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Theorie
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International Conference on Macroeconomic Analysis and International Finance <18., 2014, Rethimnon>
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1
A comparative study of exchange rates and order flow based on wavelet transform coherence and cross wavelet transform
Firouzi, Shahrokh
;
Wang, Xiangning
- In:
Economic modelling
82
(
2019
),
pp. 42-56
Persistent link: https://www.econbiz.de/10012202269
Saved in:
2
Macroeconomic and market microstructure modelling of Ugandan exchange rate
Katusiime, Lorna
;
Shamsuddin, Abul
;
Agbola, Frank Wogbe
- In:
Economic modelling
45
(
2015
),
pp. 175-186
Persistent link: https://www.econbiz.de/10011334129
Saved in:
3
The existence of uncovered interest parity in the CIS countries
Bhatti, Razzaque H.
- In:
Economic modelling
40
(
2014
),
pp. 227-241
Persistent link: https://www.econbiz.de/10010425682
Saved in:
4
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
Saved in:
5
Interdependence of foreign exchange markets : a wavelet coherence analysis
Yang, Lu
;
Cai, Xiao Jing
;
Zhang, Huimin
;
Hamori, Shigeyuki
- In:
Economic modelling
55
(
2016
),
pp. 6-14
Persistent link: https://www.econbiz.de/10011642425
Saved in:
6
The skewness risk premium in currency markets
Broll, Michael
- In:
Economic modelling
58
(
2016
),
pp. 494-511
Persistent link: https://www.econbiz.de/10011647522
Saved in:
7
Do forecasters of major exchange rates herd?
Frenkel, Michael
;
Mauch, Matthias
;
Ruelke, Jan-Christoph
- In:
Economic modelling
84
(
2020
),
pp. 214-221
Persistent link: https://www.econbiz.de/10012210347
Saved in:
8
Overnight exchange rate risk based on multi-quantile and joint-shock CAViaR models
Peng, Wei
;
Zeng, Yufeng
- In:
Economic modelling
80
(
2019
),
pp. 392-399
Persistent link: https://www.econbiz.de/10012200766
Saved in:
9
Why use Markov-switching models in exchange rate prediction?
Lee, Hsiu-yun
;
Chen, Show-lin
- In:
Economic modelling
23
(
2006
)
4
,
pp. 662-668
Persistent link: https://www.econbiz.de/10003353917
Saved in:
10
Partial current information and signal extraction in a rational expectations macroeconomic model : a computational solution
Lungu, Laurian
;
Matthews, Kent
;
Minford, Patrick
- In:
Economic modelling
25
(
2008
)
2
,
pp. 255-273
Persistent link: https://www.econbiz.de/10003724829
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