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~isPartOf:"Economic modelling"
~subject:"ARCH-Modell"
~subject:"VAR-Modell"
~subject:"Währungsrisiko"
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ARCH-Modell
VAR-Modell
Währungsrisiko
Exchange rate
152
Wechselkurs
150
Estimation
49
Schätzung
49
Theorie
49
Theory
49
Volatility
47
Volatilität
47
Kaufkraftparität
26
Purchasing power parity
26
Welt
26
World
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Cointegration
21
Kointegration
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Exchange rates
19
Geldpolitik
19
Monetary policy
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Devisenmarkt
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Foreign exchange market
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USA
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United States
17
Exchange rate policy
16
Forecasting model
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Prognoseverfahren
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Wechselkurspolitik
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VAR model
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ARCH model
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Oil price
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Time series analysis
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Zeitreihenanalyse
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Ölpreis
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Schock
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Shock
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US dollar
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De, Kuhelika
2
Kempa, Bernd
2
Aftab, Muhammad
1
Akay, Gokhan H.
1
Al-Shboul, Mohammad
1
Ameur, Hachmi Ben
1
Anwar, Sajid
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Bahmani-Oskooee, Mohsen
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Beer, Jesse de
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Binet, Marie-Estelle
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1
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El Ouadghiri, Imane
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Giedeman, Daniel C.
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Louhichi, Waël
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Economic modelling
Journal of international money and finance
52
Applied economics
26
International review of economics & finance : IREF
25
Journal of international financial markets, institutions & money
24
International journal of economics and financial issues : IJEFI
22
NBER working paper series
22
Energy economics
21
NBER Working Paper
20
Applied economics letters
18
Applied financial economics
18
The North American journal of economics and finance : a journal of financial economics studies
18
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
17
International Journal of Energy Economics and Policy : IJEEP
17
Research in international business and finance
17
CESifo working papers
15
RIETI discussion paper
15
International journal of economics and finance
14
Journal of multinational financial management
14
Working paper / National Bureau of Economic Research, Inc.
14
Finance research letters
13
Working paper series / European Central Bank
13
Discussion paper / Centre for Economic Policy Research
12
Discussion papers / CEPR
12
International review of financial analysis
12
Journal of empirical finance
12
Journal of forecasting
12
The empirical economics letters : a monthly international journal of economics
12
Discussion paper
11
Economics letters
11
FIW working paper
11
Japan and the world economy : international journal of theory and policy
11
CBN journal of applied statistics
10
Cogent economics & finance
10
Discussion paper / Tinbergen Institute
10
Discussion papers / Deutsches Institut für Wirtschaftsforschung
10
International journal of finance & economics : IJFE
10
International journal of forecasting
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Journal of risk and financial management : JRFM
10
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
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How do monetary shock, financial crisis, and quotation reform affect the long memory of exchange rate volatility? : evidence from major currencies
Wang, Xinyu
;
Qi, Zikang
;
Huang, Jianglu
- In:
Economic modelling
120
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014383984
Saved in:
2
Oil shocks and the U.S. economy in a data-rich model
De, Kuhelika
;
Compton, Ryan A.
;
Giedeman, Daniel C.
- In:
Economic modelling
108
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013347912
Saved in:
3
Winners and losers of central bank foreign exchange interventions
Viziniuc, Mădălin
- In:
Economic modelling
94
(
2021
),
pp. 748-767
Persistent link: https://www.econbiz.de/10012695341
Saved in:
4
Bayesian TVP-VARX models with time invariant long-run multipliers
Belomestny, Denis
;
Krymova, Ekaterina
;
Polbin, Andrej
- In:
Economic modelling
101
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012796054
Saved in:
5
Measuring and explaining firm-level exchange rate exposure : the role of foreign market destinations and international trade
Van Cauwenberge, Annelies
;
Vancauteren, Mark
;
Braekers, Roel
- In:
Economic modelling
105
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013367199
Saved in:
6
Does foreign exchange derivatives market promote R&D? : International industry-level evidence
Hao, Xiangchao
;
Sun, Qinru
;
Xie, Fang
- In:
Economic modelling
91
(
2020
),
pp. 33-42
Persistent link: https://www.econbiz.de/10012429014
Saved in:
7
Liquidity shocks : a new solution to the forward premium puzzle
Kumar, Vikram
- In:
Economic modelling
91
(
2020
),
pp. 445-454
Persistent link: https://www.econbiz.de/10012429113
Saved in:
8
Forex interventions and exchange rate exposure : evidence from emerging market firms
Sikarwar, Ekta
- In:
Economic modelling
93
(
2020
),
pp. 69-81
Persistent link: https://www.econbiz.de/10012429847
Saved in:
9
Is the exchange rate a shock absorber or a source of shocks? : evidence from the US
De, Kuhelika
;
Sun, Wei
- In:
Economic modelling
89
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012425897
Saved in:
10
The Tobit cointegrated vector autoregressive model : an application to the currency market
Grabowski, Wojciech
;
Welfe, Aleksander
- In:
Economic modelling
89
(
2020
),
pp. 88-100
Persistent link: https://www.econbiz.de/10012425926
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