//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~institution:"The Wharton Financial Institutions Center"
~institution:"Unité Mixte de Recherche Théorie Economique, Modélisation et Applications"
~subject:"Kointegration"
~subject:"Volatilität"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Exchange rate uncertainty and...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Kointegration
Volatilität
Theorie
10
Theory
10
Volatility
9
Deutschland
8
Germany
8
Cointegration
6
USA
6
United States
6
France
5
Frankreich
5
Yield curve
5
Zinsstruktur
5
Exchange rate
4
Großbritannien
4
Japan
4
United Kingdom
4
Wechselkurs
4
1979-1999
3
ARCH model
3
ARCH-Modell
3
Capital income
3
Corporate Governance
3
Corporate governance
3
Kapitaleinkommen
3
Comparison
2
EU countries
2
EU-Staaten
2
Eigentümerstruktur
2
Estimation
2
Forecasting model
2
Kaufkraftparität
2
Ownership structure
2
Prognoseverfahren
2
Purchasing power parity
2
Schätzung
2
Time series analysis
2
Vergleich
2
Welt
2
more ...
less ...
Type of publication
All
Book / Working Paper
14
Type of publication (narrower categories)
All
Arbeitspapier
13
Graue Literatur
13
Non-commercial literature
13
Working Paper
13
Language
All
English
14
Author
All
Mignon, Valérie
6
Diebold, Francis X.
4
Lardic, Sandrine
4
Andersen, Torben
2
Bollerslev, Tim
2
Dufrénot, Gilles
2
Anderson, Torben G.
1
Beine, Michel
1
Bénassy-Quéré, Agnès
1
Chaouachi, Slim
1
Cheng, Peng
1
Christoffersen, Peter F.
1
Dauchy, Estelle
1
Dubois, Emmanuel
1
MacDonald, Ronald
1
Mathieu, Laurent
1
Pesaran, M. Hashem
1
Péguin-Feissolle, Anne
1
Scaillet, Olivier
1
Schuermann, Til
1
Weiner, Scott M.
1
more ...
less ...
Institution
All
The Wharton Financial Institutions Center
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
National Bureau of Economic Research
514
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
69
Institut für Schweizerisches Bankwesen <Zürich>
49
European University Institute / Department of Economics
38
Centre for Analytical Finance <Århus>
24
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
22
International Monetary Fund
18
World Bank
18
National Centre of Competence in Research North South <Bern>
17
Svenska Handelshögskolan <Helsinki>
17
Ekonomiska forskningsinstitutet <Stockholm>
14
Federal Reserve Bank of St. Louis
14
Institut für Weltwirtschaft
13
University of Canterbury / Dept. of Economics and Finance
13
Internationaler Währungsfonds / Research Department
12
Nationalekonomiska Institutionen <Lund>
11
William Davidson Institute <Ann Arbor, Mich.>
11
Centre for Growth and Business Cycle Research <Manchester>
10
Swiss National Centre of Competence in Research North South <Bern>
10
Chambre de commerce et d'industrie de Paris
9
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
9
Federal Reserve Bank of New York
9
Københavns Universitet / Økonomisk Institut
9
Econometrisch Instituut <Rotterdam>
8
Gottfried Wilhelm Leibniz Universität Hannover
8
Rodney L. White Center for Financial Research
8
Centre for International Macroeconomics
7
Instituto Valenciano de Investigaciones Económicas
7
School of Finance and Business Economics <Perth, Western Australia>
7
Aarhus Universitet / Afdeling for Nationaløkonomi
6
Birkbeck College / Department of Economics
6
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
6
European University Institute / Department of Law
6
Federal Reserve Bank of San Francisco
6
Federal Reserve System / Board of Governors
6
Institute of Finance and Accounting <London>
6
Massachusetts Institute of Technology / Department of Economics
6
Nuffield College
6
more ...
less ...
Published in...
All
Documents de travail / THEMA
8
Working papers / Financial Institutions Center
6
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The Nobel Memorial Prize for Robert F. Engle
Diebold, Francis X.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002100061
Saved in:
2
The impact of Central Bank intervention on exchange-rate forecast heterogeneity
Beine, Michel
;
Bénassy-Quéré, Agnès
;
Dauchy, Estelle
; …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001724087
Saved in:
3
Modeling and forecasting realized
volatility
Anderson, Torben G.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001547064
Saved in:
4
Fractional
cointegration
and term structure of interest rates
Lardic, Sandrine
(
contributor
);
Mignon, Valérie
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001724127
Saved in:
5
Persistent misalignments of the European exchange rates : some evidence from nonlinear
cointegration
Dufrénot, Gilles
;
Mathieu, Laurent
;
Mignon, Valérie
; …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001724164
Saved in:
6
Modeling regional interdependencies using a global error-correcting macroeconometric model
Pesaran, M. Hashem
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001656767
Saved in:
7
Modelling the misalignments of the Dollar/Sterling real exchange rate : a nonlinear
cointegration
perspective
Chaouachi, Slim
(
contributor
);
Dufrénot, Gilles
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001760388
Saved in:
8
The exact maximum likelihood-based test for fractional
cointegration
: critical values, power and size /Emmanuel Dubois; Sandrine Lardic; Valérie Mignon
Dubois, Emmanuel
(
contributor
);
Lardic, Sandrine
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001906795
Saved in:
9
Financial asset returns, direction-of-change forecasting, and
volatility
dynamics
Christoffersen, Peter F.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002100081
Saved in:
10
Term premium and long-range dependence in
volatility
: a FIGARACH-M estimation on some Asian countries
Lardic, Sandrine
(
contributor
);
Mignon, Valérie
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001724115
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->