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isPartOf:"Journal of applied econometrics"
subject:"Frankreich"
~subject:"1984-2000"
~subject:"ARMA model"
~subject:"Canada"
~subject:"Kointegration"
~subject:"Stock index"
~subject:"Theorie"
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Assenmacher-Wesche, Katrin
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Audrino, Francesco
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Giot, Pierre
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Jusélius, Katarina
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Kilian, Lutz
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Kohli, Ulrich R.
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Laurent, Sébastien
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Journal of applied econometrics
Swiss journal of economics and statistics
74
Europäische Hochschulschriften / 5
42
SpringerLink / Bücher
32
Gabler Edition Wissenschaft
26
Finanzmarkt und Portfolio-Management
25
Bank- und finanzwirtschaftliche Forschungen
21
Dissertation.de
16
Berner Beiträge zur Nationalökonomie
15
CESifo working papers
14
SNB working papers
14
Springer eBook Collection / Business and Economics
14
KOF working papers
13
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
11
Basler Schriften zum Marketing
10
Discussion paper series / IZA
10
Working papers / Faculté des Sciences Economiques et Sociales, Université de Fribourg
10
Berichte aus der Betriebswirtschaft
9
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
9
Discussion paper / Centre for Economic Policy Research
9
Journal of international money and finance
9
NBER Working Paper
9
NBER working paper series
9
Working paper / National Bureau of Economic Research, Inc.
9
Applied economics
8
Arbeitspapiere / Konjunkturforschungsstelle, Eidgenössische Technische Hochschule Zürich
8
Journal of international financial markets, institutions & money
8
Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
7
Cahiers de recherches économiques
7
Journal of money, credit and banking : JMCB
7
Reihe Diskussionspapiere des Forschungsinstituts für Arbeit und Arbeitsrecht an der Universität St. Gallen
7
Berner betriebswirtschaftliche Schriften
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Economics letters
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Finanz- und Wirtschaftspolitik in Theorie und Praxis : Festschrift zum 60. Geburtstag von Alfred Meier
6
IWÖ-Diskussionsbeitrag / Institut für Wirtschaft und Ökologie an der Hochschule St. Gallen
6
Journal of banking & finance
6
Journal of economic behavior & organization : JEBO
6
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Working papers / Institut de Recherches Économiques et Régionales, Université de Neuchâtel
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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
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:
3
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:
4
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:
5
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:
6
Consistent estimation when the left-hand variable is exogenous over part of the sample period
Kohli, Ulrich R.
- In:
Journal of applied econometrics
4
(
1989
)
3
,
pp. 283-293
Persistent link: https://www.econbiz.de/10001069931
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