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Persistent link: https://www.econbiz.de/10009304223

An economic evaluation of empirical exchange rate models

Della Corte, Pasquale; Sarno, Lucio; Tsiakas, Ilias - In: The review of financial studies 22 (2009) 9, pp. 3491-3530

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An economic evaluation of empirical exchange rate models

Della Corte, Pasquale; Sarno, Lucio; Tsiakas, Ilias - 2007

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The asymmetric impact of macroeconomic shocks on stock returns in Turkey : a nonlinear ARDL approach

Yacouba, Kassouri; Altintas, Halil - In: Romanian journal of economic forecasting 22 (2019) 2, pp. 98-116

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Interest rate volatility of the federal funds rate : response of the Bank Indonesia and its impact on the Indonesian economic stability

Mukhlis, Imam; Hidayah, Isnawati; Retnasih, Nora Ria - In: Journal of central banking theory and practice 9 (2020) 1, pp. 111-133

This research aims to analyse the response of the Bank Indonesia (BI rate) to the Indonesian economic stability. The data analysis is stationarity test, model stability test, lag determination, Structural Vector Autoregression (SVAR), Impulse Response Function (IRF), and Variance Decomposition...

Persistent link: https://www.econbiz.de/10012167214