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1
Answering the skeptics : yes, standard volatility models do provide accurate forecasts
Andersen, Torben
- In:
International economic review
39
(
1998
)
4
,
pp. 885-905
Persistent link: https://www.econbiz.de/10001338809
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Nonlinear mean-reversion in real exchange rates : toward a solution to the purchasing power parity puzzles
Taylor, Mark P.
;
Peel, David
;
Sarno, Lucio
- In:
International economic review
42
(
2001
)
4
,
pp. 1015-1042
Persistent link: https://www.econbiz.de/10001624480
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A class of nonlinear ARCH models
Higgins, Matthew Lawrence
- In:
International economic review
33
(
1992
)
1
,
pp. 137-158
Persistent link: https://www.econbiz.de/10001119787
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Testing for autocorrelation using a modified box-pierce Q test
Lobato, Ignacio N.
;
Nankervis, John C.
;
Savin, N. Eugene
- In:
International economic review
42
(
2001
)
1
,
pp. 187-205
Persistent link: https://www.econbiz.de/10001562214
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Model uncertainty and exchange rate volatility
Markiewicz, Agnieszka
- In:
International economic review
53
(
2012
)
3
,
pp. 815-843
Persistent link: https://www.econbiz.de/10009690952
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Money, capital, and exchange rate fluctuations
Gomis-Porqueras, Pedro
;
Kam, Timothy
;
Lee, Junsang
- In:
International economic review
54
(
2013
)
1
,
pp. 329-353
Persistent link: https://www.econbiz.de/10009715134
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Exchange rate manipulation and constructive ambiguity
Fernholz, Ricardo T.
- In:
International economic review
56
(
2015
)
4
,
pp. 1323-1348
Persistent link: https://www.econbiz.de/10011485286
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Pricing of exports and exchange rate uncertainty
Donnenfeld, Shabtai
- In:
International economic review
32
(
1991
)
4
,
pp. 1009-1022
Persistent link: https://www.econbiz.de/10001114726
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Policy-delegation and fixed exchange rates
Hagen, Jürgen von
- In:
International economic review
33
(
1992
)
4
,
pp. 849-870
Persistent link: https://www.econbiz.de/10001133645
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A dynamic model of the open economy with sluggish output
Kiguel, Miguel A.
- In:
International economic review
29
(
1988
)
4
,
pp. 587-606
Persistent link: https://www.econbiz.de/10001056058
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