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~isPartOf:"Cahier / Départment de Sciences Économiques, Université de Montréal"
~isPartOf:"IMF working paper"
~subject:"Measurement"
~subject:"Prognoseverfahren"
~subject:"Stochastic process"
~subject:"Wechselkurs"
~type_genre:"Non-commercial literature"
~type_genre:"Working Paper"
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2
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1
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98
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ECONIS (ZBW)
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1
Stochastic volatilities and correlations, extreme values and modeling the macroeconomic environment, under which Brazilian banks operate
Barnhill, Theodore M.
;
Souto, Marcos
-
2007
Persistent link: https://www.econbiz.de/10003629457
Saved in:
2
The IMF's reserve template and nominal exchange rate
volatility
Cady, John
;
Gonzalez-Garcia, Jesus
-
2006
Persistent link: https://www.econbiz.de/10003415553
Saved in:
3
Common
volatility
trends in the Central and Eastern European currencies and the Euro
Pramor, Marcus
;
Tamirisa, Natalia T.
-
2006
Persistent link: https://www.econbiz.de/10003387273
Saved in:
4
The empirics of foreign exchange intervention in emerging market countries : the cases of Mexico and Turkey
Guimarães Filho, Roberto F.
;
Karacadag, Cem
-
2004
Persistent link: https://www.econbiz.de/10002408393
Saved in:
5
Can higher reserves help reduce exchange rate
volatility
?
Hviding, Ketil
;
Nowak, Michael
;
Ricci, Luca Antonio
-
2004
Persistent link: https://www.econbiz.de/10002505929
Saved in:
6
Structural factors affecting exchange rate
volatility
: a cross-section study
Canales Kriljenko, Jorge Iván
;
Habermeier, Karl Friedrich
-
2004
Persistent link: https://www.econbiz.de/10002433313
Saved in:
7
Foreign exchange intervention and the Australian dollar : has it mattered?
Edison, Hali J.
;
Cashin, Paul A.
;
Liang, Hong
-
2003
Persistent link: https://www.econbiz.de/10001778289
Saved in:
8
Bootstrapping autoregressions with conditional heteroskedasticity of unknown form
Gonçalves, Sílvia
(
contributor
);
Kilian, Lutz
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947544
Saved in:
9
Correcting the errors : a note on
volatility
forecast evaluation based on high-frequency data and realized volatilities
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947554
Saved in:
10
Characterizing exchange rate regimes in post-crisis East Asia
Baig, Taimur
-
2001
Persistent link: https://www.econbiz.de/10001631008
Saved in:
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