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~institution:"Birkbeck College / Department of Economics"
~institution:"Center for Economic Research <Tilburg>"
~institution:"Institute for Fiscal Studies"
~institution:"University of Connecticut / Department of Economics"
~source:"econis"
~subject:"Börsenkurs"
~subject:"Purchasing power parity"
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Börsenkurs
Purchasing power parity
Estimation
55
Schätzung
55
Theorie
34
Theory
34
Großbritannien
20
United Kingdom
20
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13
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1973-1997
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Coakley, Jerry
4
Fuertes, Ana María
4
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2
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1
Dacco, Roberto
1
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1
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Birkbeck College / Department of Economics
Center for Economic Research <Tilburg>
Institute for Fiscal Studies
University of Connecticut / Department of Economics
National Bureau of Economic Research
155
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
13
Institut für Weltwirtschaft
12
Ekonomiska forskningsinstitutet <Stockholm>
6
Federal Reserve System / Division of Research and Statistics
5
Internationaler Währungsfonds / Research Department
5
Zentrum für Europäische Wirtschaftsforschung
5
OECD
4
Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Johns Hopkins University / Department of Economics
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Kansantaloustieteen Laitos <Tampere>
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Shaker Verlag
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University of Canterbury / Dept. of Economics and Finance
3
University of Kent / Department of Economics
3
Verlag Dr. Kovač
3
Birmingham Business School
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Goethe-Universität Frankfurt am Main / Institut für Kapitalmarktforschung
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Großbritannien / Parliament / House of Commons / Home Affairs Committee
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Großbritannien / Parliament / House of Commons / Select Committee on Race Relations and Immigration
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Institute of European Finance <Bangor, Gwynedd>
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2
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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Discussion paper in financial economics : FE
4
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ECONIS (ZBW)
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Non-parametric tests of real exchange rates in the post-Bretton Woods era
Ahking, Francis W.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002211964
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2
Statistical modelling of asymmetric risk in asset returns
Knight, John L.
;
Satchell, Stephen
;
Tran, Kien C.
-
1995
Persistent link: https://www.econbiz.de/10000924260
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3
The use of recursive model selection strategies in forecasting stock returns
Pesaran, M. Hashem
;
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000924261
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4
Fitting the moments : a comparison of ARCH and regime switching models for daily stock returns
Sola, Martin
;
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000924807
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5
A bivariate threshold autoregressive model for the Italian stock market
Dacco, Roberto
-
1994
Persistent link: https://www.econbiz.de/10000924812
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6
Nonparametric cointegration analysis of real exchange rates
Coakley, Jerry
;
Fuertes, Ana María
-
1998
Persistent link: https://www.econbiz.de/10000994213
Saved in:
7
Short run PPP dynamics in a VEC framework
Coakley, Jerry
;
Fuertes, Ana María
-
1997
Persistent link: https://www.econbiz.de/10000974604
Saved in:
8
New tests of the exchange rate interest : differential relation in an OECD panel
Coakley, Jerry
;
Fuertes, Ana María
-
1997
Persistent link: https://www.econbiz.de/10000974605
Saved in:
9
TAR models of European real exchange rates 1973 - 97
Coakley, Jerry
;
Fuertes, Ana María
-
1997
Persistent link: https://www.econbiz.de/10000976511
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