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subject:"Kaufkraftparität"
~isPartOf:"Economic modelling"
~subject:"Volatility"
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Kaufkraftparität
Volatility
Exchange rate
152
Wechselkurs
150
Estimation
49
Schätzung
49
Theorie
49
Theory
49
Volatilität
47
Purchasing power parity
26
Welt
26
World
26
Cointegration
21
Kointegration
21
Exchange rates
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Geldpolitik
19
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Ca'Zorzi, Michele
2
Han, Liyan
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Rubaszek, Michał
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Yin, Libo
2
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1
Aftab, Muhammad
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Agiomirgianakis, George M.
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Economic modelling
Journal of international money and finance
133
NBER working paper series
114
NBER Working Paper
109
Applied economics
94
Working paper / National Bureau of Economic Research, Inc.
89
IMF working papers
65
International review of economics & finance : IREF
61
Journal of international financial markets, institutions & money
61
Discussion paper / Centre for Economic Policy Research
58
CESifo working papers
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The North American journal of economics and finance : a journal of financial economics studies
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Working paper
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Applied economics letters
54
International journal of finance & economics : IJFE
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49
International journal of economics and financial issues : IJEFI
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International Journal of Energy Economics and Policy : IJEEP
39
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International journal of economics and finance
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Finance research letters
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Journal of international economics
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Open economies review
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Research in international business and finance
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Economics letters
30
Cogent economics & finance
28
International economic journal
26
International review of financial analysis
26
The empirical economics letters : a monthly international journal of economics
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Journal of risk and financial management : JRFM
25
Economic systems
24
IMF Working Paper
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Journal of banking & finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Working paper series / European Central Bank
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Journal of empirical finance
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Discussion paper / Tinbergen Institute
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The International trade journal
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ECONIS (ZBW)
69
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1
Does exchange rate volatility affect the impact of appreciation and depreciation on the trade balance? : a nonlinear bivariate approach
Bosupeng, Mpho
;
Naranpanawa, Athula
;
Su, Jen-je
- In:
Economic modelling
130
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014451157
Saved in:
2
How do monetary shock, financial crisis, and quotation reform affect the long memory of exchange rate volatility? : evidence from major currencies
Wang, Xinyu
;
Qi, Zikang
;
Huang, Jianglu
- In:
Economic modelling
120
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014383984
Saved in:
3
On the role of interest rate differentials in the dynamic asymmetry of exchange rates
Hambuckers, J.
;
Ulm, M.
- In:
Economic modelling
129
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014472153
Saved in:
4
Transition risk of a petroleum currency
Benedictow, Andreas
;
Hammersland, Roger
- In:
Economic modelling
128
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014464326
Saved in:
5
Global value chains and external adjustment : do exchange rates still matter?
Adler, Gustavo
;
Meleshchuk, Sergii
;
Osorio Buitron, Carolina
- In:
Economic modelling
118
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014229229
Saved in:
6
How many fundamentals should we include in the behavioral equilibrium exchange rate model?
Ca'Zorzi, Michele
;
Rubaszek, Michał
- In:
Economic modelling
118
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014229251
Saved in:
7
Exchange rates and the global transmission of equity market shocks
Ojea-Ferreiro, Javier
;
Reboredo, Juan Carlos
- In:
Economic modelling
114
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013367523
Saved in:
8
Is the exchange rate a shock absorber or a source of shocks? : evidence from the US
De, Kuhelika
;
Sun, Wei
- In:
Economic modelling
89
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012425897
Saved in:
9
On the cross-sectional relation between exchange rates and future fundamentals
Kharrat, Sabrine
;
Hammami, Yacine
;
Fatnassi, Ibrahim
- In:
Economic modelling
89
(
2020
),
pp. 484-501
Persistent link: https://www.econbiz.de/10012426210
Saved in:
10
Purchasing power parity vs. uncovered interest rate parity for NAFTA countries : the value of incorporating time-varying parameter model
Yoon, Jong Cheol
;
Min, Dai Hong
;
Jei, Sang Young
- In:
Economic modelling
90
(
2020
),
pp. 494-500
Persistent link: https://www.econbiz.de/10012428957
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