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Locally weighted autoregression
Feng, Yuanhua - In: Econometrics in theory and practice : Festschrift for …, (pp. 101-117). 1998
Persistent link: https://www.econbiz.de/10001301452
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Gaussian estimation of a two-factor continuous time model of the short-term interest rate
Bergstrom, A. R.; Nowman, K. B. - In: Economic notes : economic review of Banca Monte dei … 28 (1999) 1, pp. 25-41
Persistent link: https://www.econbiz.de/10001371828
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Deviations of exchange rates from purchasing power parity : a story featuring two monetary unions
Bayoumi, Tamim; MacDonald, Ronald - In: IMF staff papers 46 (1999) 1, pp. 89-102
Persistent link: https://www.econbiz.de/10001380197
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Volatility of exchange rates, interest rates, and stock returns
Najand, Mohammad - In: Journal of multinational financial management 2 (1992) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10001142808
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Testing for nonlinear dependence in daily foreign exchange rates
Hsieh, David A. - In: The journal of business : B 62 (1989) 3, pp. 339-368
Persistent link: https://www.econbiz.de/10001069300
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Time-varying parameters and the out-of-sample forecasting performance of structural exchange rate models
Wolff, Christiaan Cornelis Petrus - In: Journal of business & economic statistics : JBES ; a … 5 (1987) 1, pp. 87-97
Persistent link: https://www.econbiz.de/10001019323
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A cointegration test of the impact of foreign exchange rates on US stock market prices
Ratner, Mitchell - In: Global finance journal 4 (1993) 2, pp. 93-101
Persistent link: https://www.econbiz.de/10001161124
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Temporal aggregation of GARCH processes
Drost, Feike C. - In: Econometrica : journal of the Econometric Society, an … 61 (1993) 4, pp. 909-927
Persistent link: https://www.econbiz.de/10001147137
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A utility-based comparison of some models of exchange rate volatility
West, Kenneth D. - In: Journal of international economics 35 (1993) 1, pp. 23-45
Persistent link: https://www.econbiz.de/10001147269
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Budget deficits and the value of the dollar : an application of cointegration and error-correction modeling
Bahmani-Oskooee, Mohsen - In: Journal of macroeconomics 15 (1993) 4, pp. 661-677
Persistent link: https://www.econbiz.de/10001151498