| 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 |
0 |
57 |
1 |
1 |
2 |
157 |
| A multivariate generalized ARCH approach to modeling risk premia in forward foreign exchange rate markets |
0 |
1 |
2 |
376 |
0 |
2 |
10 |
754 |
| Analysing Inflation by the Fractionally Integrated ARFIMA-GARCH Model |
0 |
0 |
13 |
700 |
2 |
5 |
34 |
1,551 |
| Asymptotic tests on moving average representation coefficients with an application to innovations on spot and forward exchange rates |
0 |
0 |
0 |
7 |
0 |
0 |
1 |
66 |
| Bear squeezes, volatility spillovers and speculative attacks in the hyperinflation 1920s foreign exchange |
0 |
0 |
0 |
26 |
2 |
2 |
7 |
150 |
| Bivariate GARCH Estimation of the Optimal Commodity Futures Hedge |
1 |
3 |
7 |
1,540 |
1 |
3 |
21 |
3,567 |
| Central bank intervention |
0 |
0 |
0 |
25 |
0 |
0 |
1 |
89 |
| Central bank intervention and risk in the forward market |
0 |
0 |
0 |
130 |
1 |
2 |
9 |
380 |
| Cointegration and models of exchange rate determination |
1 |
3 |
10 |
353 |
1 |
4 |
16 |
706 |
| Cointegration, Fractional Cointegration, and Exchange Rate Dynamics |
0 |
1 |
4 |
348 |
1 |
7 |
23 |
850 |
| Deviations from daily uncovered interest rate parity and the role of intervention |
0 |
0 |
1 |
124 |
0 |
0 |
2 |
324 |
| Do asymmetric and nonlinear adjustments explain the forward premium anomaly? |
0 |
1 |
3 |
86 |
0 |
3 |
18 |
213 |
| Editors' introduction: Fractional differencing and long memory processes |
0 |
0 |
0 |
79 |
0 |
0 |
3 |
189 |
| Estimation and testing of the term structure of the forward premium under rational expectations |
0 |
0 |
0 |
9 |
0 |
0 |
4 |
42 |
| Forecast Master: A Review |
0 |
0 |
0 |
54 |
0 |
1 |
2 |
344 |
| Fractionally integrated generalized autoregressive conditional heteroskedasticity |
2 |
6 |
44 |
1,368 |
4 |
23 |
125 |
2,990 |
| Handbook of econometrics: Zvi Griliches and Michael D. Intriligator, eds., vol. 1 (North Holland, Amsterdam, 1983) pp. 771 |
0 |
0 |
0 |
49 |
1 |
2 |
5 |
179 |
| Inference in dynamic models containing 'surprise' variables |
0 |
0 |
0 |
25 |
0 |
0 |
1 |
78 |
| Interest Rates and Investment in West Germany |
0 |
0 |
0 |
0 |
0 |
0 |
7 |
136 |
| Interpreting Econometric Evidence on Efficiency in the Foreign Exchange Market |
0 |
0 |
0 |
41 |
0 |
0 |
3 |
149 |
| Intervention from an information perspective |
0 |
0 |
0 |
91 |
0 |
1 |
5 |
267 |
| Introduction |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
20 |
| Introduction |
0 |
0 |
0 |
4 |
0 |
0 |
5 |
50 |
| Long memory processes and fractional integration in econometrics |
4 |
9 |
36 |
1,687 |
8 |
20 |
105 |
3,248 |
| Measuring non-linearity, long memory and self-similarity in high-frequency European exchange rates |
0 |
0 |
0 |
56 |
0 |
0 |
1 |
176 |
| Modeling and forecasting from trend-stationary long memory models with applications to climatology |
0 |
0 |
0 |
41 |
0 |
0 |
5 |
144 |
| Papers in honor of Patrick C. McMahon |
0 |
0 |
0 |
11 |
1 |
1 |
2 |
106 |
| Prediction from the Dynamic Simultaneous Equation Model with Vector Autoregressive Errors |
0 |
0 |
0 |
43 |
1 |
1 |
5 |
160 |
| Prediction in dynamic models with time-dependent conditional variances |
0 |
2 |
9 |
559 |
3 |
11 |
31 |
912 |
| Predictions from ARMAX models |
0 |
1 |
1 |
137 |
1 |
2 |
4 |
346 |
| Price discovery and common factor models |
1 |
4 |
15 |
488 |
1 |
5 |
37 |
982 |
| Real and Spurious Long-Memory Properties of Stock-Market Data: Comment |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
70 |
| Small Sample Bias in Conditional Sum-of-Squares Estimators of Fractionally Integrated ARMA Models |
0 |
0 |
0 |
0 |
2 |
3 |
8 |
347 |
| Statement by the editors |
0 |
0 |
0 |
7 |
0 |
0 |
3 |
62 |
| Testing Rational Expectations and Efficiency in the Foreign Exchange Market |
0 |
0 |
3 |
192 |
1 |
3 |
11 |
462 |
| Testing Target-Zone Models Using Efficient Method of Moments: Comment |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
285 |
| Testing the permanent income hypothesis using a general rational lag formulation |
0 |
0 |
0 |
3 |
0 |
0 |
4 |
41 |
| The Message in Daily Exchange Rates: A Conditional-Variance Tale |
0 |
0 |
0 |
0 |
5 |
7 |
19 |
1,001 |
| The Message in Daily Exchange Rates: A Conditional-Variance Tale |
0 |
0 |
0 |
0 |
2 |
3 |
14 |
1,008 |
| The forward premium anomaly is not as bad as you think |
0 |
0 |
4 |
516 |
1 |
3 |
27 |
1,087 |
| The long memory of the forward premium |
0 |
0 |
3 |
276 |
1 |
1 |
11 |
580 |
| The search for equilibrium relationships in international finance: the case of the monetary model |
0 |
0 |
1 |
54 |
1 |
1 |
8 |
185 |
| Why do central banks intervene? |
1 |
1 |
5 |
356 |
3 |
3 |
13 |
814 |
| Total Journal Articles |
10 |
32 |
161 |
9,918 |
45 |
120 |
617 |
25,267 |
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