//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Hamori, Shigeyuki"
~person:"Sarno, Lucio"
~type_genre:"Article in journal"
~type_genre:"Conference proceedings"
~type_genre:"Konferenzschrift"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
An autoregressive index model...
Similar by subject
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
USA
51
United States
51
Japan
26
Großbritannien
22
United Kingdom
22
Estimation
17
Schätzung
17
Deutschland
14
Germany
14
Exchange rate
10
Wechselkurs
10
Yield curve
10
Zinsstruktur
10
Volatility
9
Volatilität
9
Börsenkurs
8
Share price
8
Forecasting model
7
Prognoseverfahren
7
ARCH model
6
ARCH-Modell
6
Kaufkraftparität
6
Purchasing power parity
6
Canada
5
Comparison
5
Economic growth
5
France
5
Frankreich
5
Kanada
5
Vergleich
5
Wirtschaftswachstum
5
Capital income
4
Financial crisis
4
Finanzkrise
4
Kapitaleinkommen
4
Markov chain
4
Markov-Kette
4
Spillover effect
4
Spillover-Effekt
4
US dollar
4
more ...
less ...
Online availability
All
Undetermined
5
Free
2
Type of publication
All
Article
51
Type of publication (narrower categories)
All
Article in journal
Conference proceedings
Konferenzschrift
Aufsatz in Zeitschrift
51
Graue Literatur
25
Non-commercial literature
25
Arbeitspapier
23
Working Paper
23
Aufsatz im Buch
2
Book section
2
Aufsatzsammlung
1
Bibliografie
1
Hochschulschrift
1
Thesis
1
more ...
less ...
Language
All
English
51
Author
All
Hamori, Shigeyuki
Sarno, Lucio
Cebula, Richard J.
175
Gupta, Rangan
129
Bahmani-Oskooee, Mohsen
124
Neumark, David
106
Poterba, James M.
105
Viscusi, W. Kip
100
Uri, Noel Dean
97
Gruber, Jonathan
90
Auerbach, Alan J.
84
Feldstein, Martin S.
83
Glaeser, Edward L.
82
Partridge, Mark D.
80
Madura, Jeff
79
Jorgenson, Dale Weldeau
78
Krueger, Alan B.
78
Gil-Alaña, Luis A.
77
Burkhauser, Richard V.
74
Cutler, David M.
74
Heckman, James J.
74
Slemrod, Joel
72
Wohar, Mark E.
72
Audretsch, David B.
70
Card, David E.
70
Mishra, Ashok K.
67
Mixon, Franklin G.
67
Sirmans, Clemon F.
67
Payne, James E.
66
Wolff, Edward N.
65
Berger, Allen N.
64
Freeman, Richard B.
62
Goodwin, Barry K.
62
Haltiwanger, John C.
62
Borjas, George J.
61
Currie, Janet M.
59
Katz, Lawrence F.
59
List, John A.
59
Siegfried, John J.
58
Goel, Rajeev K.
57
Apergēs, Nikolaos
56
Jang, Soocheong
56
more ...
less ...
Published in...
All
The journal of futures markets
4
Journal of international money and finance
3
Asian economic and political issues
2
Current politics and economics of Asia
2
Economic modelling
2
Economics letters
2
Japan and the world economy : international journal of theory and policy
2
Journal of banking & finance
2
Journal of money, credit and banking : JMCB
2
Applied economics
1
Applied economics letters
1
Applied financial economics
1
Asia-Pacific financial markets
1
Economic inquiry : journal of the Western Economic Association International
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
European economic review : EER
1
IMF staff papers
1
International review of financial analysis
1
Journal of Asian economics
1
Journal of economic and social measurement
1
Journal of economic dynamics & control
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial economics
1
Journal of international economics
1
Journal of international financial markets, institutions & money
1
Journal of risk and financial management : JRFM
1
Journal of the European Economic Association
1
Oxford bulletin of economics and statistics
1
Progress in economics research
1
Quarterly journal of business and economics : QJBE
1
Research in international business and finance
1
Review / Federal Reserve Bank of St. Louis
1
Review of finance : journal of the European Finance Association
1
The Canadian journal of economics
1
The North American journal of economics and finance : a journal of financial economics studies
1
The journal of business : B
1
The review of economics and statistics
1
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
1
more ...
less ...
Source
All
ECONIS (ZBW)
51
Showing
1
-
10
of
51
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The expectation hypothesis of the term structure of very short-term rates : statistical tests and economic value
Della Corte, Pasquale
;
Sarno, Lucio
;
Thornton, Daniel L.
- In:
Journal of financial economics
89
(
2008
)
1
,
pp. 158-174
Persistent link: https://www.econbiz.de/10003757108
Saved in:
2
New evidence on the forward unbiasedness hypothesis in the foreign-exchange market
Nikolaou, Kleopatra
;
Sarno, Lucio
- In:
The journal of futures markets
26
(
2006
)
7
,
pp. 627-656
Persistent link: https://www.econbiz.de/10003331425
Saved in:
3
The role of asymmetries and regime shifts in the term structure of interest rates
Clarida, Richard H.
;
Sarno, Lucio
;
Taylor, Mark P.
; …
- In:
The journal of business : B
79
(
2006
)
3
,
pp. 1193-1224
Persistent link: https://www.econbiz.de/10003336984
Saved in:
4
A cross-country financial accelerator : evidence from North America and Europe
Mody, Ashoka
;
Sarno, Lucio
;
Taylor, Mark P.
- In:
Journal of international money and finance
26
(
2007
)
1
,
pp. 149-165
Persistent link: https://www.econbiz.de/10003416806
Saved in:
5
The empirical failure of the expectations hypothesis of the term structure of bond yields
Sarno, Lucio
;
Thornton, Daniel L.
;
Valente, Giorgio
- In:
Journal of financial and quantitative analysis : JFQA
42
(
2007
)
1
,
pp. 81-100
Persistent link: https://www.econbiz.de/10003434577
Saved in:
6
Timing exchange rates using order flow : the case of the Loonie
King, Michael R.
;
Sarno, Lucio
;
Sojli, Elvira
- In:
Journal of banking & finance
34
(
2010
)
12
,
pp. 2917-2928
Persistent link: https://www.econbiz.de/10008859370
Saved in:
7
Exchange rates and fundamentals : footloose or evolving relationship?
Sarno, Lucio
;
Valente, Giorgio
- In:
Journal of the European Economic Association
7
(
2009
)
4
,
pp. 786-830
Persistent link: https://www.econbiz.de/10003991826
Saved in:
8
Analysing yield spread and output dynamics in an endogenous Markov switching regression framework
Bhar, Ramaprasad
;
Hamori, Shigeyuki
- In:
Asia-Pacific financial markets
14
(
2007
)
1/2
,
pp. 141-156
Persistent link: https://www.econbiz.de/10003609540
Saved in:
9
Asset prices, exchange rates and the current account
Fratzscher, Marcel
;
Juvenal, Luciana
;
Sarno, Lucio
- In:
European economic review : EER
54
(
2010
)
5
,
pp. 643-658
Persistent link: https://www.econbiz.de/10008657280
Saved in:
10
Market efficiency among futures with different maturities : evidence from the crude oil futures market
Kawamoto, Kaoru
;
Hamori, Shigeyuki
- In:
The journal of futures markets
31
(
2011
)
5
,
pp. 487-501
Persistent link: https://www.econbiz.de/10009009222
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->