - In: Ekonomický časopis : časopis pre ekonomickú … 60 (2012) 8, pp. 771-790

Persistent link: https://www.econbiz.de/10010189992

Trend of commodity prices and exchange rate in Australian economy : time varying parameter model approach

Roy, Debasish; Bhar, Ramaprasad - In: Asia Pacific financial markets 27 (2020) 3, pp. 427-437

Persistent link: https://www.econbiz.de/10012271799

Explaining aggregated recovery rates

Höcht, Stephan; Wieczorek, Jakub; Zagst, Rudi - In: Risks : open access journal 10 (2022) 1, pp. 1-30

This study on explaining aggregated recovery rates (ARR) is based on the largest existing loss and recovery database for commercial loans provided by Global Credit Data, which includes defaults from 5 continents and over 120 countries. The dependence of monthly ARR from bank loans on various...

Persistent link: https://www.econbiz.de/10012805466

Can international market indices estimate tasi's movements? : the ARIMA model

Assous, Hamzeh F.; Al-Rousan, Nadia; Al-Najjar, Dania; … - In: Journal of open innovation : technology, market, and … 6 (2020) 2/27, pp. 1-17

This study investigates the effectiveness of six of the key international indices in estimating Saudi financial market (TADAWUL) index (TASI) movement. To investigate the relationship between TASI and other variables, six equations were built using two independent variables of time and...

Persistent link: https://www.econbiz.de/10012231615