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isPartOf:"Journal of applied econometrics"
subject:"Frankreich"
~subject:"1984-2000"
~subject:"ARMA model"
~subject:"Canada"
~subject:"Kointegration"
~subject:"Stock index"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Switzerland"
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Cointegration
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Assenmacher-Wesche, Katrin
1
Audrino, Francesco
1
Giot, Pierre
1
Jusélius, Katarina
1
Kilian, Lutz
1
Laurent, Sébastien
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Norrbin, Stefan C.
1
Smallwood, Aaron D.
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Trojani, Fabio
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Journal of applied econometrics
Swiss journal of economics and statistics
14
Finanzmarkt und Portfolio-Management
10
Journal of international financial markets, institutions & money
8
Applied economics
5
Journal of international money and finance
5
Journal of money, credit and banking : JMCB
5
Economics letters
4
Energy economics
4
Journal of banking & finance
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Applied financial economics
3
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
3
Economia internazionale
3
European economic review : EER
3
International journal of finance & economics : IJFE
3
International review of financial analysis
3
Journal of economics & business
3
Journal of foreign exchange and international finance : JFEIF
3
Journal of international economics
3
Oxford bulletin of economics and statistics
3
Revue économique et sociale : RES ; bulletin de la Société d'Etudes Economiques et Sociales
3
Rivista internazionale di scienze economiche e commerciali : RiSEC ; pubblicazione trimestrale
3
The International trade journal
3
Acta Universitatis Danubius / Oeconomica
2
Atlantic economic journal : AEJ
2
Economic inquiry : journal of the Western Economic Association International
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
European accounting review
2
European financial management : the journal of the European Financial Management Association
2
European review of economic history
2
International journal of central banking : IJCB
2
International journal of innovation and sustainable development : IJISD
2
International journal of technology management : IJTM
2
International review of economics & finance : IREF
2
Jahrbuch ... schweizerische Verkehrswirtschaft
2
Japan and the world economy : international journal of theory and policy
2
Journal of economics and international relations : a quarterly journal
2
Journal of empirical finance
2
Journal of macroeconomics
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ECONIS (ZBW)
5
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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:
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