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What's news in exchange rate dynamics : a DSGE approach
Chen, Kan; Zhang, Shage - In: Economics letters 134 (2015), pp. 133-137
Persistent link: https://www.econbiz.de/10011432385
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Distinguishing between stochastic and deterministic behavior in foreign exchange rate returns : further evidence
Cecen, A. A. - In: Economics letters 51 (1996) 3, pp. 323-329
Persistent link: https://www.econbiz.de/10001200985
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Forecasting exchange rate volatility using conditional variance models selected by information criteria
Brooks, Chris - In: Economics letters 61 (1998) 3, pp. 273-278
Persistent link: https://www.econbiz.de/10001252467
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Regime shifts and the Canada/US exchange rate in a multivariate framework
Beckmann, Joscha; Czudaj, Robert - In: Economics letters 123 (2014) 2, pp. 206-211
Persistent link: https://www.econbiz.de/10010400293
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Explaining mark - dollar and yen - dollar exchange rates in the 1980s
Hoek, Taco H. van - In: Economics letters 38 (1992) 4, pp. 467-472
Persistent link: https://www.econbiz.de/10001125437
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The random walk hypothesis of the exchange rate : implications for a risk premium
Pikoulakis, Emmanuel V. - In: Economics letters 45 (1994) 2, pp. 203-205
Persistent link: https://www.econbiz.de/10001163921
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An analytical approximation of target zone exchange rate functions : the technique of collocation
Kempa, Bernd - In: Economics letters 57 (1997) 3, pp. 339-343
Persistent link: https://www.econbiz.de/10001231499
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A note on the accuracy of Markov-chain approximations to highly persistent AR(1) processes
Flodén, Martin - In: Economics letters 99 (2008) 3, pp. 516-520
Persistent link: https://www.econbiz.de/10003726236
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On continuous-time Markov processes in bargaining
Houba, Harold - In: Economics letters 100 (2008) 2, pp. 280-283
Persistent link: https://www.econbiz.de/10003768263
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The Beveridge-Nelson decomposition of Markov-switching processes
Chen, Chao-Chun; Tsay, Wen-jen - In: Economics letters 91 (2006) 1, pp. 83-89
Persistent link: https://www.econbiz.de/10003315110