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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"
~subject:"ARCH-Modell"
~subject:"Estimation"
~subject:"Exchange rate theory"
~subject:"Haftung"
~subject:"Inflation"
~subject:"Monetary policy"
~subject:"Prognoseverfahren"
~subject:"Time series analysis"
~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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ARCH-Modell
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Haftung
Inflation
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Welt
Ölpreis
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10
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Fabozzi, Frank J.
MacDonald, Ronald
Aizenman, Joshua
24
Chinn, Menzie David
19
Cheung, Yin-Wong
17
Phylaktis, Kate
12
Taylor, Mark P.
12
Spiegel, Mark
11
Furceri, Davide
10
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9
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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
Aysun, Uluc
7
Bordo, Michael D.
7
Fuertes, Ana María
7
Lothian, James R.
7
Loungani, Prakash
7
McCauley, Robert N.
7
Stracca, Livio
7
Baillie, Richard
6
Bergin, Paul R.
6
Blazsek, Szabolcs
6
Bussière, Matthieu
6
Choi, Sangyup
6
Fratzscher, Marcel
6
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6
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6
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6
Kouretas, Georgios P.
6
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6
Peel, David
6
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6
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6
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Journal of international money and finance
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of international financial markets, institutions & money
7
The journal of fixed income
7
Applied economics
6
Open economies review
5
The journal of portfolio management : JPM
5
The journal of portfolio management : a publication of Institutional Investor
5
Journal of banking & finance
4
Economics letters
3
Equilibrium exchange rates
3
International review of financial analysis
3
The journal of fixed income : JFI
3
Computational economics
2
Economic modelling
2
Energy economics
2
European economic review : EER
2
European journal of operational research : EJOR
2
Financial markets and instruments
2
Focus on transition
2
Global finance journal
2
Journal of forecasting
2
Journal of money, credit and banking : JMCB
2
Journal of multinational financial management
2
Quantitative finance
2
Review of futures markets
2
The economic journal : the journal of the Royal Economic Society
2
The economics of transition
2
The handbook of fixed income securities
2
An Elgar reference collection
1
Annals of economics and finance
1
Annals of operations research
1
Applied financial economics
1
Bank i kredyt
1
Bulletin of economic research
1
Currency and competitiveness in Europe
1
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
1
Economia : revista da ANPEC
1
Economic systems
1
Economie appliquée : archives de l'Institut de Sciences Mathématiques et Economiques Appliquées ; an international journal of economic analysis
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ECONIS (ZBW)
17
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17
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1
Learning for infinitely divisible GARCH models in option pricing
Zhu, Fumin
;
Bianchi, Michele Leonardo
;
Kim, Young Shin
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
3
,
pp. 35-62
Persistent link: https://www.econbiz.de/10012594154
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
Measuring the dollar-euro permanent equilibrium exchange rate using the unobserved components model
Chen, Xiaoshan
;
MacDonald, Ronald
- In:
Journal of international money and finance
53
(
2015
),
pp. 20-35
Persistent link: https://www.econbiz.de/10011475904
Saved in:
8
Computational aspects of portfolio risk estimation in volatile markets : a survey
Fabozzi, Frank J.
;
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
1
,
pp. 103-120
Persistent link: https://www.econbiz.de/10009728412
Saved in:
9
Does the euro dominate Central and Eastern European money markets?
Kadow, Alexander
;
Cerrato, Mario
;
MacDonald, Ronald
; …
- In:
Journal of international money and finance
32
(
2013
),
pp. 700-718
Persistent link: https://www.econbiz.de/10009733480
Saved in:
10
Empirical analysis of ARMA-GARCH models in market risk estimation on high-frequency US data
Beck, Alexander
;
Kim, Young Shin
;
Račev, Svetlozar T.
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
2
,
pp. 167-177
Persistent link: https://www.econbiz.de/10009739605
Saved in:
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