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Endogenous uncertainty: A unified view of market volatility

Kurz, Mordecai - 1997

The purpose of this paper is to provide a non-technical exposition of the main conclusions of the theory of Rational Belief Equilibrium (RBE) for market volatility. It is argued that the theory of Rational Belief Equilibria (RBE) provides a unified paradigm for explaining market volatility by...

Persistent link: https://www.econbiz.de/10011608344

Financial openness and growth in developing countries : why does the type of external financing matter?

Gaies, Brahim; Nabi, Mahmoud Sami - In: Journal of economic integration : jei 34 (2019) 3, pp. 426-464

Persistent link: https://www.econbiz.de/10012136114

A structuralist-Keynesian model for determining the optimum real exchange rate for Brazil’s economic development process : 1999-2015

Nassif, André; Feijó, Carmem; Araújo, Eliane - In: CEPAL review (2017) 123, pp. 187-208

Persistent link: https://www.econbiz.de/10012000186

Uncertainty and currency performance : a quantile-on-quantile approach

Han, Liyan; Liu, Yang; Yin, Libo - In: The North American journal of economics and finance : a … 48 (2019), pp. 702-729

Persistent link: https://www.econbiz.de/10012120323

Sustainability of monetary-cum-exchange rate policy in China

Akiba, Hiroya - In: Frontiers of economics in China : selected publications … 14 (2019) 4, pp. 604-628

Persistent link: https://www.econbiz.de/10012227481

Hurst exponents and delampertized fractional Brownian motions

Garcin, Matthieu - In: International journal of theoretical and applied finance 22 (2019) 5, pp. 1-26

Persistent link: https://www.econbiz.de/10012153029

Cross-market information spillover and the performance of technical trading in the foreign exchange market

Chang, Yung-ho - In: Journal of economics and finance 43 (2019) 2, pp. 211-227

Persistent link: https://www.econbiz.de/10012171037

The multi-curve potential model

Nguyen, The Anh; Seifried, Frank Thomas - In: International journal of theoretical and applied finance 18 (2015) 7, pp. 1-32

Persistent link: https://www.econbiz.de/10011404390

Can a relative purchasing power parity-based model outperform a random walk in forecasting short-term exchange rates?

Simpson, Marc W.; Grossmann, Axel - In: International journal of finance & economics : IJFE 16 (2011) 4, pp. 375-392

Persistent link: https://www.econbiz.de/10009508870

Uncertainty network risk and currency returns

Babiak, Mykola; Baruník, Jozef - 2021

Persistent link: https://www.econbiz.de/10012583340