OSREL stie-mce
International Journals
JOURNAL OF INTERNATIONAL MONEY AND FINANCE (No.1 Vol.20)
ISSN: 0261-5606, Publisher: ELSEVIER NORTH-HOLLAND, Date 01-02-2001
Can markov switching models replicate chartist profits in the foreign exchange market?
Author: H. Dewachter
Evaluating forecasts from SETAR models exchange rates
Author: M.P. Clements, J. Smith
Exchange rate dynamics in anticipation of time-contingent regime switching: modelling the effects of a possible delay
Author: B. Wilfling, W. Maennig
Forecasting daily exchange rate volatility using intraday returns
Author: M. Martens
Long memory and nonlinear mean reversion in japanese yen-based real exchange rates
Author: Y. W. Cheung, K.S. Lai
Privatization, political risk and stock market development in emerging economies
Author: E.C. Perotti, P. Von Oijen
Tests of conditional asset pricing models in the Brazilian stock markwt
Author: R. Garcia, M. Bonomo