| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A minimum distance estimator for long-memory processes |
0 |
0 |
1 |
57 |
0 |
1 |
4 |
154 |
| A multivariate generalized ARCH approach to modeling risk premia in forward foreign exchange rate markets |
0 |
1 |
5 |
373 |
3 |
7 |
15 |
741 |
| Analysing Inflation by the Fractionally Integrated ARFIMA-GARCH Model |
0 |
1 |
12 |
686 |
1 |
3 |
30 |
1,516 |
| Asymptotic tests on moving average representation coefficients with an application to innovations on spot and forward exchange rates |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
65 |
| Bear squeezes, volatility spillovers and speculative attacks in the hyperinflation 1920s foreign exchange |
0 |
1 |
1 |
26 |
1 |
2 |
3 |
138 |
| Bivariate GARCH Estimation of the Optimal Commodity Futures Hedge |
0 |
0 |
4 |
1,533 |
4 |
5 |
15 |
3,545 |
| Central bank intervention |
0 |
0 |
0 |
25 |
0 |
0 |
0 |
88 |
| Central bank intervention and risk in the forward market |
0 |
1 |
5 |
130 |
1 |
3 |
9 |
371 |
| Cointegration and models of exchange rate determination |
1 |
2 |
5 |
343 |
3 |
5 |
13 |
690 |
| Cointegration, Fractional Cointegration, and Exchange Rate Dynamics |
2 |
6 |
14 |
343 |
6 |
19 |
42 |
820 |
| Deviations from daily uncovered interest rate parity and the role of intervention |
0 |
0 |
3 |
123 |
0 |
1 |
4 |
322 |
| Do asymmetric and nonlinear adjustments explain the forward premium anomaly? |
0 |
0 |
0 |
83 |
0 |
0 |
1 |
194 |
| Editors' introduction: Fractional differencing and long memory processes |
0 |
0 |
1 |
79 |
0 |
0 |
1 |
184 |
| Estimation and testing of the term structure of the forward premium under rational expectations |
0 |
0 |
0 |
9 |
0 |
1 |
3 |
38 |
| Forecast Master: A Review |
0 |
0 |
0 |
54 |
0 |
0 |
2 |
342 |
| Fractionally integrated generalized autoregressive conditional heteroskedasticity |
3 |
10 |
41 |
1,317 |
8 |
22 |
107 |
2,849 |
| Handbook of econometrics: Zvi Griliches and Michael D. Intriligator, eds., vol. 1 (North Holland, Amsterdam, 1983) pp. 771 |
0 |
0 |
2 |
48 |
0 |
0 |
5 |
173 |
| Inference in dynamic models containing 'surprise' variables |
0 |
0 |
0 |
25 |
0 |
0 |
3 |
77 |
| Interest Rates and Investment in West Germany |
0 |
0 |
0 |
0 |
2 |
2 |
3 |
129 |
| Interpreting Econometric Evidence on Efficiency in the Foreign Exchange Market |
1 |
1 |
1 |
41 |
1 |
1 |
2 |
146 |
| Intervention from an information perspective |
0 |
0 |
1 |
90 |
0 |
8 |
9 |
260 |
| Introduction |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
19 |
| Introduction |
0 |
0 |
0 |
4 |
0 |
0 |
2 |
45 |
| Long memory processes and fractional integration in econometrics |
3 |
8 |
48 |
1,643 |
11 |
22 |
100 |
3,123 |
| Measuring non-linearity, long memory and self-similarity in high-frequency European exchange rates |
0 |
0 |
0 |
56 |
2 |
2 |
4 |
174 |
| Modeling and forecasting from trend-stationary long memory models with applications to climatology |
0 |
0 |
0 |
41 |
3 |
3 |
5 |
138 |
| Papers in honor of Patrick C. McMahon |
0 |
0 |
0 |
11 |
2 |
2 |
3 |
103 |
| Prediction from the Dynamic Simultaneous Equation Model with Vector Autoregressive Errors |
0 |
0 |
0 |
43 |
0 |
0 |
1 |
153 |
| Prediction in dynamic models with time-dependent conditional variances |
0 |
2 |
6 |
550 |
3 |
7 |
18 |
876 |
| Predictions from ARMAX models |
0 |
0 |
0 |
136 |
0 |
1 |
3 |
342 |
| Price discovery and common factor models |
2 |
4 |
19 |
471 |
3 |
9 |
36 |
938 |
| Real and Spurious Long-Memory Properties of Stock-Market Data: Comment |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
68 |
| Small Sample Bias in Conditional Sum-of-Squares Estimators of Fractionally Integrated ARMA Models |
0 |
0 |
0 |
0 |
1 |
1 |
4 |
338 |
| Statement by the editors |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
59 |
| Testing Rational Expectations and Efficiency in the Foreign Exchange Market |
1 |
1 |
2 |
189 |
4 |
4 |
6 |
449 |
| Testing Target-Zone Models Using Efficient Method of Moments: Comment |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
283 |
| Testing the permanent income hypothesis using a general rational lag formulation |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
37 |
| The Message in Daily Exchange Rates: A Conditional-Variance Tale |
0 |
0 |
0 |
0 |
2 |
4 |
6 |
992 |
| The Message in Daily Exchange Rates: A Conditional-Variance Tale |
0 |
0 |
0 |
0 |
5 |
14 |
46 |
980 |
| The forward premium anomaly is not as bad as you think |
0 |
4 |
12 |
511 |
0 |
10 |
29 |
1,057 |
| The long memory of the forward premium |
2 |
4 |
11 |
273 |
3 |
8 |
28 |
569 |
| The search for equilibrium relationships in international finance: the case of the monetary model |
0 |
0 |
0 |
53 |
0 |
0 |
1 |
176 |
| Why do central banks intervene? |
0 |
0 |
5 |
350 |
0 |
4 |
18 |
800 |
| Total Journal Articles |
15 |
46 |
199 |
9,733 |
69 |
171 |
583 |
24,561 |
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