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The application of multivariate GARCH models to turbulent financial markets
Zahnd, Edy - 2002 - Als Ms. gedr.
Persistent link: https://www.econbiz.de/10001659873
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Australian commodity export pass-through and feedback causality from the exchange rate to commodity prices
Webber, Anthony G. - 1996
Persistent link: https://www.econbiz.de/10000627174
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Australian commodity export pass-through and feedback causality from the exchange rate to commodity prices
Webber, Anthony G. - 1996
Persistent link: https://www.econbiz.de/10000958792
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Australian commodity export pass-through and feedback causality from commodity prices to the exchange rate
Webber, Anthony G. - In: Australian economic papers 36 (1997) 68, pp. 55-68
Persistent link: https://www.econbiz.de/10001234388
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Exchange rate pass-through in small, open, commodity-exporting economies : lessons from Canada
Flaccadoro, Marco - 2022
Persistent link: https://www.econbiz.de/10013382444
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A Gibbs sampling approach to cointegration
Bauwens, Luc - 1997
Persistent link: https://www.econbiz.de/10000962645
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Smooth transition models and arbitrage consistency
Peel, David (contributor); Venetis, Ioannis A. (contributor) - 2005
Persistent link: https://www.econbiz.de/10003140835
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Smooth transition models and arbitrage consistency
Peel, David; Venetis, Ioannis A. - In: Economica 72 (2005), pp. 413-430
Persistent link: https://www.econbiz.de/10003015359
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Imported goods prices, domestic prices, and the money supply: are they cointegrated?
Schnitzel, Paul - In: The southern business & economic journal 15 (1992) 3, pp. 186-197
Persistent link: https://www.econbiz.de/10001126527