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1
Nonlinear features of realized FX
volatility
Maheu, John M.
;
McCurdy, Thomas H.
- In:
The review of economics and statistics
84
(
2002
)
4
,
pp. 668-681
Persistent link: https://www.econbiz.de/10001711218
Saved in:
2
Stock market
volatility
and macroeconomic fundamentals
Engle, Robert F.
;
Ghysels, Eric
;
Sohn, Bumjean
- In:
The review of economics and statistics
95
(
2013
)
3
,
pp. 776-797
Persistent link: https://www.econbiz.de/10009793016
Saved in:
3
The global transmission of
volatility
in the foreign exchange market
Melvin, Michael
;
Melvin, Bettina Peiers
- In:
The review of economics and statistics
85
(
2003
)
3
,
pp. 670-679
Persistent link: https://www.econbiz.de/10001791774
Saved in:
4
Measuring market integration : foreign exchange arbitrage and the gold standard, 1879 - 1913
Canjels, Eugene
;
Prakash-Canjels, Gauri
;
Taylor, Alan M.
- In:
The review of economics and statistics
86
(
2004
)
4
,
pp. 868-882
Persistent link: https://www.econbiz.de/10002535627
Saved in:
5
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
Saved in:
6
External adjustments and exchange rate flexibility : some evidence from US data
Kim, Yoonbai
- In:
The review of economics and statistics
73
(
1991
)
1
,
pp. 176-181
Persistent link: https://www.econbiz.de/10001107301
Saved in:
7
A multivariate posterior odds approach to assessing competing exchange rate models
Fuhrer, Jeffrey C.
- In:
The review of economics and statistics
73
(
1991
)
1
,
pp. 113-124
Persistent link: https://www.econbiz.de/10001107340
Saved in:
8
Sources of fluctuations in real and nominal exchange rates
Lastrapes, William Dean
- In:
The review of economics and statistics
74
(
1992
)
3
,
pp. 530-539
Persistent link: https://www.econbiz.de/10001135708
Saved in:
9
Exchange rates and investment in United States industry
Goldberg, Linda S.
- In:
The review of economics and statistics
75
(
1993
)
4
,
pp. 575-588
Persistent link: https://www.econbiz.de/10001167640
Saved in:
10
Modelling the coherence in short-run nominal exchange rates : a multivariate generalized ARCH model
Bollerslev, Tim
- In:
The review of economics and statistics
72
(
1990
)
3
,
pp. 498-505
Persistent link: https://www.econbiz.de/10001093160
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