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~isPartOf:"Working paper"
~person:"Mignon, Valérie"
~person:"Roengchai Tansuchat"
~subject:"Kointegration"
~subject:"Volatilität"
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Mignon, Valérie
Roengchai Tansuchat
McAleer, Michael
42
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16
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15
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ECONIS (ZBW)
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Nonlinear adjustment of the real exchange rate towards its equilibrium value : a panel smooth transition error correction modelling
Béreau, Sophie
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003796161
Saved in:
2
Do terms of trade drive real exchange rates? : Comparing oil and commodity currencies
Coudert, Virginie
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003796190
Saved in:
3
Currency misalignments and growth : a new look using nonlinear panel data methods
Béreau, Sophie
;
López Villavicencio, Antonia
;
Mignon, …
-
2009
Persistent link: https://www.econbiz.de/10003927279
Saved in:
4
Post-recession US employment through the lens of a non-linear Okun’s law
Chinn, Menzie David
;
Ferrara, Laurent
;
Mignon, Valérie
-
2013
Persistent link: https://www.econbiz.de/10009790048
Saved in:
5
On the influence of oil prices on economic activity and other macroeconomic and financial variables
Lescaroux, François
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003750610
Saved in:
6
China and the relationship between the oil price and the dollar /Agnès Bénassy-Quéré, Valérie Mignon & Alexis Penot
Bénassy-Quéré, Agnès
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003181826
Saved in:
7
Conditional correlations and
volatility
spillovers between crude oil and stock index returns
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669344
Saved in:
8
Crude oil hedging strategies using dynamic multivariate GARCH
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669351
Saved in:
9
Analyzing and forecasting
volatility
spillovers, asymmetries and hedging in major oil markets
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2010
Persistent link: https://www.econbiz.de/10008669993
Saved in:
10
Modelling conditional correlations in the
volatility
of Asian rubber spot and futures returns
Chang, Chia-Lin
;
Khamkaew, Thanchanok
;
McAleer, Michael
; …
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008689063
Saved in:
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