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subject:"Purchasing power parity"
subject:"Wechselkurs"
~person:"Hsing, Yu"
~person:"McAleer, Michael"
~person:"Onour, Ibrahim A."
~subject:"ARCH model"
~subject:"Capital market returns"
~subject:"Fiscal policy"
~subject:"Geldnachfrage"
~subject:"Monetary policy"
~subject:"Volatilität"
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Purchasing power parity
Wechselkurs
ARCH model
Capital market returns
Fiscal policy
Geldnachfrage
Monetary policy
Volatilität
Estimation
211
Schätzung
205
Volatility
92
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50
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44
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44
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40
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15
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128
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Hsing, Yu
McAleer, Michael
Onour, Ibrahim A.
Belke, Ansgar
129
Caporale, Guglielmo Maria
118
Gupta, Rangan
112
Bahmani-Oskooee, Mohsen
108
MacDonald, Ronald
67
Pierdzioch, Christian
61
Chinn, Menzie David
59
Cheung, Yin-Wong
58
Chang, Tsangyao
54
Gil-Alaña, Luis A.
53
Mumtaz, Haroon
51
Bollerslev, Tim
50
Hayo, Bernd
46
Wolters, Jürgen
45
Herwartz, Helmut
44
Afonso, António
42
Beckmann, Joscha
42
Wohar, Mark E.
38
Pesaran, M. Hashem
36
Buch, Claudia M.
35
Hautsch, Nikolaus
35
Tiwari, Aviral Kumar
35
Christiano, Lawrence J.
34
Leeper, Eric M.
34
Miller, Stephen M.
34
Siklos, Pierre L.
34
Todorov, Viktor
34
Bohl, Martin T.
33
Engel, Charles
33
Lütkepohl, Helmut
33
Bouri, Elie
32
Reitz, Stefan
32
Rose, Andrew
32
Serletis, Apostolos
32
Uhlig, Harald
32
Jordà, Òscar
31
Kutan, Ali Mustafa
31
Sarno, Lucio
31
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University of Canterbury / Dept. of Economics and Finance
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ECONIS (ZBW)
128
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61
Short-run determinants of the IDR/USD exchange rate : a simultaneous-equation model
Hsing, Yu
- In:
Global economy journal : GEJ
15
(
2015
)
3
,
pp. 311-318
Persistent link: https://www.econbiz.de/10011381859
Saved in:
62
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 40-50
Persistent link: https://www.econbiz.de/10011571858
Saved in:
63
Pricing options by simulation using realized volatility
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2009
Persistent link: https://www.econbiz.de/10003869596
Saved in:
64
Modelling conditional correlations for risk diversification in crude oil markets
Chang, Chia-Lin
;
McAleer, Michael
;
Tansuchat, Roengchai
-
2009
Persistent link: https://www.econbiz.de/10003877105
Saved in:
65
Forecasting volatility and spillovers in crude oil spot, forward and futures markets
Chang, Chia-Lin
;
McAleer, Michael
;
Tansuchat, Roengchai
-
2009
Persistent link: https://www.econbiz.de/10003877109
Saved in:
66
What happened to risk management during the 2008 - 09 financial crisis?
McAleer, Michael
;
Jimenez-Martin, Juan-Angel
;
Pérez …
-
2009
Persistent link: https://www.econbiz.de/10003877129
Saved in:
67
How volatile is ENSO?
Chu, LanFen
;
McAleer, Michael
;
Chen, Chi-chung
-
2009
Persistent link: https://www.econbiz.de/10003877146
Saved in:
68
Modelling long memory volatility in agricultural commodity futures returns
Tansuchat, Roengchai
;
Chang, Chia-Lin
;
McAleer, Michael
-
2009
Persistent link: https://www.econbiz.de/10003909568
Saved in:
69
Forecasting realized volatility with linear and nonlinear models
McAleer, Michael
;
Medeiros, Marcelo C.
-
2009
Persistent link: https://www.econbiz.de/10003910296
Saved in:
70
Daily tourist arrivals, exchange rates and volatility for Korea and Taiwan
Chang, Chia-Lin
;
McAleer, Michael
-
2009
Persistent link: https://www.econbiz.de/10003910516
Saved in:
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