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~isPartOf:"Journal of international money and finance"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~language:"bos"
~language:"eng"
~person:"Fabozzi, Frank J."
~person:"MacDonald, Ronald"
~person:"Semmler, Willi"
~subject:"Estimation"
~subject:"Exchange rate theory"
~subject:"Haftung"
~subject:"Inflation"
~subject:"Monetary policy"
~subject:"Prognoseverfahren"
~subject:"Theory"
~subject:"Welt"
~subject:"Ölpreis"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Conference paper"
~type_genre:"Multi-volume publication"
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Estimation
Exchange rate theory
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Ölpreis
Theorie
17
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13
Exchange rate
8
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28
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Fabozzi, Frank J.
MacDonald, Ronald
Semmler, Willi
Aizenman, Joshua
32
Chinn, Menzie David
20
Cheung, Yin-Wong
18
Taylor, Mark P.
17
Koedijk, Kees
13
Phylaktis, Kate
13
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11
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11
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11
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10
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9
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8
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8
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8
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8
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8
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8
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8
Wu, Jyh-lin
8
Aysun, Uluc
7
Bordo, Michael D.
7
Caporale, Guglielmo Maria
7
Dwyer, Gerald P. <jun.>
7
Fratzscher, Marcel
7
Fuertes, Ana María
7
Gupta, Rangan
7
Loungani, Prakash
7
McCauley, Robert N.
7
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7
Stracca, Livio
7
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7
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7
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6
Bussière, Matthieu
6
Chiarella, Carl
6
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6
Glick, Reuven
6
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Journal of international money and finance
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
The handbook of fixed income securities
15
Valuation, financial modeling, and quantitative tools
15
Investment management and financial management
10
The journal of portfolio management : a publication of Institutional Investor
10
Journal of economic behavior & organization : JEBO
9
Applied economics
8
Economic modelling
8
Economics letters
7
International journal of theoretical and applied finance
7
Journal of international financial markets, institutions & money
7
The journal of fixed income
7
The journal of portfolio management : JPM
7
Computational economics
6
Financial markets and instruments
6
Journal of banking & finance
6
Journal of economic dynamics & control
6
The Manchester School of Economic and Social Studies
6
Applied financial economics
5
Open economies review
5
Staff papers / International Monetary Fund
5
Equilibrium exchange rates
4
European journal of operational research : EJOR
4
Journal of macroeconomics
4
Macroeconomic dynamics
4
Metroeconomica : international review of economics
4
Oxford bulletin of economics and statistics
4
Quantitative and empirical analysis of nonlinear dynamic macromodels
4
Review of quantitative finance and accounting
4
The economic journal : the journal of the Royal Economic Society
4
The journal of fixed income : JFI
4
Annals of operations research
3
Australian economic papers
3
Bulletin of economic research
3
Empirica : journal of european economics
3
Energy economics
3
International review of financial analysis
3
Structural change and economic dynamics : SC+ED
3
The journal of asset management
3
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ECONIS (ZBW)
28
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1
Stability in threshold VAR models
Chen, Pu
;
Semmler, Willi
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
3
,
pp. 531-544
Persistent link: https://www.econbiz.de/10014632042
Saved in:
2
What difference do new factor models make in portfolio allocation?
Fabozzi, Frank J.
;
Huang, Dashan
;
Jiang, Fuwei
;
Wang, Jiexun
- In:
Journal of international money and finance
140
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014451422
Saved in:
3
Unconventional monetary policy in a nonlinear quadratic model
Faulwasser, Timm
;
Groß, Marco
;
Semmler, Willi
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
5
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012406035
Saved in:
4
The term structure of exchange rate predictability : commonality, scapegoat, and disagreement
Cao, Shuo
;
Huang, Huichou
;
Liu, Ruirui
;
MacDonald, Ronald
- In:
Journal of international money and finance
95
(
2019
),
pp. 379-401
Persistent link: https://www.econbiz.de/10012139588
Saved in:
5
Financial fragmentation and the monetary transmission mechanism in the euro area : a smooth transition VAR approach
Kotz, Hans-Helmut
;
Semmler, Willi
;
Tahri, Ibrahim
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
5
,
pp. 1-19
Persistent link: https://www.econbiz.de/10011966015
Saved in:
6
The real exchange rate in the long run : Balassa-Samuelson effects reconsidered
Bordo, Michael D.
;
Choudhri, Ehsan U.
;
Fazio, Giorgio
; …
- In:
Journal of international money and finance
75
(
2017
),
pp. 69-92
Persistent link: https://www.econbiz.de/10011788025
Saved in:
7
Productivity and unemployment : a scale-by-scale panel data analysis for the G7 countries
Gallegati, Marco
;
Gallegati, Mauro
;
Ramsey, James B.
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
4
,
pp. 477-493
Persistent link: https://www.econbiz.de/10011649143
Saved in:
8
Carry funding and safe haven currencies : a threshold regression approach
Hossfeld, Oliver
;
MacDonald, Ronald
- In:
Journal of international money and finance
59
(
2015
),
pp. 185-202
Persistent link: https://www.econbiz.de/10011478323
Saved in:
9
Currency forecast errors and carry trades at times of low interest rates : evidence from survey data on the yen/dollar exchange rate
MacDonald, Ronald
;
Nagayasu, Jun
- In:
Journal of international money and finance
53
(
2015
),
pp. 1-19
Persistent link: https://www.econbiz.de/10011475902
Saved in:
10
Exchange rate forecasts and expected fundamentals
Dick, Christian D.
;
MacDonald, Ronald
;
Menkhoff, Lukas
- In:
Journal of international money and finance
53
(
2015
),
pp. 235-256
Persistent link: https://www.econbiz.de/10011475961
Saved in:
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