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isPartOf:"Journal of applied econometrics"
subject:"Frankreich"
~isPartOf:"Applied economics"
~subject:"ARMA model"
~subject:"Canada"
~subject:"Kointegration"
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Journal of applied econometrics
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1
Real exchange rate persistence and the excess return puzzle : the case of Switzerland versus the US
Jusélius, Katarina
;
Assenmacher-Wesche, Katrin
- In:
Journal of applied econometrics
32
(
2017
)
6
,
pp. 1145-1155
Persistent link: https://www.econbiz.de/10011862570
Saved in:
2
The franc shock and Swiss GDP : how long does it take to start feeling the pain?
Siliverstovs, Boriss
- In:
Applied economics
48
(
2016
)
34/36
,
pp. 3432-3441
Persistent link: https://www.econbiz.de/10011617247
Saved in:
3
Generalized long memory processes, failure of cointegration tests and exchange rate dynamcis
Smallwood, Aaron D.
;
Norrbin, Stefan C.
- In:
Journal of applied econometrics
21
(
2006
)
4
,
pp. 409-417
Persistent link: https://www.econbiz.de/10003338620
Saved in:
4
Estimating and predicting multivariate volatility thresholds in global stock markets
Audrino, Francesco
;
Trojani, Fabio
- In:
Journal of applied econometrics
21
(
2006
)
3
,
pp. 345-369
Persistent link: https://www.econbiz.de/10003316303
Saved in:
5
What determines the value and volume of noncrash transactions? : Evidence from a panel of European and North American countries
Guariglia, Alessandra
;
Loke, Yiing Jia
- In:
Applied economics
36
(
2004
)
4
,
pp. 291-303
Persistent link: https://www.econbiz.de/10001959971
Saved in:
6
Value-at-risk for long and short trading positions
Giot, Pierre
;
Laurent, Sébastien
- In:
Journal of applied econometrics
18
(
2003
)
6
,
pp. 641-664
Persistent link: https://www.econbiz.de/10001843499
Saved in:
7
Using threshold cointegration to estimate asymmetric price transmission in the Swiss pork market
Abdulai, Awudu
- In:
Applied economics
34
(
2002
)
6
,
pp. 679-687
Persistent link: https://www.econbiz.de/10001660820
Saved in:
8
Income effects on the trade balance in small open economies
Miljkovic, Dragan
;
Paul, Rodney J.
;
Garcia, Roberto J.
- In:
Applied economics
32
(
2000
)
3
,
pp. 327-333
Persistent link: https://www.econbiz.de/10001488941
Saved in:
9
Exchange rates and monetary fundamentals : what do we learn from long-horizon regressions?
Kilian, Lutz
- In:
Journal of applied econometrics
14
(
1999
)
5
,
pp. 491-510
Persistent link: https://www.econbiz.de/10001421490
Saved in:
10
Exchange controls and European stock market integration
Chelley-Steeley, Patricia L.
- In:
Applied economics
30
(
1998
)
2
,
pp. 263-267
Persistent link: https://www.econbiz.de/10001241352
Saved in:
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