Journal Article |
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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 |
59 |
0 |
0 |
1 |
171 |
A multivariate generalized ARCH approach to modeling risk premia in forward foreign exchange rate markets |
0 |
1 |
1 |
378 |
0 |
1 |
3 |
765 |
Analysing Inflation by the Fractionally Integrated ARFIMA-GARCH Model |
0 |
0 |
6 |
745 |
0 |
2 |
17 |
1,658 |
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 |
68 |
Bear squeezes, volatility spillovers and speculative attacks in the hyperinflation 1920s foreign exchange |
0 |
0 |
0 |
26 |
0 |
0 |
0 |
157 |
Bivariate GARCH Estimation of the Optimal Commodity Futures Hedge |
2 |
5 |
9 |
1,569 |
3 |
6 |
15 |
3,650 |
Central bank intervention |
0 |
0 |
0 |
25 |
0 |
0 |
0 |
91 |
Central bank intervention and risk in the forward market |
0 |
0 |
1 |
134 |
0 |
1 |
5 |
400 |
Cointegration and models of exchange rate determination |
0 |
0 |
2 |
372 |
0 |
1 |
5 |
748 |
Cointegration, Fractional Cointegration, and Exchange Rate Dynamics |
0 |
0 |
1 |
367 |
0 |
0 |
5 |
894 |
Deviations from daily uncovered interest rate parity and the role of intervention |
0 |
1 |
1 |
129 |
0 |
4 |
4 |
338 |
Do asymmetric and nonlinear adjustments explain the forward premium anomaly? |
0 |
1 |
2 |
95 |
0 |
2 |
5 |
242 |
Editors' introduction: Fractional differencing and long memory processes |
0 |
0 |
0 |
87 |
0 |
0 |
1 |
205 |
Estimation and testing of the term structure of the forward premium under rational expectations |
0 |
0 |
0 |
10 |
0 |
0 |
0 |
43 |
Forecast Master: A Review |
0 |
0 |
0 |
54 |
0 |
0 |
0 |
349 |
Fractionally integrated generalized autoregressive conditional heteroskedasticity |
1 |
2 |
13 |
1,472 |
29 |
37 |
65 |
3,378 |
Handbook of econometrics: Zvi Griliches and Michael D. Intriligator, eds., vol. 1 (North Holland, Amsterdam, 1983) pp. 771 |
0 |
0 |
1 |
53 |
0 |
0 |
4 |
202 |
Inference in dynamic models containing 'surprise' variables |
0 |
0 |
0 |
26 |
0 |
0 |
1 |
86 |
Interest Rates and Investment in West Germany |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
155 |
Interpreting Econometric Evidence on Efficiency in the Foreign Exchange Market |
0 |
0 |
0 |
41 |
0 |
0 |
1 |
153 |
Intervention from an information perspective |
0 |
0 |
1 |
95 |
0 |
0 |
2 |
277 |
Introduction |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
21 |
Introduction |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
50 |
Long memory processes and fractional integration in econometrics |
1 |
3 |
11 |
1,808 |
6 |
10 |
33 |
3,526 |
Measuring non-linearity, long memory and self-similarity in high-frequency European exchange rates |
0 |
0 |
0 |
58 |
0 |
0 |
0 |
179 |
Modeling and forecasting from trend-stationary long memory models with applications to climatology |
0 |
0 |
1 |
51 |
0 |
0 |
2 |
165 |
Papers in honor of Patrick C. McMahon |
0 |
0 |
0 |
12 |
0 |
0 |
0 |
110 |
Prediction from the Dynamic Simultaneous Equation Model with Vector Autoregressive Errors |
0 |
0 |
0 |
44 |
0 |
0 |
0 |
164 |
Prediction in dynamic models with time-dependent conditional variances |
0 |
0 |
5 |
601 |
0 |
0 |
10 |
1,001 |
Predictions from ARMAX models |
0 |
0 |
4 |
145 |
0 |
0 |
6 |
364 |
Price discovery and common factor models |
0 |
2 |
4 |
533 |
1 |
4 |
13 |
1,085 |
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 |
0 |
0 |
4 |
371 |
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 |
195 |
0 |
0 |
0 |
485 |
Testing Target-Zone Models Using Efficient Method of Moments: Comment |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
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 |
4 |
1,029 |
The Message in Daily Exchange Rates: A Conditional-Variance Tale |
0 |
0 |
0 |
0 |
1 |
5 |
18 |
1,066 |
The forward premium anomaly is not as bad as you think |
0 |
1 |
3 |
538 |
0 |
1 |
5 |
1,129 |
The long memory of the forward premium |
0 |
0 |
0 |
279 |
0 |
0 |
0 |
590 |
The search for equilibrium relationships in international finance: the case of the monetary model |
0 |
0 |
0 |
56 |
0 |
0 |
0 |
191 |
Why do central banks intervene? |
1 |
2 |
4 |
370 |
1 |
3 |
6 |
849 |
Total Journal Articles |
5 |
18 |
70 |
10,448 |
41 |
79 |
241 |
26,870 |