Testing for unit roots with very high frequency spot exchange rate data
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Timo WOLLMERSHAEUSER & Robert SCHMIDT, "undated".
"Sterilized Foreign Exchange Market Interventions in a Chartist-Fundamentalist Exchange Rate Model,"
- Schmidt, Robert & Wollmershäuser, Timo, 2004. "Sterilized Foreign Exchange Market Interventions in a Chartist-Fundamentalist Exchange Rate Model," W.E.P. - Würzburg Economic Papers 50, University of Würzburg, Chair for Monetary Policy and International Economics.
- C.A.E. Goodhart, 1997. "Whither now?," BNL Quarterly Review, Banca Nazionale del Lavoro, vol. 50(203), pages 385-430.
- Herwartz, Helmut, 2001. "Investigating the JPY/DEM-rate: arbitrage opportunities and a case for asymmetry," International Journal of Forecasting, Elsevier, vol. 17(2), pages 231-245.
- Frank Westerhoff & Claudia Lawrenz, 2000. "Explaining Exchange Rate Volatility With A Genetic Algorithm," Computing in Economics and Finance 2000 325, Society for Computational Economics.
- AuYong, Hue Hwa & Gan, Christopher & Treepongkaruna, Sirimon, 2004. "Cointegration and causality in the Asian and emerging foreign exchange markets: Evidence from the 1990s financial crises," International Review of Financial Analysis, Elsevier, vol. 13(4), pages 479-515.
- Muco, Marta & Papapanagos, Harry & Sanfey, Peter, 1999.
"The Determinants of Official and Free-Market Exchange Rates in Albania during Transition,"
Journal of Comparative Economics,
Elsevier, vol. 27(3), pages 534-552, September.
- Marta Muco & Harry Papapanagos & Peter Sanfey, 1998. "The Determinants of Official and Free-Market Exchange Rates in Albania During Transition," Studies in Economics 9806, School of Economics, University of Kent.
- Elyasiani, Elyas & Kocagil, Ahmet E. & Mansur, Iqbal, 2007. "Information transmission and spillover in currency markets: A generalized variance decomposition analysis," The Quarterly Review of Economics and Finance, Elsevier, vol. 47(2), pages 312-330, May.
- C. Lawrenz & F. Westerhoff, 2003. "Modeling Exchange Rate Behavior with a Genetic Algorithm," Computational Economics, Springer;Society for Computational Economics, vol. 21(3), pages 209-229, June.
- Westerhoff, Frank H., 2003.
"Expectations driven distortions in the foreign exchange market,"
Journal of Economic Behavior & Organization,
Elsevier, vol. 51(3), pages 389-412, July.
- Frank Westerhoff, 2001. "Expectations Driven Distortions in the Foreign Exchange Market," CeNDEF Workshop Papers, January 2001 1A.3, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Frank H. Westerhoff, 2001. "Expectations Driven Distortions in the Foreign Exchange Market," Computing in Economics and Finance 2001 48, Society for Computational Economics.
- C.A.E. Goodhart, 1997. "Whither now?," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, vol. 50(203), pages 385-430.
More about this item
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:jmacro:v:15:y:1993:i:3:p:423-438. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Dana Niculescu). General contact details of provider: http://www.elsevier.com/locate/inca/622617 .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
We have no references for this item. You can help adding them by using this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.