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subject:"Exchange rate"
subject:"Germany"
~person:"Baillie, Richard"
~person:"Hassapis, Christis"
~type_genre:"Aufsatz in Zeitschrift"
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Aufsatz in Zeitschrift
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Baillie, Richard
Hassapis, Christis
Lütkepohl, Helmut
7
Lechner, Michael
5
Winkelmann, Rainer
5
Wolters, Jürgen
5
Caporale, Guglielmo Maria
4
Pittis, Nikitas
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Arize, Augustine Chuck
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Economic modelling
1
Journal of international money and finance
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
The journal of finance : the journal of the American Finance Association
1
The review of economic studies
1
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ECONIS (ZBW)
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Conditional leptokurtosis and non-linear dependence in exchange rate returns
Caporale, Guglielmo Maria
- In:
Journal of policy modeling : JPMOD ; a social science …
20
(
1998
)
5
,
pp. 581-601
Persistent link: https://www.econbiz.de/10001246740
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2
Unit roots and long-run causality : investigating the relationship between output, money and interest rates
Caporale, Guglielmo Maria
- In:
Economic modelling
15
(
1998
)
1
,
pp. 91-112
Persistent link: https://www.econbiz.de/10001247848
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3
Cointegration, fractional cointegration, and exchange rate dynamics
Baillie, Richard
- In:
The journal of finance : the journal of the American …
49
(
1994
)
2
,
pp. 737-745
Persistent link: https://www.econbiz.de/10001169038
Saved in:
4
The search for equilibrium relationships in international finance : the case of the monetary model
Baillie, Richard
- In:
Journal of international money and finance
10
(
1991
)
4
,
pp. 582-593
Persistent link: https://www.econbiz.de/10001114101
Saved in:
5
Intra-day and inter-market volatility in foreign exchange rates
Baillie, Richard
- In:
The review of economic studies
58
(
1991
)
4
,
pp. 565-585
Persistent link: https://www.econbiz.de/10001114302
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