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Exchange rate volatility and volatility asymmetries: an application to finding a natural dollar currency
Kwek, Kian Teng; Koay, Kuan Nee - In: Applied Economics 38 (2006) 3, pp. 307-323
Based on six daily spot nominal exchange rate returns denominated in the US dollar, viz-a-viz UK Pound, Japanese Yen, Swiss Franc, Canadian dollar, Australian dollar and Singapore dollar, this paper tries to find a natural Dollar currency by comparing the linear/nonlinear dynamics in the...
Persistent link: https://www.econbiz.de/10005640319
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A new test for fourth-order autoregressive disturbances
King, Maxwell L. - In: Journal of econometrics 24 (1984) 3, pp. 269-277
Persistent link: https://www.econbiz.de/10003601851
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The Durbin-Watson test for serial correlation : bounds for regressions using monthly data
King, Maxwell L. - In: Journal of econometrics 21 (1983) 3, pp. 357-366
Persistent link: https://www.econbiz.de/10002211152
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The Durbin-Watson test for serial correlation : bounds for regressions with trend and/or seasonal dummy variables
King, Maxwell L. - In: Econometrica : journal of the Econometric Society, an … 49 (1981) 6, pp. 1571-1581
Persistent link: https://www.econbiz.de/10002211158
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A note on Szroeter's bounds test
King, Maxwell L. - In: Oxford bulletin of economics and statistics 43 (1981) 3, pp. 315-321
Persistent link: https://www.econbiz.de/10002211200
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A point optimal test for autoregressive disturbances
King, Maxwell L. - In: Journal of econometrics 27 (1985) 1, pp. 21-37
Persistent link: https://www.econbiz.de/10002211214
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Testing for autoregressive against moving average errors in the linear regression model
King, Maxwell L. - In: Annals of applied econometrics (1983) 1, pp. 35-51
Persistent link: https://www.econbiz.de/10002211230
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Testing for a serially correlated component in regression disturbances
King, Maxwell L. - In: International economic review 23 (1982) 3, pp. 577-582
Persistent link: https://www.econbiz.de/10002211236
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Towards a theory of point optimal testing
King, Maxwell L. - In: Econometric reviews 6 (1987) 2, pp. 169-218
Persistent link: https://www.econbiz.de/10001052108
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Efficient estimation and testing of regressions with a serially correlated error component
King, Maxwell L. - In: Journal of quantitative economics : official journal of … 2 (1986) 2, pp. 231-247
Persistent link: https://www.econbiz.de/10001056666