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subject:"Wechselkurs"
~person:"Baillie, Richard"
~person:"Pittis, Nikitas"
~subject:"Japan"
~subject:"Risikoprämie"
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Search: subject_exact:"Estimation theory"
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Wechselkurs
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Estimation theory
60
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27
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24
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24
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16
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10
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Baillie, Richard
Pittis, Nikitas
Diebold, Francis X.
19
Brandt, Michael W.
13
Alizadeh, Sassan
8
Kan, Raymond
8
Robotti, Cesare
8
Benigno, Pierpaolo
7
Caporale, Guglielmo Maria
7
Cheung, Yin-Wong
7
Härdle, Wolfgang
7
Benigno, Gianluca
6
Gardeazabal, Javier
6
Griliches, Zvi
6
Mairesse, Jacques
6
Nisticò, Salvatore
6
Shintani, Mototsugu
6
Bekaert, Geert
5
Craig, Ben R.
5
Fujiki, Hiroshi
5
Hahn, Jinyong
5
Hodrick, Robert J.
5
Kleibergen, Frank
5
Kong, Lingwei
5
Santa-Clara, Pedro
5
Zhan, Zhaoguo
5
Arize, Augustine Chuck
4
Bollerslev, Tim
4
Engle, Robert F.
4
Franses, Philip Hans
4
Guirguis, Michel
4
Hsiao, Cheng
4
Keller, Joachim G.
4
Martin, Vance
4
Monfort, Alain
4
Moosa, Imad A.
4
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4
Shanken, Jay
4
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4
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1
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1
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ECONIS (ZBW)
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1
A new test for market efficiency and uncovered interest parity
Baillie, Richard
;
Diebold, Francis X.
;
Kapetanios, George
; …
-
2022
-
This draft: November 3, 2022
Persistent link: https://www.econbiz.de/10013502181
Saved in:
2
A new test for market efficiency and uncovered interest parity
Baillie, Richard
;
Diebold, Francis X.
;
Kapetanios, George
; …
- In:
Journal of international money and finance
130
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014248790
Saved in:
3
Time variation in the standard forward premium regression : some new models and tests
Baillie, Richard
;
Cho, Dooyeon
- In:
Journal of empirical finance
29
(
2014
),
pp. 52-63
Persistent link: https://www.econbiz.de/10011300505
Saved in:
4
Parameter instability, superexogeneity, and the monetary model of the exchange rate
Caporale, Guglielmo Maria
;
Pittis, Nikitas
- In:
Weltwirtschaftliches Archiv : Zeitschrift des Instituts …
137
(
2001
)
3
,
pp. 501-524
Persistent link: https://www.econbiz.de/10001618429
Saved in:
5
Parameter instability, superexogeneity and the monetary model of the exchange rate
Caporale, Guglielmo Maria
;
Pittis, Nikitas
-
1998
Persistent link: https://www.econbiz.de/10000978635
Saved in:
6
Parameter instability, superexogeneity and the monetary model of the exchange rate
Caporale, Guglielmo Maria
;
Pittis, Nikitas
-
1998
Persistent link: https://www.econbiz.de/10000650908
Saved in:
7
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
Saved in:
8
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
Saved in:
9
Modelling the sterling-deutschmark exchange rate : non-linear dependence and thick tails
Caporale, Guglielmo Maria
- In:
Economic modelling
13
(
1996
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10001204716
Saved in:
10
Modelling the Sterling-Deutschmark exchange rate : non-linear dependence and thick tails
Caporale, Guglielmo M.
;
Pittis, Nikitas
-
1994
Persistent link: https://www.econbiz.de/10000147725
Saved in:
1
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