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An empirical analysis of the German long-term interest rate

Butter, Frank A. G. den; Jansen, Pieter W. - In: Applied financial economics 14 (2004) 10, pp. 731-741

Persistent link: https://www.econbiz.de/10002111050

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

Are credit ratings valuable information?

Czarnitzki, Dirk; Kraft, Kornelius - In: Applied financial economics 17 (2007) 13/15, pp. 1061-1070

Persistent link: https://www.econbiz.de/10003590377

Implicit bands in the Spanish Peseta/Deutschmark exchange rate, 1965 - 1998

Ledesma-Rodríguez, Francisco José; Navarro Ibáñez, … - In: Applied financial economics 17 (2007) 10/12, pp. 921-932

Persistent link: https://www.econbiz.de/10003538071

Technical trading with open interest : evidence from the German market

Lubnau, Thorben Manfred; Todorova, Neda - In: Applied financial economics 22 (2012) 10/12, pp. 791-809

Persistent link: https://www.econbiz.de/10009625082

Heterogeneous behaviours and the effectiveness of central bank intervention in the yen/dollar exchange market

Kao, Chung-Wei; Wan, Jer-Yuh - In: Applied financial economics 22 (2012) 10/12, pp. 967-975

Persistent link: https://www.econbiz.de/10009625570

Do trading volumes explain the persistence of GARCH effects?

Carroll, Rachael; Kearney, Colm - In: Applied financial economics 22 (2012) 22/24, pp. 1993-2008

Persistent link: https://www.econbiz.de/10009719309

Testing for symmetry and proportionality in a European panel

Coakley, Jerry; Snaith, Stuart - In: Applied financial economics 16 (2006) 1/2, pp. 63-71

Persistent link: https://www.econbiz.de/10003291802

Cointegrating behaviour between spot and forward exchange rates

McMillan, David G. - In: Applied financial economics 15 (2005) 16, pp. 1135-1144

Persistent link: https://www.econbiz.de/10003213501

Testing for symmetry and proportionality in a European panel

Coakley, Jerry; Snaith, Stuart - In: Applied financial economics 15 (2005) 11, pp. 745-752

Persistent link: https://www.econbiz.de/10003016834