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Exchange rates and monetary fundamentals : what do we learn from long-horizon regressions?
Kilian, Lutz - In: Journal of applied econometrics 14 (1999) 5, pp. 491-510
Persistent link: https://www.econbiz.de/10001421490
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Technical analysis in the foreign exchange market : a cointegration-based approach
Fiess, Norbert M.; MacDonald, Ronald - In: Multinational finance journal : MF ; quarterly … 3 (1999) 3, pp. 147-172
Persistent link: https://www.econbiz.de/10001566860
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Technical Analysis in the Foreign Exchange Market : A Cointegration-Based Approach
Fiess, Norbert - 2016
relationships between them using multivariate cointegration methods. This methodology facilitates the construction of dynamic …
Persistent link: https://www.econbiz.de/10013004233
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Empirical evidence of the monetary approach to the exchange rate determinants under a fully flexible regime : the case of Mexico
Gallegos-David, Alberto; Lorenzo-Valdes, Arturo; Trejo … - In: International journal of monetary economics and finance … 15 (2022) 1, pp. 35-57
Persistent link: https://www.econbiz.de/10013256803
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Testing the forward volatility unbiasedness hypothesis in exchange rates under long-range dependence
Pérez Rodríguez, Jorge V.; Andrada Félix, Julián; … - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10012822266
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The monetary model of exchange rates and cointegration : estimation, testing and prediction
Gardeazabal, Javier - 1992
Persistent link: https://www.econbiz.de/10013278164
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An empirical analysis of relationships between the forward exchange rates and present and future spot exchange rates : example of CZK/USD and CZK/EUR
Arlt, Josef; Mandel, Martin - In: Finance a úvěr 67 (2017) 3, pp. 199-220
Persistent link: https://www.econbiz.de/10011720711
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Forecasting inflation from the term structure : a cointegration approach
Wickens, Mike; Tzavalis, Elias - 1992
Persistent link: https://www.econbiz.de/10000137105
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Does consumption-wealth ratio signal stock returns? : VECM results for Germany
Fang, Xu (contributor) - 2005
This paper studies the signalling effect of the consumption-wealth ratio (cay) on German stock returns via vector error correction models (VECMs). The effect of cay on U.S. stock returns has been recently confirmed by Lettau and Ludvigson with a two-stage method. In this paper, performances of...
Persistent link: https://www.econbiz.de/10002633392