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International correlation structure of financial market movements : the evidence from the UK and the US

Cheng, Arnold C. S. - In: Applied financial economics 8 (1998) 1, pp. 1-12

Persistent link: https://www.econbiz.de/10001240718

Estimating structural exchange rate models by artificial neural networks

Plasmans, Joseph; Verkooijen, William; Daniels, Hennie - In: Applied financial economics 8 (1998) 5, pp. 541-551

Persistent link: https://www.econbiz.de/10001363830

Monetary interdependence between the United States and United Kingdom under alternative exchange rate regimes

Cheung, Daniel Wai-Wah - In: Applied financial economics 1 (1991) 3, pp. 175-184

Persistent link: https://www.econbiz.de/10001136597

Currency substitution and exchange rate determination

He, Yijian - In: Applied financial economics 7 (1997) 4, pp. 327-336

Persistent link: https://www.econbiz.de/10001226985

The monetary model of the exchange rate and the Greek drachma in the 1920s

Georgoutsos, Demetris A. - In: Applied financial economics 7 (1997) 5, pp. 507-515

Persistent link: https://www.econbiz.de/10001229836

Modelling sterling exchange rates and interest rate differentials

Sarantis, Nicholas - In: Applied financial economics 5 (1995) 5, pp. 345-356

Persistent link: https://www.econbiz.de/10001189981

Using a VECM to test exogeneity and forecastability in the PPP condition

Norrbin, Stefan C. - In: Applied financial economics 7 (1997) 1, pp. 87-95

Persistent link: https://www.econbiz.de/10001219233

Do foreign exchange risk premiums relate to the volatility in the foreign exchange and equity markets?

Jiang, Christine X.; Chiang, Thomas C. - In: Applied financial economics 10 (2000) 1, pp. 95-104

Persistent link: https://www.econbiz.de/10001525818

Structural breaks in the real exchange rate adjustment mechanism

Copeland, Laurence S.; Heravi, Saeed M. - In: Applied financial economics 19 (2009) 1/3, pp. 121-134

We show that the behaviour of the real exchange rates of the UK, Germany, France and Japan has been characterized by structural breaks, which changed the adjustment mechanism. In the context of a Time-Varying Smooth Transition Autoregression (TV-STAR) of the kind introduced by Lundbergh et al....

Persistent link: https://www.econbiz.de/10003825837

Time-varying betas of sectoral returns to market returns and exchange rate movements

Karlsson, Hyunjoo Kim; Hacker, Scott - In: Applied financial economics 23 (2013) 13/15, pp. 1155-1168

Persistent link: https://www.econbiz.de/10010204788