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~isPartOf:"Economic modelling"
~subject:"Kointegration"
~subject:"VAR-Modell"
~subject:"Währungsrisiko"
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Kointegration
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
26
Cointegration
21
Exchange rates
19
Geldpolitik
19
Monetary policy
19
Devisenmarkt
18
Foreign exchange market
18
USA
17
United States
17
Exchange rate policy
16
Forecasting model
16
Prognoseverfahren
16
Wechselkurspolitik
16
VAR model
15
ARCH model
14
ARCH-Modell
14
Oil price
14
Time series analysis
14
Zeitreihenanalyse
14
Ölpreis
14
Schock
13
Shock
13
US dollar
12
US-Dollar
12
Exchange rate risk
11
Interest rate
10
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English
43
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De, Kuhelika
2
Kempa, Bernd
2
Tiwari, Aviral Kumar
2
Zaman, Khalid
2
Akay, Gokhan H.
1
Al-Shboul, Mohammad
1
Ali, Faek Menla
1
Andrieş, Alin Marius
1
Anwar, Sajid
1
Arouri, Mohamed
1
Ayhan, Duygu
1
Baek, Jungho
1
Bahmani-Oskooee, Mohsen
1
Belomestny, Denis
1
Benedictow, Andreas
1
Benhmad, François
1
Binet, Marie-Estelle
1
Braekers, Roel
1
Broll, Michael
1
Ca'Zorzi, Michele
1
Chen, Yong
1
Cifter, Atilla
1
Cil, Almila Burgac
1
Compton, Ryan A.
1
Da̜browski, Marek A.
1
Dülger, Fikret
1
Fiess, Norbert M.
1
Giedeman, Daniel C.
1
Goswamil, Gour G.
1
Grabowski, Wojciech
1
Güloğlu, Bülent
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Hammersland, Roger
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Hao, Xiangchao
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Hassan, Syeda Anam
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Hsu, Hao-cheng
1
Hunter, John
1
Ihnatov, Iulian
1
Ivrendi, Mehmet
1
Jei, Sang Young
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Karagedikli, Özer
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Economic modelling
Journal of international money and finance
54
Applied economics
49
International journal of economics and financial issues : IJEFI
43
International Journal of Energy Economics and Policy : IJEEP
28
International review of economics & finance : IREF
26
The North American journal of economics and finance : a journal of financial economics studies
25
Journal of international financial markets, institutions & money
24
The empirical economics letters : a monthly international journal of economics
24
International journal of economics and finance
22
NBER working paper series
22
Cogent economics & finance
20
Energy economics
20
NBER Working Paper
20
Applied economics letters
18
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
17
RIETI discussion paper series
17
Open economies review
15
Research in international business and finance
15
CESifo working papers
14
Discussion paper / Centre for Economic Policy Research
14
International journal of finance & economics : IJFE
14
Journal of risk and financial management : JRFM
13
Theoretical and applied economics : GAER review
13
Working paper / National Bureau of Economic Research, Inc.
13
Discussion papers / CEPR
12
Journal of international trade & economic development : an international and comparative review
12
Working paper series / European Central Bank
12
CBN journal of applied statistics
11
Discussion paper
11
Discussion papers / Deutsches Institut für Wirtschaftsforschung
11
Economic systems
11
Global business review
11
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
11
Journal of macroeconomics
11
The International trade journal
11
The journal of international trade & economic development
11
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
11
Economics letters
10
Emerging markets review
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ECONIS (ZBW)
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1
Transition risk of a petroleum currency
Benedictow, Andreas
;
Hammersland, Roger
- In:
Economic modelling
128
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014464326
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
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:
7
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
Saved in:
8
Purchasing power parity vs. uncovered interest rate parity for NAFTA countries : the value of incorporating time-varying parameter model
Yoon, Jong Cheol
;
Min, Dai Hong
;
Jei, Sang Young
- In:
Economic modelling
90
(
2020
),
pp. 494-500
Persistent link: https://www.econbiz.de/10012428957
Saved in:
9
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:
10
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
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