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~person:"Liang, Hong"
~person:"Sarno, Lucio"
~subject:"Schätzung"
~subject:"USA"
~subject:"Volatility"
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Schätzung
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exchange rates
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Liang, Hong
Sarno, Lucio
Belke, Ansgar
32
Caporale, Guglielmo Maria
30
MacDonald, Ronald
25
Beckmann, Joscha
24
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21
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13
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13
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13
Spagnolo, Fabio
13
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13
Zhou, Jizhong
13
Hagen, Jürgen von
12
Labonte, Marc
12
Morrison, Wayne M.
12
Belke, Ansgar Hubertus
11
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11
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11
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10
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10
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10
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10
Tian, Mo
10
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9
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9
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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
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:
2
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:
3
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:
4
Will the Emergence of the Euro Affect World Commodity Prices?
Cuddington, John T.
-
2009
Persistent link: https://www.econbiz.de/10013157236
Saved in:
5
Business cycles and currency returns
Sarno, Lucio
;
Colacito, Ric
;
Riddiough, Steven
-
2019
Persistent link: https://www.econbiz.de/10012196047
Saved in:
6
Real Exchange Rate Volatility : Does the Nominal Exchange Rate Regime Matter?
Liang, Hong
-
2006
A recent study by Grilli and Kaminsky (1991) argues that real exchange rate (RER) behavior is likely to be dependent on the particular historical period rather than on the nominal exchange rate arrangement itself. This paper reexamines RER behavior using alternative data sets, as well as...
Persistent link: https://www.econbiz.de/10012782130
Saved in:
7
Will the Emergence of the Euro Affect World Commodity Prices?
Cuddington, John T.
-
2006
This study provides evidence that episodes of internal stability of
exchange
rates
among the 11 Euro countries during …
Persistent link: https://www.econbiz.de/10012782497
Saved in:
8
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:
9
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:
10
Will the emergence of the Euro affect world commodity prices?
Cuddington, John T.
;
Liang, Hong
-
2000
Persistent link: https://www.econbiz.de/10001506781
Saved in:
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