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subject:"USA"
~person:"Caporale, Guglielmo Maria"
~person:"Fratzscher, Marcel"
~person:"Pesaran, M. Hashem"
~person:"Sarno, Lucio"
~subject:"Wechselkurs"
~type:"article"
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USA
Wechselkurs
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152
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Time series analysis
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Caporale, Guglielmo Maria
Fratzscher, Marcel
Pesaran, M. Hashem
Sarno, Lucio
Bahmani-Oskooee, Mohsen
89
Gupta, Rangan
73
Gil-Alaña, Luis A.
37
Wohar, Mark E.
36
Hsing, Yu
34
Belke, Ansgar
30
MacDonald, Ronald
29
Tiwari, Aviral Kumar
27
McKinnon, Ronald I.
26
Apergēs, Nikolaos
23
Pierdzioch, Christian
23
Schnabl, Gunther
23
Hegerty, Scott W.
22
Cheung, Yin-Wong
21
De Grauwe, Paul
21
Mignon, Valérie
21
Serletis, Apostolos
20
Chinn, Menzie David
19
Balcilar, Mehmet
18
Eichengreen, Barry
18
Hammoudeh, Shawkat
18
Hassan, M. Kabir
18
Moosa, Imad A.
18
Beckmann, Joscha
17
Hamori, Shigeyuki
17
Reitz, Stefan
17
Salisu, Afees A.
17
Stadtmann, Georg
17
Payne, James E.
16
Rahman, A. K. M. Matiur
16
Sosvilla-Rivero, Simón
16
Taylor, Mark P.
16
Bollerslev, Tim
15
Itō, Takatoshi
15
Aftab, Muhammad
14
Baharumshah, Ahmad Zubaidi
14
Grossmann, Axel
14
Heckman, James J.
14
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Journal of international money and finance
8
Journal of money, credit and banking : JMCB
4
Applied financial economics
3
Journal of applied econometrics
3
The economic journal : the journal of the Royal Economic Society
3
The journal of futures markets
3
Applied economics letters
2
Econometric reviews
2
Economic modelling
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
International journal of finance & economics : IJFE
2
Journal of empirical finance
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Oxford bulletin of economics and statistics
2
Review of financial economics : RFE
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
2
Applied economics
1
Eastern economic journal
1
Economic inquiry : journal of the Western Economic Association International
1
Economics letters
1
Empirica : journal of european economics
1
Estudos econômicos : publicação trimestral do Departamento de Economia da Faculdade de Economia, Administração e Contabilidade da Universidade de São Paulo
1
Exchange rate policy in Europe
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Financial crises in transition countries : recent lessons and problems yet to solve ; conference proceedings
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IMF staff papers
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International advances in economic research
1
International journal of forecasting
1
International review of financial analysis
1
Journal of banking & finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of comparative economics : the journal of the Association for Comparative Economic Studies
1
Journal of economic dynamics & control
1
Journal of economics and finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of international economics
1
Journal of international financial markets, institutions & money
1
Journal of monetary economics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
78
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1
Do China and oil exporters influence major currency configurations?
Fratzscher, Marcel
;
Mehl, Arnaud
- In:
Journal of comparative economics : the journal of the …
37
(
2009
)
3
,
pp. 335-358
Persistent link: https://www.econbiz.de/10003898926
Saved in:
2
Nonlinear dynamics in deviations from the law of one price : a broad-based empirical study
Sarno, Lucio
;
Taylor, Mark P.
;
Chowdhury, Ibrahim
- In:
Journal of international money and finance
23
(
2004
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10001896351
Saved in:
3
What causes currency crises : sunspots, contagion or fundamentals?
Fratzscher, Marcel
- In:
Financial crises in transition countries : recent …
,
(pp. 44-76)
.
2000
Persistent link: https://www.econbiz.de/10001601402
Saved in:
4
What explains global exchange rate movements during the financial crisis?
Fratzscher, Marcel
- In:
Journal of international money and finance
28
(
2009
)
8
,
pp. 1390-1402
Persistent link: https://www.econbiz.de/10003929186
Saved in:
5
Long memory and fractional integration in high frequency data on the US dollar/British pound spot exchange rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International review of financial analysis
29
(
2013
),
pp. 1-9
Persistent link: https://www.econbiz.de/10010244148
Saved in:
6
Long memory and volatility dynamics in the US dollar exchange rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Multinational finance journal : MF ; quarterly …
16
(
2012
)
1/2
,
pp. 105-136
Persistent link: https://www.econbiz.de/10010257552
Saved in:
7
Monetary fundamentals and exchange rate dynamics under different nominal regimes
Sarno, Lucio
;
Valente, Giorgio
;
Wohar, Mark E.
- In:
Economic inquiry : journal of the Western Economic …
42
(
2004
)
2
,
pp. 179-193
Persistent link: https://www.econbiz.de/10002030002
Saved in:
8
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:
9
Fractional integration and cointegration in US financial time series data
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Empirical economics : a journal of the Institute for …
47
(
2014
)
4
,
pp. 1389-1410
Persistent link: https://www.econbiz.de/10010461103
Saved in:
10
Fractional cointegration and tests of present value models
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Review of financial economics : RFE
13
(
2004
)
3
,
pp. 245-258
Persistent link: https://www.econbiz.de/10002087632
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