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TESTING CATCHING-UP BETWEEN TH...
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Expliquer les déviations des taux de change européens : mémoire longue ou ajustement non linéaire?
Dufrénot, Gilles
;
Lardic, Sandrine
;
Mathieu, Laurent
; …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001760395
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2
Persistent misalignments of the European exchange rates : some evidence from nonlinear cointegration
Dufrénot, Gilles
;
Mathieu, Laurent
;
Mignon, Valérie
; …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001724164
Saved in:
3
Persistence in the CEEC's exchange rate misalignments : an empirical analysis based on FI-STARMA models
Dufrénot, Gilles
;
Grimaud, Elisabeth
;
Latil, Eugénie
; …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002436004
Saved in:
4
Persistent misalignments of the European exchange rates : some evidence from non-linear cointegration
Dufrénot, Gilles
;
Mathieu, Laurent
;
Mignon, Valérie
; …
- In:
Applied economics
38
(
2006
)
2
,
pp. 203-229
Persistent link: https://www.econbiz.de/10003292360
Saved in:
5
Explaining the European exchange rates deviations : long memory or non-linear adjustment?
Dufrénot, Gilles
;
Lardic, Sandrine
;
Mathieu, Laurent
; …
- In:
Journal of international financial markets, …
18
(
2008
)
3
,
pp. 207-215
Persistent link: https://www.econbiz.de/10003710345
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6
Peut-on expliquer les fluctuations récentes du change dollar - mark? : Une étude économétrique
Mignon, Valérie
- In:
Revue de REXECODE
(
1995
),
pp. 3-22
Persistent link: https://www.econbiz.de/10001183099
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7
Les implications de la mémoire longue et de la non-linéarité sur l'efficience du marché des changes
Mignon, Valérie
- In:
Journal de la Société de Statistique de Paris
137
(
1996
)
1
,
pp. 51-72
Persistent link: https://www.econbiz.de/10001202037
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8
Les liens entre les fluctuations du prix du pétrole et du taux de change du dollar
Mignon, Valérie
- In:
Revue d'économie financière : revue trimestrielle de …
94
(
2009
),
pp. 187-195
Persistent link: https://www.econbiz.de/10003868467
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9
Le taux de change du dollar contre le mark suit-il une dynamique non-linéaire? : Une évaluation empirique sur données infra-journalières
Drunat, Jérôme
- In:
Recherches économiques de Louvain
64
(
1998
)
2
,
pp. 159-182
Persistent link: https://www.econbiz.de/10001245938
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10
Stochastic nonlinearities in high frequency exchange rates : evidence from the US dollar - French franc, the US dollar - Deutsche Mark, and the Deutsche Mark - French franc
Drunat, Jérôme
- In:
Rivista internazionale di scienze economiche e …
43
(
1996
)
4
,
pp. 897-926
Persistent link: https://www.econbiz.de/10001213075
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