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The skewness risk premium in currency markets
Broll, Michael - In: Economic modelling 58 (2016), pp. 494-511
Persistent link: https://www.econbiz.de/10011647522
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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
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Analyzing exchange rate uncertainty and bilateral export growth in China : a multivariate GARCH-based approach
Smallwood, Aaron D. - In: Economic modelling 82 (2019), pp. 332-344
Persistent link: https://www.econbiz.de/10012203131
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Global uncertainty shocks and exchange-rate expectations in Latin America
Ojeda Joya, Jair Neftali; Romero, José Vicente - In: Economic modelling 120 (2023), pp. 1-18
Persistent link: https://www.econbiz.de/10014384138
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Transition risk of a petroleum currency
Benedictow, Andreas; Hammersland, Roger - In: Economic modelling 128 (2023), pp. 1-14
Persistent link: https://www.econbiz.de/10014464326
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A model for the EMS exchange rate mechanism
Bekx, Peter - In: Economic modelling 11 (1994) 1, pp. 105-114
Persistent link: https://www.econbiz.de/10001157648
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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
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Modelling the sterling-deutschmark exchange rate : non-linear dependence and thick tails
Caporale, Guglielmo Maria - In: Economic modelling 13 (1996) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10001204716
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Model consistent learning and regime switching in the London Business School model
Hall, Stephen G. - In: Economic modelling 12 (1995) 2, pp. 87-95
Persistent link: https://www.econbiz.de/10001180619
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Exchange rates and the European business cycle : an application of a quasi-empirical two-country model
Meulendijks, Pieter J. F. G. - In: Economic modelling 12 (1995) 1, pp. 35-52
Persistent link: https://www.econbiz.de/10001175633