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
~subject:"Devisenmarkt"
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
Long memory models for daily a...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Devisenmarkt
Theorie
79
Theory
78
Vereinigte Staaten
63
USA
37
Estimation theory
36
Schätztheorie
36
United States
33
Exchange rate
32
Wechselkurs
32
Sozialrentenversicherung
31
Zeitreihenanalyse
29
Time series analysis
28
Estimation
26
Schätzung
26
Volatilität
22
ARCH-Modell
21
Volatility
21
ARCH model
19
Welt
17
World
17
Risikoprämie
16
Risk premium
16
Currency derivative
15
Währungsderivat
15
Soziale Sicherung
14
Deutschland
13
Exchange rate policy
13
Wechselkurspolitik
13
Agricultural and Food Policy
12
Crop Production/Industries
12
Foreign exchange market
12
Germany
12
Interest rate parity
12
Risk and Uncertainty
12
Sozialversicherung
12
Zinsparität
12
Monetary policy
11
Small open economy
11
US dollar
11
more ...
less ...
Type of publication
All
Article
8
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Arbeitspapier
2
Working Paper
2
Bibliografie enthalten
1
Bibliography included
1
Collection of articles of several authors
1
Festschrift
1
Sammelwerk
1
more ...
less ...
Language
All
English
12
Author
All
Baillie, Richard
10
Bollerslev, Tim
4
McMahon, Patrick C.
3
Baillie, Richard T.
2
Osterberg, William P.
2
Redfearn, Michael R.
2
Bailey, Ralph W.
1
Chang, Sanders S.
1
Han, Young Wook
1
MacMahon, Patrick C.
1
more ...
less ...
Published in...
All
Journal of international money and finance
3
Discussion paper / Center for Economic Research, Tilburg University
1
Journal of financial markets
1
Journal of international economics
1
Oxford economic papers
1
The Korean economic review
1
The review of economic studies
1
Working paper / Federal Reserve Bank of Cleveland
1
Working papers in economics and econometrics
1
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Long memory volatility, central bank intervention and uncovered interest rate parity in the 1920s exchange markets
Baillie, Richard
;
Han, Young Wook
- In:
The Korean economic review
35
(
2019
)
1
,
pp. 183-203
Persistent link: https://www.econbiz.de/10012217148
Saved in:
2
The foreign exchange market : theory and econometric evidence
Baillie, Richard
;
McMahon, Patrick C.
-
1989
Persistent link: https://www.econbiz.de/10000769586
Saved in:
3
Bear squeezes, volatility spillovers and speculative attacks in the hyperinflation 1920s foreign exchange
Baillie, Richard
;
Bollerslev, Tim
;
Redfearn, Michael R.
-
1991
Persistent link: https://www.econbiz.de/10000823527
Saved in:
4
Carry trades, momentum trading and the forward premium anomaly
Baillie, Richard
;
Chang, Sanders S.
- In:
Journal of financial markets
14
(
2011
)
3
,
pp. 441-464
Persistent link: https://www.econbiz.de/10009261760
Saved in:
5
The long memory of the forward premium
Baillie, Richard
- In:
Journal of international money and finance
13
(
1994
)
5
,
pp. 565-571
Persistent link: https://www.econbiz.de/10001171001
Saved in:
6
Central bank intervention and risk in the forward market
Baillie, Richard
- In:
Journal of international economics
43
(
1997
)
3
,
pp. 483-497
Persistent link: https://www.econbiz.de/10001233548
Saved in:
7
Papers in honor of Patrick C. McMahon
Baillie, Richard
(
contributor
);
McMahon, Patrick C.
(
honouree
)
- In:
Journal of international money and finance
16
(
1997
)
6
,
pp. 879-1000
Persistent link: https://www.econbiz.de/10001235358
Saved in:
8
Intra-day and inter-market volatility in foreign exchange rates
Baillie, Richard
- In:
The review of economic studies
58
(
1991
)
4
,
pp. 565-585
Persistent link: https://www.econbiz.de/10001114302
Saved in:
9
Bear squeezes, volatility spillovers and speculative attacks in the hyperinflation 1920s foreign exchange
Baillie, Richard
- In:
Journal of international money and finance
12
(
1993
)
5
,
pp. 511-521
Persistent link: https://www.econbiz.de/10001149594
Saved in:
10
The risk premium in forward foreign exchange markets and G-3 Central Bank intervention : evidence of daily effects, 1985-1990
Baillie, Richard
-
1991
Persistent link: https://www.econbiz.de/10013446140
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
