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~language:"eng"
~person:"Balcilar, Mehmet"
~person:"Mahieu, Ronald J."
~source:"econis"
~subject:"EU countries"
~subject:"Volatility"
~type:"article"
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Balcilar, Mehmet
Mahieu, Ronald J.
McKinnon, Ronald I.
7
Gupta, Rangan
5
Han, Young Wook
5
Kim, Suk-Joong
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The North American journal of economics and finance : a journal of financial economics studies
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Do terror attacks affect the dollar-pound exchange rate? : a nonparametric causality-in-quantiles analysis
Balcilar, Mehmet
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
The North American journal of economics and finance : a …
41
(
2017
),
pp. 44-56
Persistent link: https://www.econbiz.de/10011878932
Saved in:
2
Does economic policy uncertainty predict exchange rate returns and volatility? : evidence from a nonparametric causality-in-quantiles test
Balcilar, Mehmet
;
Gupta, Rangan
;
Kyei, Clement
;
Wohar, …
- In:
Open economies review
27
(
2016
)
2
,
pp. 229-250
Persistent link: https://www.econbiz.de/10011591762
Saved in:
3
A range-based multivariate stochastic volatility model for exchange rates
Tims, Ben
;
Mahieu, Ronald J.
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 409-424
Persistent link: https://www.econbiz.de/10003355802
Saved in:
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