Similar Search Results - EconBiz

Are there bubbles in exchange rates? : some new evidence from G10 and emerging market economies

Hu, Yang; Oxley, Les - In: Economic modelling 64 (2017), pp. 419-442

Persistent link: https://www.econbiz.de/10011761289

The euro introduction and noneuro currencies

Dijk, Dick van; Munandar, Haris; Hafner, Christian M. - In: Applied financial economics 21 (2011) 1/3, pp. 95-116

Persistent link: https://www.econbiz.de/10009124660

Structural breaks in the real exchange rate adjustment mechanism

Copeland, Laurence S.; Heravi, Saeed M. - In: Applied financial economics 19 (2009) 1/3, pp. 121-134

We show that the behaviour of the real exchange rates of the UK, Germany, France and Japan has been characterized by structural breaks, which changed the adjustment mechanism. In the context of a Time-Varying Smooth Transition Autoregression (TV-STAR) of the kind introduced by Lundbergh et al....

Persistent link: https://www.econbiz.de/10003825837

Common persistence in conditional variance : a reconsideration

Li, Chang-shuai - In: Economic modelling 29 (2012) 5, pp. 1809-1819

Persistent link: https://www.econbiz.de/10009667096

Jumps in equilibrium prices and asymmetric news in foreign exchange markets

El Ouadghiri, Imane; Uctum, Remzi - In: Economic modelling 54 (2016), pp. 218-234

Persistent link: https://www.econbiz.de/10011642112

Stochastic trends and fluctuations in the interest rate, exchange rate and the current account balance : an empirical investigation

Kumah, Francis Y. - In: Economic modelling 13 (1996) 3, pp. 383-406

Persistent link: https://www.econbiz.de/10001204682

Do foreign exchange risk premiums relate to the volatility in the foreign exchange and equity markets?

Jiang, Christine X.; Chiang, Thomas C. - In: Applied financial economics 10 (2000) 1, pp. 95-104

Persistent link: https://www.econbiz.de/10001525818

Relative productivity increases and the appreciation of the Turkish lira

Lopcu, Kenan; Dülger, Fikret; Cil, Almila Burgac - In: Economic modelling 35 (2013), pp. 614-621

Persistent link: https://www.econbiz.de/10010336735

Foreign exchange reserves and exchange rates in Turkey : structural breaks, unit roots and cointegration

Kasman, Adnan; Ayhan, Duygu - In: Economic modelling 25 (2008) 1, pp. 83-92

Persistent link: https://www.econbiz.de/10003628803

Modelling East Asian exchange rates : a Markov-switching approach

Caporale, Guglielmo Maria; Spagnolo, Nicola - In: Applied financial economics 14 (2004) 4, pp. 233-242

Persistent link: https://www.econbiz.de/10001939262

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