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Time series analysis
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54
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Conference Nonlinear Dynamics and Economics <1992, Florenz>
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Conference on Applied Probability and Time Series Analysis <1995, Athen>
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Journal of economic dynamics & control
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Journal of empirical finance
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Finance research letters
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CESifo working papers
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Oxford bulletin of economics and statistics
55
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55
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International review of economics & finance : IREF
52
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50
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48
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48
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ECONIS (ZBW)
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EconStor
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ArchiDok
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1
Some stylised facts about the exchange rate behaviour of Central European currencies
Vejmělek, Jan
- In:
Acta oeconomica Pragensia : vědecký časopis Vysoke …
24
(
2016
)
2
,
pp. 3-17
Persistent link: https://www.econbiz.de/10011537495
Saved in:
2
Assessing the exchange rate
volatility
as an external shock to Chinese economy
Azimi, Mohammad Naim
- In:
International journal of economics and finance
8
(
2016
)
5
,
pp. 277-285
Persistent link: https://www.econbiz.de/10011487622
Saved in:
3
Modelling exchange rate
volatility
of Somali Shilling against US Dollar by utilizing GARCH models
Ali, Abdullahi Osman
- In:
International journal of economics and financial issues …
11
(
2021
)
2
,
pp. 35-39
Persistent link: https://www.econbiz.de/10012509707
Saved in:
4
Detecting scapegoat effects in the relationship between exchange rates and macroeconomic fundamentals : a new approach
Pozzi, Lorenzo
;
Sadaba, Barbara
- In:
Macroeconomic dynamics
24
(
2020
)
4
,
pp. 951-994
Persistent link: https://www.econbiz.de/10012241042
Saved in:
5
The recent effects of exchange rate on international trade
Choi, Myoung Shik
- In:
Prague economic papers : a bimonthly journal of …
26
(
2017
)
6
,
pp. 661-689
Persistent link: https://www.econbiz.de/10011780227
Saved in:
6
Conditional heteroskedasticity in the
volatility
of asset returns
Ding, Yashuang
-
2021
Persistent link: https://www.econbiz.de/10013262866
Saved in:
7
An application of a random level shifts model to the
volatility
of Peruvian stock and exchange rate returns
Ojeda Cunya, Junior Alex
;
Rodriguez, Gabriel
- In:
Macroeconomics and finance in emerging market economies
9
(
2016
)
1/3
,
pp. 34-55
Persistent link: https://www.econbiz.de/10011583531
Saved in:
8
Volatility
spillover in foreign exchange markets
Rajhans, Rajni Kant
;
Jain, Anuradha
- In:
Paradigm : the journal of Institute of Management Technology
19
(
2015
)
2
,
pp. 137-151
Persistent link: https://www.econbiz.de/10011761392
Saved in:
9
Modelling exchange rate
volatility
with random level shifts
Li, Ye
;
Perron, Pierre
;
Xu, Jiawen
- In:
Applied economics
49
(
2017
)
26
,
pp. 2579-2589
Persistent link: https://www.econbiz.de/10011819611
Saved in:
10
The predictive ability of several models of exchange rate
volatility
West, Kenneth D.
;
Cho, Dongchul
-
1994
Persistent link: https://www.econbiz.de/10000884768
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