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Arch-modeling managed-floating foreign exchange rates : the European ERM experience
Kam, Simon W. - 1996
Persistent link: https://www.econbiz.de/10000952097
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The message in weekly exchange rates in the European monetary system : mean reversion, conditional heteroskedasticity and jumps
Vlaar, Peter J. G.; Palm, Franz C. - 1992
Persistent link: https://www.econbiz.de/10000831061
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Impact of EMS membership on its nominal exchange rate volatility : an approach with univariate and multivariate GARCH models
Hong, Kabsoo - In: Seoul journal of economics 5 (1992) 1, pp. 51-74
Persistent link: https://www.econbiz.de/10001133560
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The message in weekly exchange rates in the European Monetary System : mean reversion, conditional heteroscedasticity, and jumps
Vlaar, Peter J. G. - In: Journal of business & economic statistics : JBES ; a … 11 (1993) 3, pp. 351-360
Persistent link: https://www.econbiz.de/10001146825
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Measuring economic convergence
Hall, Stephen G. - In: International journal of finance & economics : IJFE 2 (1997) 2, pp. 131-143
Persistent link: https://www.econbiz.de/10001227650
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An application of the Kalman Filter to the Spanish experience in a target zone : (1989 - 92)
Alberola, Enrique; López, J. Humberto; Orts Ríos, Vicente - In: Revista española de economía 11 (1994) 1, pp. 191-212
Persistent link: https://www.econbiz.de/10001175668
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An application of the Kalman Filter to the Spanish experience in a target zone : (1989 - 92)
Alberola, Enrique; López, J. Humberto; Orts Ríos, Vicente - 1993
Persistent link: https://www.econbiz.de/10000889863
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An application of the Kalman filter to the Spanish experience in a target zone : (1989 - 92)
Alberola, Enrique; Lopez, J. H.; Orts Ríos, Vicente - 1993
Persistent link: https://www.econbiz.de/10000142921
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Inflation convergence in the EMU
Karanasos, Menelaos; Koutroumpis, P.; Karavias, Y.; … - In: Journal of empirical finance 39 (2016), pp. 241-253
Persistent link: https://www.econbiz.de/10011664324
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Business cycle synchronization : a regional perspective
Beck, Krzysztof - 2014
Turmoil in euro area once more forces EU authorities to rethink future of further monetary integration. One of the most commonly used criterions for successful monetary in contemporary research is business cycle synchronization (BCS). Though BCS has been vastly described at country level, not as...
Persistent link: https://www.econbiz.de/10012011034