Narrow search
Showing 1 - 10 of 36,923
Cover Image
A fractional cointegration var analysis of exchange rate dynamics
Gil-Alaña, Luis A.; Carcel, Hector - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-9
Persistent link: https://www.econbiz.de/10012658798
Cover Image
Modelling and forecasting the dollar-pound exchange rate in the presence of structural breaks
Castle, Jennifer - 2019
Persistent link: https://www.econbiz.de/10012170952
Cover Image
Time series prognostication models applied to the US dollar and the Japanes yen
Arize, Augustine Chuck; Berendt, Charles J.; … - In: The international journal of finance 27 (2015) 4, pp. 501-516
Persistent link: https://www.econbiz.de/10011718643
Cover Image
Predicting exchange rates out of sample : can economic fundamentals beat the random walk?
Li, Jiahan; Tsiakas, Ilias; Wang, Wei - In: Journal of financial econometrics : official journal of … 13 (2015) 2, pp. 293-341
Persistent link: https://www.econbiz.de/10011339312
Cover Image
Oil prices and real exchange rates in the NAFTA region
Baghestani, Hamid; Toledo, Hugo - In: The North American journal of economics and finance : a … 48 (2019), pp. 253-264
Persistent link: https://www.econbiz.de/10012120237
Cover Image
Exchange rates and fundamentals : forecasting with long maturity forward rates
Darvas, Zsolt M.; Schepp, Zoltán - In: Journal of international money and finance 143 (2024), pp. 1-24
Persistent link: https://www.econbiz.de/10014551354
Cover Image
Exchange rates dynamics revisited : a panel data test of the fractional integration order
Andersson, Fredrik N. G. - In: Empirical economics : a journal of the Institute for … 47 (2014) 2, pp. 389-409
Persistent link: https://www.econbiz.de/10010391171
Cover Image
Purchasing power parity vs. uncovered interest rate parity for NAFTA countries : the value of incorporating time-varying parameter model
Yoon, Jong Cheol; Min, Dai Hong; Jei, Sang Young - In: Economic modelling 90 (2020), pp. 494-500
Persistent link: https://www.econbiz.de/10012428957
Cover Image
Re-estimation of Keynesian model by considering critical events and multiple cointegrating vectors
Hina, Hafsa; Qayyum, Abdul - In: The Pakistan development review : PDR 54 (2015) 2, pp. 123-145
Persistent link: https://www.econbiz.de/10011561554
Cover Image
Nominal shocks and real exchange rates : evidence from two centuries
Craighead, William D.; Tien, Pao-lin - In: Journal of international money and finance 56 (2015), pp. 135-157
Persistent link: https://www.econbiz.de/10011477885