| 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 |
1 |
60 |
2 |
2 |
12 |
183 |
| A multivariate generalized ARCH approach to modeling risk premia in forward foreign exchange rate markets |
0 |
0 |
0 |
378 |
1 |
4 |
14 |
779 |
| Analysing Inflation by the Fractionally Integrated ARFIMA-GARCH Model |
1 |
1 |
3 |
748 |
4 |
5 |
25 |
1,683 |
| Asymptotic tests on moving average representation coefficients with an application to innovations on spot and forward exchange rates |
0 |
0 |
0 |
7 |
0 |
0 |
3 |
71 |
| Bear squeezes, volatility spillovers and speculative attacks in the hyperinflation 1920s foreign exchange |
0 |
0 |
1 |
27 |
0 |
0 |
3 |
160 |
| Bivariate GARCH Estimation of the Optimal Commodity Futures Hedge |
0 |
3 |
10 |
1,577 |
1 |
16 |
51 |
3,698 |
| Central bank intervention |
0 |
0 |
0 |
25 |
0 |
1 |
4 |
95 |
| Central bank intervention and risk in the forward market |
0 |
0 |
1 |
135 |
0 |
5 |
17 |
417 |
| Cointegration and models of exchange rate determination |
0 |
0 |
1 |
373 |
1 |
3 |
14 |
762 |
| Cointegration, Fractional Cointegration, and Exchange Rate Dynamics |
0 |
0 |
1 |
368 |
0 |
4 |
31 |
925 |
| Deviations from daily uncovered interest rate parity and the role of intervention |
0 |
0 |
0 |
129 |
0 |
1 |
6 |
344 |
| Do asymmetric and nonlinear adjustments explain the forward premium anomaly? |
0 |
0 |
0 |
95 |
0 |
3 |
12 |
254 |
| Editors' introduction: Fractional differencing and long memory processes |
0 |
0 |
0 |
87 |
2 |
5 |
13 |
218 |
| Estimation and testing of the term structure of the forward premium under rational expectations |
0 |
0 |
0 |
10 |
0 |
1 |
6 |
49 |
| Forecast Master: A Review |
0 |
0 |
0 |
54 |
0 |
0 |
1 |
350 |
| Fractionally integrated generalized autoregressive conditional heteroskedasticity |
0 |
1 |
6 |
1,477 |
6 |
26 |
110 |
3,459 |
| Handbook of econometrics: Zvi Griliches and Michael D. Intriligator, eds., vol. 1 (North Holland, Amsterdam, 1983) pp. 771 |
0 |
0 |
0 |
53 |
0 |
0 |
3 |
205 |
| Inference in dynamic models containing 'surprise' variables |
0 |
0 |
0 |
26 |
0 |
0 |
7 |
93 |
| Interest Rates and Investment in West Germany |
0 |
0 |
0 |
0 |
0 |
3 |
6 |
161 |
| Interpreting Econometric Evidence on Efficiency in the Foreign Exchange Market |
0 |
0 |
0 |
41 |
0 |
4 |
13 |
166 |
| Intervention from an information perspective |
1 |
2 |
2 |
97 |
1 |
4 |
8 |
285 |
| Introduction |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
23 |
| Introduction |
0 |
0 |
0 |
4 |
0 |
1 |
6 |
56 |
| Long memory processes and fractional integration in econometrics |
0 |
1 |
7 |
1,814 |
3 |
13 |
62 |
3,582 |
| Measuring non-linearity, long memory and self-similarity in high-frequency European exchange rates |
0 |
0 |
0 |
58 |
0 |
2 |
8 |
187 |
| Modeling and forecasting from trend-stationary long memory models with applications to climatology |
0 |
0 |
0 |
51 |
0 |
0 |
11 |
176 |
| Papers in honor of Patrick C. McMahon |
0 |
0 |
0 |
12 |
0 |
1 |
2 |
112 |
| Prediction from the Dynamic Simultaneous Equation Model with Vector Autoregressive Errors |
0 |
0 |
0 |
44 |
0 |
0 |
5 |
169 |
| Prediction in dynamic models with time-dependent conditional variances |
0 |
0 |
4 |
605 |
0 |
4 |
30 |
1,031 |
| Predictions from ARMAX models |
0 |
0 |
1 |
146 |
0 |
0 |
5 |
369 |
| Price discovery and common factor models |
1 |
3 |
4 |
537 |
3 |
11 |
31 |
1,115 |
| Real and Spurious Long-Memory Properties of Stock-Market Data: Comment |
0 |
0 |
0 |
0 |
0 |
1 |
7 |
78 |
| Small Sample Bias in Conditional Sum-of-Squares Estimators of Fractionally Integrated ARMA Models |
0 |
0 |
0 |
0 |
2 |
6 |
12 |
383 |
| Statement by the editors |
0 |
0 |
0 |
7 |
1 |
3 |
7 |
71 |
| Testing Rational Expectations and Efficiency in the Foreign Exchange Market |
0 |
0 |
1 |
196 |
2 |
2 |
10 |
495 |
| Testing Target-Zone Models Using Efficient Method of Moments: Comment |
0 |
0 |
0 |
0 |
0 |
1 |
6 |
294 |
| Testing the permanent income hypothesis using a general rational lag formulation |
0 |
0 |
0 |
3 |
0 |
1 |
1 |
43 |
| The Message in Daily Exchange Rates: A Conditional-Variance Tale |
0 |
0 |
0 |
0 |
0 |
2 |
22 |
1,051 |
| The Message in Daily Exchange Rates: A Conditional-Variance Tale |
0 |
0 |
0 |
0 |
0 |
4 |
21 |
1,086 |
| The forward premium anomaly is not as bad as you think |
0 |
0 |
0 |
538 |
0 |
3 |
12 |
1,141 |
| The long memory of the forward premium |
0 |
0 |
0 |
279 |
0 |
2 |
6 |
596 |
| The search for equilibrium relationships in international finance: the case of the monetary model |
0 |
0 |
0 |
56 |
0 |
0 |
4 |
195 |
| Why do central banks intervene? |
0 |
0 |
1 |
370 |
2 |
5 |
13 |
861 |
| Total Journal Articles |
4 |
12 |
44 |
10,487 |
31 |
149 |
642 |
27,471 |
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