| 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 |
1 |
1 |
2 |
59 |
2 |
2 |
6 |
167 |
| A multivariate generalized ARCH approach to modeling risk premia in forward foreign exchange rate markets |
0 |
0 |
0 |
376 |
0 |
0 |
0 |
756 |
| Analysing Inflation by the Fractionally Integrated ARFIMA-GARCH Model |
1 |
4 |
11 |
719 |
1 |
5 |
24 |
1,596 |
| 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 |
67 |
| Bear squeezes, volatility spillovers and speculative attacks in the hyperinflation 1920s foreign exchange |
0 |
0 |
0 |
26 |
0 |
1 |
1 |
157 |
| Bivariate GARCH Estimation of the Optimal Commodity Futures Hedge |
1 |
1 |
2 |
1,549 |
1 |
4 |
12 |
3,604 |
| Central bank intervention |
0 |
0 |
0 |
25 |
0 |
0 |
0 |
90 |
| Central bank intervention and risk in the forward market |
0 |
0 |
0 |
130 |
2 |
3 |
6 |
389 |
| Cointegration and models of exchange rate determination |
0 |
2 |
6 |
365 |
1 |
3 |
11 |
731 |
| Cointegration, Fractional Cointegration, and Exchange Rate Dynamics |
1 |
2 |
4 |
358 |
1 |
3 |
9 |
870 |
| Deviations from daily uncovered interest rate parity and the role of intervention |
0 |
1 |
1 |
126 |
0 |
1 |
1 |
330 |
| Do asymmetric and nonlinear adjustments explain the forward premium anomaly? |
0 |
0 |
0 |
88 |
0 |
0 |
3 |
224 |
| Editors' introduction: Fractional differencing and long memory processes |
0 |
0 |
1 |
81 |
0 |
0 |
2 |
193 |
| Estimation and testing of the term structure of the forward premium under rational expectations |
0 |
0 |
0 |
9 |
0 |
0 |
0 |
42 |
| Forecast Master: A Review |
0 |
0 |
0 |
54 |
0 |
0 |
1 |
348 |
| Fractionally integrated generalized autoregressive conditional heteroskedasticity |
2 |
5 |
28 |
1,423 |
11 |
26 |
99 |
3,197 |
| Handbook of econometrics: Zvi Griliches and Michael D. Intriligator, eds., vol. 1 (North Holland, Amsterdam, 1983) pp. 771 |
0 |
0 |
0 |
52 |
1 |
1 |
4 |
193 |
| Inference in dynamic models containing 'surprise' variables |
0 |
0 |
1 |
26 |
0 |
0 |
2 |
83 |
| Interest Rates and Investment in West Germany |
0 |
0 |
0 |
0 |
1 |
2 |
7 |
146 |
| Interpreting Econometric Evidence on Efficiency in the Foreign Exchange Market |
0 |
0 |
0 |
41 |
0 |
0 |
0 |
150 |
| Intervention from an information perspective |
0 |
0 |
0 |
93 |
0 |
0 |
3 |
274 |
| Introduction |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
50 |
| Introduction |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
20 |
| Long memory processes and fractional integration in econometrics |
3 |
9 |
34 |
1,760 |
10 |
19 |
80 |
3,405 |
| Measuring non-linearity, long memory and self-similarity in high-frequency European exchange rates |
0 |
0 |
0 |
57 |
0 |
0 |
0 |
177 |
| Modeling and forecasting from trend-stationary long memory models with applications to climatology |
0 |
0 |
3 |
47 |
1 |
1 |
7 |
158 |
| Papers in honor of Patrick C. McMahon |
0 |
0 |
1 |
12 |
0 |
1 |
2 |
110 |
| Prediction from the Dynamic Simultaneous Equation Model with Vector Autoregressive Errors |
0 |
0 |
1 |
44 |
0 |
0 |
1 |
164 |
| Prediction in dynamic models with time-dependent conditional variances |
1 |
1 |
4 |
576 |
2 |
2 |
16 |
954 |
| Predictions from ARMAX models |
0 |
0 |
0 |
137 |
0 |
0 |
2 |
352 |
| Price discovery and common factor models |
0 |
1 |
7 |
513 |
1 |
2 |
26 |
1,047 |
| Real and Spurious Long-Memory Properties of Stock-Market Data: Comment |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
71 |
| Small Sample Bias in Conditional Sum-of-Squares Estimators of Fractionally Integrated ARMA Models |
0 |
0 |
0 |
0 |
1 |
1 |
4 |
352 |
| Statement by the editors |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
64 |
| Testing Rational Expectations and Efficiency in the Foreign Exchange Market |
0 |
0 |
0 |
192 |
1 |
2 |
5 |
478 |
| Testing Target-Zone Models Using Efficient Method of Moments: Comment |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
288 |
| Testing the permanent income hypothesis using a general rational lag formulation |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
42 |
| The Message in Daily Exchange Rates: A Conditional-Variance Tale |
0 |
0 |
0 |
0 |
0 |
1 |
7 |
1,031 |
| The Message in Daily Exchange Rates: A Conditional-Variance Tale |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
1,020 |
| The forward premium anomaly is not as bad as you think |
1 |
2 |
6 |
531 |
1 |
2 |
10 |
1,114 |
| The long memory of the forward premium |
1 |
2 |
2 |
278 |
1 |
2 |
4 |
586 |
| The search for equilibrium relationships in international finance: the case of the monetary model |
0 |
0 |
1 |
56 |
0 |
0 |
1 |
190 |
| Why do central banks intervene? |
0 |
3 |
7 |
363 |
0 |
4 |
18 |
834 |
| Total Journal Articles |
12 |
34 |
122 |
10,187 |
39 |
88 |
375 |
26,114 |
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