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Essays on exchange rate dynamics
Kanatas, George - 1979
Persistent link: https://www.econbiz.de/10002069783
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Sources of real exchange rate fluctuations : how important are nominal shocks?
Clarida, Richard H.; Galí, Jordi - 1994
Persistent link: https://www.econbiz.de/10000883655
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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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European monetary arrangements : implications for the dollar, exchange rate variability and credibility
Edison, Hali J.; Kole, Linda S. - 1994
Persistent link: https://www.econbiz.de/10000887384
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The predictive ability of several models of exchange rate volatility
West, Kenneth D.; Cho, Dongchul - 1994 - Rev
Persistent link: https://www.econbiz.de/10000892226
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Exchange rate volatility and trade : a survey
Côté, Agathe - 1994
Persistent link: https://www.econbiz.de/10000893084
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The multifractal structure of high frequency foreign exchange rate fluctuations
Dēmos, Antōnēs A.; Vassilicos, J. C. - 1994
Persistent link: https://www.econbiz.de/10000895905
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Compound volatility processes in EMS exchange rates
Dueker, Michael - 1994
Persistent link: https://www.econbiz.de/10000896965
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Conditional leptokurtosis and non-linear dependence in exchange rate returns
Caporale, Guglielmo Maria; Hassapis, Christis; Pittis, … - 1994
Persistent link: https://www.econbiz.de/10000897287
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Target zones and conditional volatility : an ARCH application to the EMS
Neely, Christopher J. - 1993
Persistent link: https://www.econbiz.de/10000897484