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1
Roughing it up : including jump components in the measurement, modeling, and forecasting of return volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
- In:
The review of economics and statistics
89
(
2007
)
4
,
pp. 701-720
Persistent link: https://www.econbiz.de/10003567164
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2
Employment versus wage adjustment and the US dollar
Campa, José Manuel
;
Goldberg, Linda S.
- In:
The review of economics and statistics
83
(
2001
)
3
,
pp. 477-489
Persistent link: https://www.econbiz.de/10001594047
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3
Inference on via generalized spectrum and non-linear time series models
Hong, Yongmiao
;
Lee, Tae-hwy
- In:
The review of economics and statistics
85
(
2003
)
4
,
pp. 1048-1062
Persistent link: https://www.econbiz.de/10001832972
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4
Multivariate density forecast evaluation and calibration in financial risk management : high-frequency returns on foreign exchange
Diebold, Francis X.
;
Hahn, Jinyong
;
Tay, Anthony S. A.
- In:
The review of economics and statistics
81
(
1999
)
4
,
pp. 661-673
Persistent link: https://www.econbiz.de/10001437391
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5
Exchange rate pass-through in US manufacturing industries
Yang, Jiawen
- In:
The review of economics and statistics
79
(
1997
)
1
,
pp. 95-104
Persistent link: https://www.econbiz.de/10001215958
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6
Insignificant and inconsequential hysteresis : the case of US bilateral trade
Parsley, David C.
- In:
The review of economics and statistics
75
(
1993
)
4
,
pp. 606-613
Persistent link: https://www.econbiz.de/10001167632
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7
Moment-based tests under parameter uncertainty
Bontemps, Christian
- In:
The review of economics and statistics
101
(
2019
)
1
,
pp. 146-159
Persistent link: https://www.econbiz.de/10012039390
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8
Testing for forward-rate unbiasedness : on regression in levels and in returns
Maynard, Alex
- In:
The review of economics and statistics
85
(
2003
)
2
,
pp. 313-327
Persistent link: https://www.econbiz.de/10001762629
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9
Exchange rate expectations and functional misspecification
Boyd, Roy
- In:
The review of economics and statistics
76
(
1994
)
2
,
pp. 393-398
Persistent link: https://www.econbiz.de/10001170665
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10
The term structure of forward exchange premiums and the forecastability of spot exchange rates : correcting the errors
Clarida, Richard H.
- In:
The review of economics and statistics
79
(
1997
)
3
,
pp. 353-361
Persistent link: https://www.econbiz.de/10001225777
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