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Modelling interest rate volatility : regime switches and level links
Dewachter, Hans - In: Weltwirtschaftliches Archiv : Zeitschrift des Instituts … 132 (1996) 2, pp. 236-258
Persistent link: https://www.econbiz.de/10001201723
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Chaos in the Dornbusch model of the exchange rate
De Grauwe, Paul; Dewachter, Hans - In: Kredit und Kapital 25 (1992) 1, pp. 26-54
Persistent link: https://www.econbiz.de/10001122127
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A chaotic model of the exchange rate : the role of fundamentalists and chartists
De Grauwe, Paul - In: Open economies review 4 (1993) 4, pp. 351-379
Persistent link: https://www.econbiz.de/10001158485
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A note on the sum-stability of speculative returns
Dewachter, Hans - In: Economic notes : economic review of Banca Monte dei … 23 (1994) 1, pp. 116-124
Persistent link: https://www.econbiz.de/10001165649
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Setting futures margins : the extremes approach
Dewachter, Hans - 1996
Persistent link: https://www.econbiz.de/10000940633
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A cross-country comparison of CPI as a measure of inflation
Dewachter, Hans; Lustig, Hanno - 1997
Persistent link: https://www.econbiz.de/10000965461
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Sticky prices and the nominal effects of real shocks
Dewachter, Hans; Lustig, Hanno - 1998
Persistent link: https://www.econbiz.de/10000977354
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Can Markov switching models replicate chartist profits in the foreign exchange market?
Dewachter, Hans - 1997
Persistent link: https://www.econbiz.de/10000977355
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Zijn beleggingsbladen een goede belegging?
Abraham, Filip; Van Camp, Guy; Dewachter, Hans - 1992
Persistent link: https://www.econbiz.de/10000904058
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Measuring convergence speed of asset prices toward a pre-announced target
Dewachter, Hans; Veestraeten, Dirk - 1999
Persistent link: https://www.econbiz.de/10001355074