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~isPartOf:"IMF Working Papers"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Journal of macroeconomics"
~isPartOf:"Working paper series / European Central Bank"
~language:"eng"
~subject:"Inflation"
~subject:"Markov chain"
~subject:"Schätzung"
~subject:"nominal exchange rate"
~type_genre:"Aufsatz in Zeitschrift"
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Inflation
Markov chain
Schätzung
nominal exchange rate
Theorie
74
Theory
74
Estimation
56
Structural break
54
Strukturbruch
54
Exchange rate regime
46
Wechselkurssystem
46
Volatility
40
Volatilität
40
Markov-Kette
36
Monetary policy
29
Geldpolitik
28
Time series analysis
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Zeitreihenanalyse
28
Welt
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World
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Stochastic process
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Stochastischer Prozess
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ARCH model
21
ARCH-Modell
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Regime switching
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Exchange rate
20
Structural breaks
20
Wechselkurs
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Option pricing theory
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Optionspreistheorie
19
Börsenkurs
18
Share price
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Exchange rate policy
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Wechselkurspolitik
17
USA
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Aufsatz in Zeitschrift
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Elliott, Robert J.
3
He, Xin-Jiang
3
Liu, Rui Hua
3
Zhu, Song-Ping
3
Ghosh, Amit
2
Hammoudeh, Shawkat
2
Malik, Farooq
2
Serletis, Apostolos
2
Siu, Tak Kuen
2
Abakah, Emmanuel Joel Aikins
1
Abiyev, Vasif
1
Ahmad, Ahmad Hassan
1
Ahmad, Wasim
1
Alemany, Nuria
1
Ali, Syed Zahid
1
Altansukh, Gantungalag
1
Anwar, Sajid
1
Aragó, Vicent
1
Aristidou, Chrystalleni
1
Arize, Augustine Chuck
1
Asaba, Nwin-Anefo Fru
1
Assonken, Patrick
1
Atkinson, Colin
1
Aworinde, Olalekan Bashir
1
Baharumshah, Ahmad Zubaidi
1
Balcilar, Mehmet
1
Barthélémy, Jean
1
Becker, Ralf
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1
Bo, Lijun
1
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1
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1
Carassus, Laurence
1
Ceylan, Reşat
1
Chan, Joshua
1
Chan, Leunglung
1
Chang, Chia-Chien
1
Chang, Kuang-liang
1
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IMF Working Papers
International journal of theoretical and applied finance
International review of economics & finance : IREF
Journal of economic dynamics & control
Journal of macroeconomics
Working paper series / European Central Bank
Applied economics
79
Economic modelling
74
Energy economics
43
Applied economics letters
34
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
34
International journal of finance & economics : IJFE
27
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
26
Finance research letters
24
Journal of econometrics
23
Journal of international money and finance
22
The North American journal of economics and finance : a journal of financial economics studies
22
International review of financial analysis
20
Economics letters
19
Journal of money, credit and banking : JMCB
17
Journal of international financial markets, institutions & money
16
Journal of banking & finance
15
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
15
Open economies review
15
Empirical economics : a quarterly journal of the Institute for Advanced Studies
14
Insurance / Mathematics & economics
14
International journal of forecasting
13
Journal of empirical finance
13
Journal of forecasting
13
Research in international business and finance
13
Journal of economics and finance
12
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
12
International Journal of Energy Economics and Policy : IJEEP
11
Macroeconomic dynamics
11
The empirical economics letters : a monthly international journal of economics
11
Applied financial economics
10
Econometric reviews
10
International economic journal
10
International journal of economics and finance
10
International journal of economics and financial issues : IJEFI
10
Review of quantitative finance and accounting
10
The European journal of finance
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ECONIS (ZBW)
85
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1
Have real exchange rates and competitiveness in Central and Eastern Europe fundamentally changed?
Cuestas, Juan Carlos
;
Monfort, Mercedes
;
Ordóñez, Javier
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 618-628
Persistent link: https://www.econbiz.de/10014446508
Saved in:
2
Output volatility and exchange rates : New evidence from the updated de facto exchange rate
regime
classifications
Da̜browski, Marek A.
;
Papież, Monika
;
Śmiech, Sławomir
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 894-908
Persistent link: https://www.econbiz.de/10014446609
Saved in:
3
Reinforcement learning for continuous-time mean-variance portfolio selection in a
regime
-switching market
Wu, Bo
;
Li, Lingfei
- In:
Journal of economic dynamics & control
158
(
2024
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014532362
Saved in:
4
A revisit to sovereign risk contagion in eurozone with mutual exciting
regime
-switching model
Ge, Shuyi
- In:
Journal of economic dynamics & control
146
(
2023
),
pp. 1-30
Persistent link: https://www.econbiz.de/10014478151
Saved in:
5
Learning with unobserved regimes
Cone, Thomas E.
- In:
Journal of macroeconomics
73
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013443877
Saved in:
6
Geopolitical risk and oil price volatility : evidence from Markov-switching model
Qian, Lihua
;
Zeng, Qing
;
Li, Tao
- In:
International review of economics & finance : IREF
81
(
2022
),
pp. 29-38
Persistent link: https://www.econbiz.de/10013343484
Saved in:
7
Risk-premium shocks and the prudent exchange rate policy
Ali, Syed Zahid
;
Anwar, Sajid
- In:
International review of economics & finance : IREF
77
(
2022
),
pp. 97-122
Persistent link: https://www.econbiz.de/10013330739
Saved in:
8
Canadian stock market volatility under COVID-19
Xu, Dinghai
- In:
International review of economics & finance : IREF
77
(
2022
),
pp. 159-169
Persistent link: https://www.econbiz.de/10013330750
Saved in:
9
Let's take a smooth break : stock return predictability revisited
Luo, Shikong
;
Yan, Xinyan
;
Yang, Haoyi
- In:
International review of economics & finance : IREF
75
(
2021
),
pp. 300-314
Persistent link: https://www.econbiz.de/10012692492
Saved in:
10
Black swan events and COVID-19 outbreak : sector level evidence from the US, UK, and European stock markets
Ahmad, Wasim
;
Kutan, Ali Mustafa
;
Gupta, Smarth
- In:
International review of economics & finance : IREF
75
(
2021
),
pp. 546-557
Persistent link: https://www.econbiz.de/10012692797
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