Narrow search
Showing 1 - 10 of 16,263
Cover Image
Exchange rate volatility and validity of purchasing power parity : a dynamic panel GARCH model
Çağlayan Akay, Ebru; Ergin, Nursefa - In: The empirical economics letters : a monthly … 16 (2017) 1, pp. 9-18
Persistent link: https://www.econbiz.de/10011718663
Cover Image
Purchasing power parity before and after the adoption of the euro
Zhou, Su; Bahmani-Oskooee, Mohsen; Kutan, Ali Mustafa - In: Review of world economics 144 (2008) 1, pp. 134-150
Persistent link: https://www.econbiz.de/10003684161
Cover Image
Further evidence on purchasing power parity and country characteristics
Wu, Jyh-lin; Cheng, Su-yin; Han Hou - In: International review of economics & finance : IREF 20 (2011) 2, pp. 257-266
Persistent link: https://www.econbiz.de/10009304134
Cover Image
Effective Real Exchange Rate Volatility and Economic Growth in Sub-Saharan Africa : Evidence from Panel Unit Root and Cointegration Tests
Ndambendia, Houdou - 2011
In this paper, we investigate the long-run relationship between effective real exchange rate volatility and economic growth in 15 Sub-Saharan African (SSA) countries using panel unit root and cointegration tests over the period 1980 to 2004. In addition, we use fully modified OLS (FMOLS),...
Persistent link: https://www.econbiz.de/10013128806
Cover Image
Relationship among exchange rate fluctuations and stock market indices : an empirical analysis with reference to S&P BSE Sensex
Kumar, Roshan; Gupta, Manisha - In: International journal of economic research 14 (2017) 2, pp. 85-93
Persistent link: https://www.econbiz.de/10011858348
Cover Image
The effect of real exchange rate volatility on exports in the Baltic region
Moslares, Carlos; Ekanayake, E. M. - In: The international journal of business and finance … 12 (2018) 1, pp. 23-38
Persistent link: https://www.econbiz.de/10011856269
Cover Image
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
Cover Image
Volatility in cereal prices : intra- versus inter-annual volatility
Ott, Hervé - In: Journal of agricultural economics 65 (2014) 3, pp. 557-578
Persistent link: https://www.econbiz.de/10010467381
Cover Image
Nonstationary-volatility robust panel unit root tests and the great moderation
Hanck, Christoph; Czudaj, Robert - 2013
Testverfahren, welches auf einer Kombination von Zeitreihen-Einheitswurzeltests basiert. Als Zeitreihen-Einheitswurzeltest werden …
Persistent link: https://www.econbiz.de/10009779045
Cover Image
Modeling persistent interest rates with volatility-induced stationarity
Hansen, Anne Lundgaard - 2019
It is well-known that interest rates are extremely persistent, yet they are best modeled and understood as stationary processes. These properties are contradictory in the workhorse Gaussian affine term structure model in which persistent data often result in unit roots that imply...
Persistent link: https://www.econbiz.de/10012111254