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~accessRights:"restricted"
~isPartOf:"IMF Working Papers"
~isPartOf:"IMF working papers"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Journal of macroeconomics"
~isPartOf:"Working paper series / European Central Bank"
~language:"eng"
~subject:"Inflation"
~subject:"Volatility"
~subject:"nominal exchange rate"
~subject:"real exchange rates"
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Inflation
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Altansukh, Gantungalag
1
Aristidou, Chrystalleni
1
Becker, Ralf
1
Bo, Lijun
1
Bratsiotis, George
1
Cui, Zhenyu
1
Dai, Wei
1
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1
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1
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1
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Tang, Dan
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IMF Working Papers
IMF working papers
Journal of economic dynamics & control
Journal of macroeconomics
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36
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21
International review of economics & finance : IREF
19
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International review of financial analysis
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The North American journal of economics and finance : a journal of financial economics studies
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
11
Research in international business and finance
9
Discussion paper / Centre for Economic Policy Research
8
Empirical economics : a quarterly journal of the Institute for Advanced Studies
8
Applied economics letters
7
Economics letters
6
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
6
International journal of finance & economics : IJFE
6
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6
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6
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6
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6
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5
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1
Asymmetric effects of uncertainty shocks : normal times and financial disruptions are different
Nalban, Valeriu
;
Smădu, Andra
- In:
Journal of macroeconomics
69
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013274624
Saved in:
2
High-frequency volatility modeling : A Markov-Switching Autoregressive Conditional Intensity model
Li, Yifan
;
Nolte, Ingmar
;
Nolte, Sandra
- In:
Journal of economic dynamics & control
124
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012666459
Saved in:
3
On the Markov switching welfare cost of inflation
Dai, Wei
;
Serletis, Apostolos
- In:
Journal of economic dynamics & control
108
(
2019
),
pp. 1-23
Persistent link: https://www.econbiz.de/10012312672
Saved in:
4
The meta-Phillips Curve : modelling U.S. inflation in the presence of
regime
change
Aristidou, Chrystalleni
- In:
Journal of macroeconomics
57
(
2018
),
pp. 367-379
Persistent link: https://www.econbiz.de/10012128006
Saved in:
5
A unified approach to Bermudan and barrier options under stochastic volatility models with jumps
Kirkby, J. Lars
;
Nguyen, Duy
;
Cui, Zhenyu
- In:
Journal of economic dynamics & control
80
(
2017
),
pp. 75-100
Persistent link: https://www.econbiz.de/10011817629
Saved in:
6
Optimal investment of variance-swaps in jump-diffusion market with
regime
-switching
Bo, Lijun
;
Tang, Dan
;
Wang, Yongjin
- In:
Journal of economic dynamics & control
83
(
2017
),
pp. 175-197
Persistent link: https://www.econbiz.de/10011915585
Saved in:
7
What is the globalisation of inflation?
Altansukh, Gantungalag
;
Becker, Ralf
;
Bratsiotis, George
; …
- In:
Journal of economic dynamics & control
74
(
2017
),
pp. 1-27
Persistent link: https://www.econbiz.de/10011740465
Saved in:
8
An analytical approximation formula for European option pricing under a new stochastic volatility model with
regime
-switching
He, Xin-Jiang
;
Zhu, Song-Ping
- In:
Journal of economic dynamics & control
71
(
2016
),
pp. 77-85
Persistent link: https://www.econbiz.de/10011708772
Saved in:
9
Pricing external barrier options in a
regime
-switching model
Kim, Jerim
;
Kim, Jeongsim
;
Yoo, Hyun Joo
;
Kim, Bara
- In:
Journal of economic dynamics & control
53
(
2015
),
pp. 123-143
Persistent link: https://www.econbiz.de/10011526900
Saved in:
10
The role of the exchange rate
regime
in the process of real and nominal convergence
D’Adamo, Gaetano
;
Rovelli, Riccardo
- In:
Journal of macroeconomics
43
(
2015
),
pp. 21-37
Persistent link: https://www.econbiz.de/10011506944
Saved in:
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