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isPartOf:"Journal of applied econometrics"
subject:"Frankreich"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~subject:"1984-2000"
~subject:"ARMA model"
~subject:"Canada"
~subject:"Kointegration"
~subject:"Stock index"
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Journal of applied econometrics
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Swiss journal of economics and statistics
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ECONIS (ZBW)
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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
Monetary policy's rising FX impact in the era of ultra-low rates
Ferrari, Massimo
;
Kearns, Jonathan
;
Schrimpf, Andreas
-
2017
Persistent link: https://www.econbiz.de/10011654420
Saved in:
3
Exchange rates and fundamentals : footloose or evolving relationship
Sarno, Lucio
;
Valente, Giorgio
-
2008
Persistent link: https://www.econbiz.de/10003639612
Saved in:
4
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:
5
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:
6
Exchange rates and fundamentals : evidence on the economic value of predictability
Abhyankar, Abhay
-
2004
Persistent link: https://www.econbiz.de/10013424419
Saved in:
7
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:
8
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:
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