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Exchange rate modelling
MacDonald, Ronald; Marsh, Ian - 1999
Persistent link: https://www.econbiz.de/10001422339
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Real-time multivariate density forecast evaluation and calibration : monitoring the risk of high-frequency returns on foreign exchange
Diebold, Francis X.; Hahn, Jinyong; Tay, Anthony S. A. - 1999
Persistent link: https://www.econbiz.de/10001426216
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A reconciliation of cointegration testing of foreign exchange market efficiency
Layton, Allan P. - 1991
Persistent link: https://www.econbiz.de/10000816328
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Non-linear dependence of exchange rate changes and international interest rate differentials : an empirical investigation
Kugler, Peter - 1991
Persistent link: https://www.econbiz.de/10000818036
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Modeling volatility dynamics
Diebold, Francis X.; García López, José A. - 1995
Persistent link: https://www.econbiz.de/10000920972
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Testing for spurious causality (with an application to exchange rates)
Renault, Eric - 1994
Persistent link: https://www.econbiz.de/10000901028
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Global foreign exchange market efficiency
Lajaunie, John P. - 1992
Persistent link: https://www.econbiz.de/10000908852
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Real-time multivariate density forecast evaluation and calibration : monitoring the risk of high-frequency returns on foreign exchange
Diebold, Francis X.; Hahn, Jinyong; Tay, Anthony S. A. - 1998
Persistent link: https://www.econbiz.de/10000998139
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An evolutionary bootstrap method for selecting dynamic trading strategies
LeBaron, Blake Dean - 1997
Persistent link: https://www.econbiz.de/10000989995
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On time varying risk premia in the foreign exchange market
Cifarelli, Giulio - 1995
Persistent link: https://www.econbiz.de/10000933271