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Prediction of financial downside-risk with heavy-tailed conditional distributions
Mittnik, Stefan; Paolella, Marc S. - 2003
Persistent link: https://www.econbiz.de/10001788591
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Prediction of financial downside-risk with heavy-tailed conditional distributions
Mittnik, Stefan; Paolella, Marc S. - In: Handbook of heavy tailed distributions in finance, (pp. 385-404). 2003
Persistent link: https://www.econbiz.de/10001882139
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Monetary model of exchange rate determination : evidence from the Canadian/US dollar exchange rate during the eighties
Upadhyaya, Kamal Prasad - In: The Indian economic journal 41 (1994) 3, pp. 158-164
Persistent link: https://www.econbiz.de/10001167945
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Monetary models of the Canadian- US exchange rate : a reexamination of empirical evidence, 1971 - 1986
Florentis, G. - In: Quarterly journal of business and economics : QJBE 33 (1994) 4, pp. 27-42
Persistent link: https://www.econbiz.de/10001175506
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Paper pushers or paper money? : Empirical assessment of fiscal and monetary models of exchange rate determination
Chinn, Menzie David - In: Journal of policy modeling : JPMOD ; a social science … 19 (1997) 1, pp. 51-78
Persistent link: https://www.econbiz.de/10001217192
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The monetary model of exchange rates : evidence from the Canadian float of the 1950s
Choudhry, Taufiq - In: Journal of macroeconomics 19 (1997) 2, pp. 349-362
Persistent link: https://www.econbiz.de/10001218200
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Bayesian analysis of stochastic volatility models with flexible tails
Steel, Mark F. J. - In: Econometric reviews 17 (1998) 2, pp. 109-143
Persistent link: https://www.econbiz.de/10001240681
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International interest rate linkages and the exchange rate regime
Johnson, David R. - In: Journal of international money and finance 11 (1992) 4, pp. 340-365
Persistent link: https://www.econbiz.de/10001126413
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Liberalization of financial markets and the volatility of exchange rates
Henderson, Dale W. (contributor);  … - In: Trade and investment relations among the United States, …, (pp. 365-378). 1989
Persistent link: https://www.econbiz.de/10001273721
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Export prices and exchange rates : an industry approach
Schembri, Lawrence - In: Trade policies for international competitiveness, (pp. 185-206). 1989
Persistent link: https://www.econbiz.de/10001273749