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Parametric distributional flexibility and conditional variance models with an application to hourly exchange rates
Lye, Jenny N. - 1998
Persistent link: https://www.econbiz.de/10000991823
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A generalized parametric exponential family approach to modelling the distribution of exchange rate movements
Martin, Vance - 1991
Persistent link: https://www.econbiz.de/10000832855
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Chaos and non-linear models in economics : theory and applications
Creedy, John (ed.); Martin, Vance (contributor) - 1994
Persistent link: https://www.econbiz.de/10000346201
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A multifactor model of exchange rates with unanticipated shocks : measuring contagion in the East Asian currency crisis
Dungey, Mardi H.; Martin, Vance - In: Journal of emerging market finance 3 (2004) 3, pp. 305-330
Persistent link: https://www.econbiz.de/10002498316
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A model of the real exchange rate
Creedy, John - In: Nonlinear economic models : cross-sectional, times …, (pp. 143-159). 1997
Persistent link: https://www.econbiz.de/10001302942
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Forecasting large changes in exchange rates
Lim, Guay C.; Martin, Vance - In: Economic forecasting, (pp. 255-276). 2000
Persistent link: https://www.econbiz.de/10001515132
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The distribution of exchange rate returns and tahe pricing of currency opations
Lim, Guay C.; Lye, Jenny N.; Martin, Gael M.; Martin, Vance - In: Journal of international economics 45 (1998) 2, pp. 351-368
Persistent link: https://www.econbiz.de/10001395805
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Exchange rate indicators and optimal currency baskets : a macroeconomic analysis with application to developing countries
Horne, Jocelyn P. - In: Applied economics 21 (1989) 9, pp. 1137-1152
Persistent link: https://www.econbiz.de/10001070852