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Nonlinear Exchange Rate Predictability
Suarez, Carlos Felipe Lopez; Lopez, Jose Antonio Rodriguez - Department of Economics, University of California-Irvine - 2008
We study whether the nonlinear behavior of the real exchange rate can help us account for the lack of predictability of the nominal exchange rate. We construct a smooth nonlinear error-correction model that allows us to test the hypotheses of nonlinear predictability of the nominal exchange rate...
Persistent link: https://www.econbiz.de/10004970929
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Investigating new sources of information and nonlinearities on financial markets
Behrendt, Simon - 2020
Persistent link: https://www.econbiz.de/10012415028
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Switching volatility in a nonlinear open economy
Benchimol, Jonathan; Ivashchenko, Sergey - In: Journal of international money and finance 110 (2021), pp. 1-31
Persistent link: https://www.econbiz.de/10012795525
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Nonlinearities of mortgage spreads over the business cycles
Cheng, Chak Hung Jack; Chiu, Ching Wai Jeremy - 2016
Persistent link: https://www.econbiz.de/10011581600
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Asymmetric business cycle fluctuations in Caribbean economies
Kiani, Khurshid M. - In: International journal of economic perspectives : IJEP 5 (2011) 2, pp. 121-140
Persistent link: https://www.econbiz.de/10011587461
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On business cycle fluctuations in USA macroeconomic time series
Kiani, Khurshid M. - In: Economic modelling 53 (2016), pp. 179-186
Persistent link: https://www.econbiz.de/10011640993
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The nonlinear dynamic relationship between stock prices and exchange rates in Asian countries
Sakemoto, Ryuta - In: International journal of financial research 8 (2017) 2, pp. 40-50
Persistent link: https://www.econbiz.de/10011779388
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The asymmetric effects of uncertainty shocks
Colombo, Valentina; Paccagnini, Alessia - 2020
Persistent link: https://www.econbiz.de/10012533646
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Nonlinear firm dynamics
Melcangi, Davide; Sarpietro, Silvia - 2024
-Gaussian shocks. We show that these features are crucial to get empirically plausible volatility and persistence of micro …
Persistent link: https://www.econbiz.de/10014501127
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Labor market volatility in a fully specified RBC search model : an analytical investigation
Tsasa, Jean-Paul K. - In: Journal of mathematical economics 103 (2022), pp. 1-16
Persistent link: https://www.econbiz.de/10014230195