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~subject:"Welt"
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Measuring non-linearity, long...
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Welt
Theorie
74
Theory
73
Exchange rate
35
Wechselkurs
35
Zeitreihenanalyse
32
Estimation theory
31
Schätztheorie
31
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30
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24
Volatilität
24
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23
ARCH model
22
Estimation
21
Schätzung
21
Currency derivative
19
Währungsderivat
19
Devisenmarkt
18
Foreign exchange market
17
Deutschland
15
World
15
Germany
14
Exchange rate policy
13
Interest rate parity
13
Regression analysis
13
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13
USA
13
United States
13
Wechselkurspolitik
13
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13
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12
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12
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11
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10
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10
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9
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8
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English
15
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Baillie, Richard
9
Bollerslev, Tim
3
Han, Young Wook
3
Cecen, A. A.
2
Cho, Dooyeon
2
Erkal, Cahit
2
McMahon, Patrick C.
2
Redfearn, Michael R.
2
Bailey, Ralph W.
1
Baillie, Richard T.
1
Chang, Sanders S.
1
Chung, Ching-fan
1
Jensen, Mark J.
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Tieslau, Margie A.
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Journal of international money and finance
3
Journal of East Asian economic integration
2
Journal of empirical finance
2
Discussion paper / Center for Economic Research, Tilburg University
1
Economics letters
1
International journal of forecasting
1
Journal of applied econometrics
1
Journal of financial markets
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ECONIS (ZBW)
15
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1
Distinguishing between stochastic and deterministic behavior in high frequency foreign exchange rate returns : can non-linear dynamics help forecasting
Cecen, A. A.
- In:
International journal of forecasting
12
(
1996
)
4
,
pp. 465-473
Persistent link: https://www.econbiz.de/10001214771
Saved in:
2
Distinguishing between stochastic and deterministic behavior in foreign exchange rate returns : further evidence
Cecen, A. A.
- In:
Economics letters
51
(
1996
)
3
,
pp. 323-329
Persistent link: https://www.econbiz.de/10001200985
Saved in:
3
The forward premium anomaly is not as bad as you think
Baillie, Richard
;
Bollerslev, Tim
- In:
Journal of international money and finance
19
(
2000
)
4
,
pp. 471-488
Persistent link: https://www.econbiz.de/10001496571
Saved in:
4
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:
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
Analysing inflation by the fractionally integrated ARFIMA-GARCH model
Baillie, Richard
- In:
Journal of applied econometrics
11
(
1996
)
1
,
pp. 23-40
Persistent link: https://www.econbiz.de/10001196179
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
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:
9
When carry trades in currency markets are not profitable
Baillie, Richard
;
Cho, Dooyeon
- In:
Review of development economics
18
(
2014
)
4
,
pp. 794-803
Persistent link: https://www.econbiz.de/10010503556
Saved in:
10
Assessing Euro crises from a time varying international CAPM approach
Baillie, Richard
;
Cho, Dooyeon
- In:
Journal of empirical finance
39
(
2016
),
pp. 197-208
Persistent link: https://www.econbiz.de/10011663843
Saved in:
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