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The term structure of interest rates and regime shifts : some empirical results
Kugler, Peter - In: Economics letters 50 (1996) 1, pp. 121-126
Persistent link: https://www.econbiz.de/10001194156
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The dynamic covariance structure of exchange rate changes : empirical results from a factor GARCH model
Kugler, Peter - 1992
Persistent link: https://www.econbiz.de/10000856746
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Testing for a long run relationship for trend and difference stationary series
Kugler, Peter; Schwendener, Peter - 1992
Persistent link: https://www.econbiz.de/10000859681
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Non-linear dependence of exchange rate changes and international interest rate differentials : an empirical investigation
Kugler, Peter - 1991
Persistent link: https://www.econbiz.de/10000818036
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The dynamic covariance structure of exchange rate changes : empirical results from a factor GARCH model
Kugler, Peter - 1992
Persistent link: https://www.econbiz.de/10000146757
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Testing for a long run relationship for trend and difference stationary series
Kugler, Peter; Schwendener, Peter - 1992
Persistent link: https://www.econbiz.de/10000151152
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Nonlinear dynamics of spot and forward exchange rates : an application of a seminonparametric estimation procedure
Hsu, Chiente - 1994
Persistent link: https://www.econbiz.de/10000902659
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The expectation hypothesis and interest rate volatility on the Euromarket : some empirical results
Kugler, Peter - In: Econometric analysis of financial markets, (pp. 129-137). 1994
Persistent link: https://www.econbiz.de/10001284432
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Non-linearities in foreign exchange markets : a different perspective
Kräger, Horst - In: Journal of international money and finance 12 (1993) 2, pp. 195-208
Persistent link: https://www.econbiz.de/10001141844
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Two-stage least squares random forests with an application to Angrist and Evans (1998)
Biewen, Martin; Kugler, Philipp - In: Economics letters 204 (2021), pp. 1-5
Persistent link: https://www.econbiz.de/10012607793