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Implicit bands in the yen/dollar exchange rate

Ledesma-Rodríguez, Francisco José; Navarro Ibáñez, … - In: Applied economics 43 (2011) 10/12, pp. 1241-1255

Persistent link: https://www.econbiz.de/10009239432

Modelling tourism receipts and associated risks, using long-range dependence models

Pérez Rodríguez, Jorge V.; Santana-Gallego, María - In: Tourism economics : the business and finance of tourism … 26 (2020) 1, pp. 70-96

Persistent link: https://www.econbiz.de/10012182775

Periodicidad intradía en la relación entre contado y futuro

Pérez Rodríguez, Jorge V. - In: Revista de economía aplicada : publicación cuatrimestral 13 (2005) 38, pp. 65-94

Persistent link: https://www.econbiz.de/10003311960

The Euro and other major currencies floating against the US dollar

Pérez Rodríguez, Jorge V. - In: Atlantic economic journal : AEJ 34 (2006) 4, pp. 367-384

Persistent link: https://www.econbiz.de/10003408487

Another look at the implied and realised volatility relation : a copula-based approach

Pérez Rodríguez, Jorge V. - In: Risk management : a journal of risk, crisis and disaster 22 (2020) 1, pp. 38-64

Persistent link: https://www.econbiz.de/10012297596

Volatility transmission for cross-listed firms and the role of international exposure

Pascual-Fuster, Bartholomé; Pérez Rodríguez, Jorge V. - In: Japan and the world economy : international journal of … 19 (2007) 3, pp. 303-328

Persistent link: https://www.econbiz.de/10003647724

¿Qué régimen de volatilidad dominó tras la entrada del euro?

Santana Jiménez, Yolanda; Pérez Rodríguez, Jorge V. - In: Información comercial española : ICE : revista de … 835 (2007), pp. 273-284

Persistent link: https://www.econbiz.de/10003471936

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

Modelling prices and volatilities in the sharing economy

Pérez Rodríguez, Jorge V.; Hernández, Juan M.; … - In: Tourism economics : the business and finance of tourism … 30 (2024) 5, pp. 1189-1215

Persistent link: https://www.econbiz.de/10015056859

Further Evidence on Implicit Bands in the Yen/Dollar Exchange Rate

Ledesma Rodríguez, Francisco; Navarro Ibáñez, Manuel; … - 2006

This paper attempts to identify implicit exchange rate regimes for the Yen/Dollar exchange rate. To that end, we apply a sequential procedure that considers both the dynamics of exchange rates and central bank interventions to data covering the period from 1971 to 2003. Our results would suggest...

Persistent link: https://www.econbiz.de/10014057289