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~person:"Frankel, Jeffrey A."
~person:"Sarno, Lucio"
~subject:"Schätzung"
~subject:"USA"
~subject:"Volatility"
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Schätzung
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83
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32
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31
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Frankel, Jeffrey A.
Sarno, Lucio
Belke, Ansgar
32
Caporale, Guglielmo Maria
30
MacDonald, Ronald
25
Beckmann, Joscha
24
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13
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13
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13
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13
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12
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12
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12
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11
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11
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10
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9
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9
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9
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ECONIS (ZBW)
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1
Estimation of nonlinear exchange rate dynamics in evolving regimes
Frankel, Jeffrey A.
;
Hou, Yao
;
Xie, Danxia
-
2023
-
Revised January 22, 2023
Persistent link: https://www.econbiz.de/10014329124
Saved in:
2
Estimation of Nonlinear Exchange Rate Dynamics in Evolving Regimes
Frankel, Jeffrey A.
;
Hou, Yao
;
Xie, Danxia
-
2023
into four distinct categories: fixed
exchange
rates
, BBC (band, basket and crawl), managed floating, and freely floating …
Persistent link: https://www.econbiz.de/10014262730
Saved in:
3
Verifiability and the Vanishing Intermediate Exchange Rate Regime
Frankel, Jeffrey A.
;
Schmukler, Sergio L.
;
Servén, Luis
-
2021
lack verifiability, needed for credibility. Central banks announce intermediate targets such as
exchange
rates
, so that the …
Persistent link: https://www.econbiz.de/10013217196
Saved in:
4
Exchange
rates
and sovereign risk
Della Corte, Pasquale
;
Sarno, Lucio
;
Schmeling, Maik
; …
- In:
Management science : journal of the Institute for …
68
(
2022
)
8
,
pp. 5591-5617
Persistent link: https://www.econbiz.de/10013370992
Saved in:
5
Business cycles and currency returns
Colacito, Riccardo
;
Riddiough, Steven J.
;
Sarno, Lucio
- In:
Journal of financial economics
137
(
2020
)
3
,
pp. 659-678
Persistent link: https://www.econbiz.de/10012588343
Saved in:
6
Common Factors, Order Flows, and Exchange Rate Dynamics
Fourel, Valère
-
2015
We built the largest dataset of high-frequency
exchange
rates
so far. Our sample covers the spot prices and order flows … flows. The same price-based factors describe
exchange
rates
over a large spectrum of frequencies, from 30 seconds to one …
Persistent link: https://www.econbiz.de/10013018659
Saved in:
7
Business cycles and currency returns
Sarno, Lucio
;
Colacito, Ric
;
Riddiough, Steven
-
2019
Persistent link: https://www.econbiz.de/10012196047
Saved in:
8
Assessing China's exchange rate regime
Frankel, Jeffrey A.
;
Wei, Shang-jin
-
2007
China and America's other trading partners manipulate their
exchange
rates
, and (b) the nature of the Chinese exchange rate …
Persistent link: https://www.econbiz.de/10003472852
Saved in:
9
Volatility risk premia and exchange rate predictability
Della Corte, Pasquale
;
Ramadorai, Tarun
;
Sarno, Lucio
- In:
Journal of financial economics
120
(
2016
)
1
,
pp. 21-40
Persistent link: https://www.econbiz.de/10011590062
Saved in:
10
The scapegoat theory of
exchange
rates
: the first tests
Fratzscher, Marcel
;
Rime, Dagfinn
;
Sarno, Lucio
;
Zinna, …
- In:
Journal of monetary economics
70
(
2015
),
pp. 1-21
Persistent link: https://www.econbiz.de/10011381119
Saved in:
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