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Japanese banks liability management before and during the banking crises and macroeconomic fundamentals

Aguirre, Maria Sophia; Saidi, Reza - In: Journal of Asian economics 15 (2004) 2, pp. 373-397

Persistent link: https://www.econbiz.de/10002119036

Feedback trading in exchange-rate markets : evidence from within and across economic blocks

Aguirre, Maria Sophia; Saidi, Reza - In: Journal of economics and finance 23 (1999) 1, pp. 1-14

Persistent link: https://www.econbiz.de/10001444278

Asymmetries in the conditional mean and conditional variance in the exchange rate : evidence from within and across economic blocks

Aguirre, Maria Sophia; Saidi, Reza - In: Applied financial economics 10 (2000) 4, pp. 401-412

Persistent link: https://www.econbiz.de/10001526317

Volatility behavior of exchange rate future contracts

Aguirre, Maria Sophia; Saidi, Reza - In: Atlantic economic journal : AEJ 28 (2000) 4, pp. 396-411

Persistent link: https://www.econbiz.de/10001536417

Evidence of forward discount determinants and volatility behavior

Aguirre, Maria Sophia; Saidi, Reza - In: Journal of economic studies 25 (1998) 6, pp. 538-552

Persistent link: https://www.econbiz.de/10001354582

ARTICLES - Volatility Behavior of Exchange Rate Future Contracts

Aguirre, Maria Sophia; Saidi, Reza - In: Atlantic economic journal : AEJ 28 (2000) 4, pp. 396-411

Persistent link: https://www.econbiz.de/10006567005

Asymmetries in the conditional mean and conditional variance in the exchange rate: evidence from within and across economic blocks

Aguirre, Maria Sophia; Saidi, Reza - In: Applied financial economics 10 (2000) 4, pp. 401-412

Persistent link: https://www.econbiz.de/10007678582

Evidence of forward discount determinants and volatility behavior

Aguirre, Maria Sophia; Saidi, Reza - In: Journal of economic studies 25 (1998) 6, pp. 538-552

Persistent link: https://www.econbiz.de/10007690883

Japanese banks liability management before and during the banking crises and macroeconomic fundamentals

Aguirre, Maria Sophia; Saidi, Reza - In: Journal of Asian economics 15 (2004) 2, pp. 373-398

Persistent link: https://www.econbiz.de/10007450467

Evidence of forward discount determinants and volatility behavior

Aguirre, Maria Sophia; Saidi, Reza - In: Journal of Economic Studies 25 (1998) October, pp. 538-552

This paper studies the components of the forward discount dynamics in Germany from 1972 to 1996. By using two different frequencies in the analysis, we find that an ARCH structure fits the monthly data well, while an EGARCH structure gives a better description of daily forward discount...

Persistent link: https://www.econbiz.de/10005003271