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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
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Exchange rate
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Wechselkurs
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Cheung, Yin-Wong
3
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Li, Wai Keung
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
NBER working paper series
829
Working paper / National Bureau of Economic Research, Inc.
774
NBER Working Paper
728
Journal of international money and finance
692
IMF working papers
542
IMF working paper
443
Discussion paper / Centre for Economic Policy Research
440
Applied economics
422
Journal of international economics
289
Applied economics letters
265
Economic modelling
223
Economics letters
221
Working paper
214
CESifo working papers
203
International review of economics & finance : IREF
203
Open economies review
202
International journal of finance & economics : IJFE
184
Journal of international financial markets, institutions & money
172
Applied financial economics
170
Review of international economics
145
International economic journal
144
International finance discussion papers
144
Journal of macroeconomics
136
Europäische Hochschulschriften / 5
133
The North American journal of economics and finance : a journal of financial economics studies
133
IMF Working Paper
128
Discussion paper
120
International journal of economics and financial issues : IJEFI
116
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
111
Working paper series / European Central Bank
110
European economic review : EER
109
Journal of money, credit and banking : JMCB
109
Journal of policy modeling : JPMOD ; a social science forum of world issues
107
Discussion papers / CEPR
99
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
98
International journal of economics and finance
97
Journal of monetary economics
97
Policy research working paper : WPS
97
ECB Working Paper
95
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
92
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ECONIS (ZBW)
60
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1
Combining p-values for multivariate predictive ability testing
Spreng, Lars
;
Urga, Giovanni
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 765-777
Persistent link: https://www.econbiz.de/10014448433
Saved in:
2
The role of jumps in volatility spillovers in foreign exchange markets : meteor shower and heat waves revisited
Lahaye, Jérôme
;
Neely, Christopher J.
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
2
,
pp. 410-427
Persistent link: https://www.econbiz.de/10012262484
Saved in:
3
Testing the martingale hypothesis
Phillips, Peter C. B.
;
Jin, Sainan
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
4
,
pp. 537-554
Persistent link: https://www.econbiz.de/10010488434
Saved in:
4
A Bayesian Markov-switching correlation model for contagion analysis on exchange rate markets
Casarin, Roberto
;
Sartore, Domenico
;
Tronzano, Marco
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
1
,
pp. 101-114
Persistent link: https://www.econbiz.de/10011894407
Saved in:
5
Buffered autoregressive models with conditional heteroscedasticity : an application to exchange rates
Zhu, Ke
;
Li, Wai Keung
;
Yu, Philip L. H.
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
4
,
pp. 528-542
Persistent link: https://www.econbiz.de/10011893733
Saved in:
6
A new Pearson-type QMLE for conditionally heteroscedastic models
Zhu, Ke
;
Li, Wai Keung
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
4
,
pp. 552-565
Persistent link: https://www.econbiz.de/10011403239
Saved in:
7
Principal volatility component analysis
Hu, Yu-Pin
;
Tsay, Ruey S.
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
2
,
pp. 153-177
Persistent link: https://www.econbiz.de/10010410764
Saved in:
8
Exchange rates and Markov switching dynamics
Cheung, Yin-Wong
;
Erlandsson, Ulf G.
- In:
Journal of business & economic statistics : JBES ; a …
23
(
2005
)
3
,
pp. 314-320
Persistent link: https://www.econbiz.de/10003012970
Saved in:
9
Testing linearity in cointegrating relations with an application to purchasing power parity
Hong, Seung Hyun
;
Phillips, Peter C. B.
- In:
Journal of business & economic statistics : JBES ; a …
28
(
2010
)
1
,
pp. 96-114
Persistent link: https://www.econbiz.de/10003992805
Saved in:
10
True or spurious long memory? : a new test
Ohanissian, Arek
;
Russell, Jeffrey R.
;
Tsay, Ruey S.
- In:
Journal of business & economic statistics : JBES ; a …
26
(
2008
)
2
,
pp. 161-175
Persistent link: https://www.econbiz.de/10003675667
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