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type_genre:"Article in journal"
type_genre:"Survey"
~isPartOf:"Journal of applied econometrics"
~subject:"Exchange rate"
~type_genre:"Collection of articles of several authors"
~type_genre:"Conference paper"
~type_genre:"Statistics"
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Exchange rate
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143
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96
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40
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Baum, Christopher F.
1
Caglayan, Mustafa
1
Chortareas, Georgios E.
1
Fosten, Jack
1
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1
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Journal of applied econometrics
Journal of international money and finance
102
Applied economics
65
International review of economics & finance : IREF
52
Economic modelling
49
International journal of finance & economics : IJFE
44
International journal of economics and financial issues : IJEFI
43
Applied financial economics
37
Journal of international financial markets, institutions & money
37
The North American journal of economics and finance : a journal of financial economics studies
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Applied economics letters
36
Open economies review
30
The empirical economics letters : a monthly international journal of economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
27
Journal of international economics
27
International journal of economics and finance
24
Energy economics
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International review of financial analysis
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Finance research letters
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International Journal of Energy Economics and Policy : IJEEP
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The European journal of finance
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Cogent economics & finance
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International journal of forecasting
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Research in international business and finance
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Economic systems
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International economic journal
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Journal of banking & finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of macroeconomics
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Journal of risk and financial management : JRFM
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Journal of empirical finance
16
The International trade journal
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Economics letters
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Global finance journal
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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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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Global business review
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Iranian economic review : journal of University of Tehran
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Journal of economics and finance
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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1
Exchange rates and macroeconomic fundamentals : evidence of instabilities from time-varying factor loadings
Hillebrand, Eric
;
Mikkelsen, Jakob Guldbæk
;
Spreng, Lars
; …
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 857-877
Persistent link: https://www.econbiz.de/10014432197
Saved in:
2
Identifying exchange rate effects and spillovers of US monetary policy shocks in the presence of time-varying instrument relevance
Liao, Wenting
;
Ma, Jun
;
Zhang, Chengsi
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 989-1006
Persistent link: https://www.econbiz.de/10014474382
Saved in:
3
Monetary policy and exchange rate anomalies in set-identified SVARs : revisited
Rüth, Sebastian
;
Van der Veken, Wouter
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 1085-1092
Persistent link: https://www.econbiz.de/10014474414
Saved in:
4
Model selection with estimated factors and idiosyncratic components
Fosten, Jack
- In:
Journal of applied econometrics
32
(
2017
)
6
,
pp. 1087-1106
Persistent link: https://www.econbiz.de/10011862567
Saved in:
5
How puzzling is the PPP puzzle? : an alternative half-life measure of convergence to PPP
Chortareas, Georgios E.
;
Kapetanios, George
- In:
Journal of applied econometrics
28
(
2013
)
3
,
pp. 435-457
Persistent link: https://www.econbiz.de/10009756501
Saved in:
6
Forecasting realized volatility : a Bayesian model-averaging approach
Liu, Chun
;
Maheu, John M.
- In:
Journal of applied econometrics
24
(
2009
)
5
,
pp. 709-733
Persistent link: https://www.econbiz.de/10003931571
Saved in:
7
Structural breaks and GARCH models of exchange rate volatility
Rapach, David E.
;
Strauss, Jack
- In:
Journal of applied econometrics
23
(
2008
)
1
,
pp. 65-90
Persistent link: https://www.econbiz.de/10003682842
Saved in:
8
Nonlinear effects of exchange rate volatility on the volume of bilateral exports
Baum, Christopher F.
;
Caglayan, Mustafa
;
Ozkan, Neslihan
- In:
Journal of applied econometrics
19
(
2004
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10001924617
Saved in:
9
Exchange rate target zone models : a Bayesian evaluation
Li, Kai
- In:
Journal of applied econometrics
14
(
1999
)
5
,
pp. 461-490
Persistent link: https://www.econbiz.de/10001421487
Saved in:
10
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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