Narrow search
Showing 1 - 10 of 210
Cover Image
Did the Bank of Mexico follow a systematic behaviour in its transition to an inflation targeting regime?
Garcia-Iglesias, Jesus M.; Muñoz Torres, Rebeca; … - In: Applied financial economics 23 (2013) 13/15, pp. 1205-1213
Persistent link: https://www.econbiz.de/10010204778
Cover Image
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
Cover Image
On the relationship between nominal exchange rates and domestic and foreign prices
Payá, Ivan; Peel, David - In: Applied financial economics 17 (2007) 1/3, pp. 105-117
Persistent link: https://www.econbiz.de/10003427020
Cover Image
Taylor rule equilibrium exchange rates and nonlinear mean reversion
Beckmann, Joscha; Wilde, Wolfram - In: Applied financial economics 23 (2013) 13/15, pp. 1097-1107
Persistent link: https://www.econbiz.de/10010204803
Cover Image
The equilibrium level and forecasting performance of nominal effective exchange rate indexes using an export and import price-based relative PPP model
Grossmann, Axel; Paul, Chris W.; Simpson, Marc W. - In: Applied financial economics 24 (2014) 13/15, pp. 1017-1030
Persistent link: https://www.econbiz.de/10010415312
Cover Image
Using a VECM to test exogeneity and forecastability in the PPP condition
Norrbin, Stefan C. - In: Applied financial economics 7 (1997) 1, pp. 87-95
Persistent link: https://www.econbiz.de/10001219233
Cover Image
Exchange rate and interest rate volatility in the European monetary system : some further results
Sarno, Lucio - In: Applied financial economics 7 (1997) 3, pp. 255-263
Persistent link: https://www.econbiz.de/10001227556
Cover Image
Country factors in stock returns : reconsidering the basic method
Bai, Ye - In: Applied financial economics 24 (2014) 13/15, pp. 871-888
Persistent link: https://www.econbiz.de/10010410402
Cover Image
Exchange rate volatility and export trade in Nigeria : an empirical investigation
Aliyu, Shehu Usman Rano - In: Applied financial economics 20 (2010) 13/15, pp. 1071-1084
Persistent link: https://www.econbiz.de/10009010305
Cover Image
Exchange rate and stock prices in Japan
Homma, Tetsushi; Tsutsui, Yoshirō; Ben-Zion, Uri - In: Applied financial economics 15 (2005) 7, pp. 469-478
Persistent link: https://www.econbiz.de/10002738630