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Testing Stationary Nonnested Short Memory Against Long Memory Processes

Silvapulle, Param - Department of Economics and Finance, La Trobe Business … - 1995

Persistent link: https://www.econbiz.de/10010541659

Decomposing Exchange Rate Volatility Around the Pacific Rim

Dungey, Mardi H - Department of Economics and Finance, La Trobe Business … - 1999

Volatility in exchange rates is decomposed into components associated with domestic and international concerns for six Pacific Rim currencies. A latent factor model is used to model bilateral exchange rate changes as the weighted sum of three factors; two factors are uniquely associated with...

Persistent link: https://www.econbiz.de/10010541717

Exchange Rates and Strategic Pricing: the Case of Swedish Machinery Exports

Athukorala, Prema-chandra; Manon, Jayant - Department of Economics and Finance, La Trobe Business … - 1994

Persistent link: https://www.econbiz.de/10010541720

Decomposing Exchange Rate Volatility Around the Pacific Rim

Dungey, Mardi H - Department of Economics and Finance, La Trobe Business … - 1999

Persistent link: https://www.econbiz.de/10008867756

Exchange Rates and Strategic Pricing: the Case of Swedish Machinery Exports

Athukorala, Prema-chandra; Manon, Jayant - Department of Economics and Finance, La Trobe Business … - 1994

Persistent link: https://www.econbiz.de/10008867773