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newspaper headlines) and the exchange rates vis-avis both the US dollar and the euro of the currencies of a group of emerging …
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newspaper headlines) and the exchange rates vis-avis both the US dollar and the euro of the currencies of a group of emerging …
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This paper analyses the long-memory properties of high frequency financial time series. It focuses on temporal aggregation and the influence that this might have on the degree of dependence of the series. Fractional integration or I(d) models are estimated with a variety of specifications for...
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This paper focuses on nominal exchange rates, specifically the US dollar rate vis-à-vis the Euro and the Japanese Yen … dollar rate vis-à-vis the Euro and the Japanese Yen respectively …
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