Items where Subject is "F37 - International Finance Forecasting and Simulation: Models and Applications"

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Aiello, Francesco and Bonanno, Graziella and Via, Alessia (2014): Do export price elasticities support tensions in currency markets? Evidence from China and six OECD countries.

Alasrag, Hussien (2010): Global Financial crisis and Islamic finance.

Aloosh, Arash (2014): Global Variance Risk Premium and Forex Return Predictability.

Andreou, Andreas S. and Zombanakis, George A. and Georgopoulos, E. F. and Likothanassis, S. D. (1998): Forecasting Exchange-Rates via Local Approximation Methods and Neural Networks. Published in: European Research Studies , Vol. 1, No. 4 (1 December 1998): pp. 1-42.

Aouad Hadjer, Soumia and Taouli, Mustapha Kamel and Benbouziane, Mohamed (2012): Modélisation du Comportement du Taux de Change du Dinar Algérien: Une Investigation Empirique par la Méthode ARFIMA. Published in: International Research Journal of Finance and Economics , Vol. Issue, No. Issue 87 (2012) (2012): pp. 117-133.

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BOUSALAM, Issam and HAMZAOUI, Moustapha and ZOUHAYR, Otman (2016): Forecasting Daily Stock Volatility Using GARCH-CJ Type Models with Continuous and Jump Variation.

Beckmann, Joscha and Czudaj, Robert L. (2024): Fundamental determinants of exchange rate expectations.

Belhadj, ARAM and Bouguezzi, WAJDI and Jedlane, NABIL (2009): A Common Monetary Policy For The Maghreb: The Winners and The Losers?

Benbouziane, Mohamed and Benamar, Abdelhak (2006): The Purchasing Power Parity in The Maghreb Countries : A Nonlinear Perspective.

Bentes, Sonia R and Menezes, Rui (2012): On the predictive power of implied volatility indexes: A comparative analysis with GARCH forecasted volatility.

Bera, Soumitra Kumar (2010): Financial crisis: The incrediable hulk in Indian economic growth and external sector.

Bespalova, Olga (2018): Forecast Evaluation in Macroeconomics and International Finance. Ph.D. thesis, George Washington University, Washington, DC, USA.

Bespalova, Olga (2015): The Good, the Bad, and the Ugly…signals of currency crises: Does signal approach work in ex-ante forecasting of currency crises?

Bua, Giovanna and Trecroci, Carmine (2016): International Equity Markets Interdependence: Bigger Shocks or Contagion in the 21st Century?

Buncic, Daniel and Stern, Cord (2018): Forecast ranked tailored equity portfolios.

Byrne, Joseph P and Korobilis, Dimitris and Ribeiro, Pinho J (2014): Exchange Rate Predictability in a Changing World.

Byrne, Joseph P and Korobilis, Dimitris and Ribeiro, Pinho J (2014): On the Sources of Uncertainty in Exchange Rate Predictability.

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Cangoz, Mehmet Coskun and Sulla, Olga and Wang, ChunLan and Dychala, Christopher Benjamin (2019): A Joint Foreign Currency Risk Management Approach for Sovereign Assets and Liabilities. Published in: Policy Research Working Paper , Vol. 1, No. WPS8728 (5 February 2019)

Carfì, David (2011): Financial Lie groups.

Carrera, Jorge Eduardo and Cusolito, Ana Paula and Féliz, Mariano and Panigo, Demian (2001): An econometric approach to macroeconomic risk. A cross country study.

Cheng, Lian and Luo, Junru and Liu, Lin (2018): Is Renminbi a (Truly) International Currency? An Evaluation Based on Offshore Foreign Exchange Market Trading Patterns.

Chong, Terence Tai Leung and Yan, Isabel K. (2014): Estimating and Testing Threshold Regression Models with Multiple Threshold Variables.

Cifarelli, Giulio and Paesani, Paolo (2017): On the difficulty of interpreting market behaviour in an uncertain world: the case of oil futures pricing between 2003 and 2016.

Cifarelli, Giulio and Paladino, Giovanna (2018): Can the interaction between a single long-term attractor and heterogeneous trading explain exchange rate behaviour? A nonlinear econometric investigation.

Coble, David and Pincheira, Pablo (2017): Nowcasting Building Permits with Google Trends.

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DIAF, Sami (2015): Multifractal Random Walk Models: Application to the Algerian Dinar exchange rates.

Dai, Meixing (2008): Public debt and currency crisis: how central bank opacity can make things bad? Published in: Economics Bulletin , Vol. 29, No. 1 (February 2009): pp. 190-198.

Di Filippo, Gabriele (2017): What Drives Gross Flows in Equity and Investment Fund Shares in Luxembourg? Published in: Banque centrale du Luxembourg Working Paper No. 112 (August 2017)

Duwicquet, Vincent and Mazier, Jacques and Saadaoui, Jamel (2012): Exchange Rate Misalignments, Fiscal Federalism and Redistribution: How to Adjust in a Monetary Union.

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Eita, Joel Hinaunye and Khumalo, Zitsile Zamantungwa and Choga, Ireen (2020): Empirical test of the Balassa-Samuelson Effect in Selected African Countries.

Estrada, Fernando (2009): Tamaño y Riesgo en los Mercados Financieros. Forthcoming in: Cuadernos CIPE

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Ganbold, Batzorig and Akram, Iqra and Fahrozi Lubis, Raisal (2017): Exchange rate volatility: A forecasting approach of using the ARCH family along with ARIMA SARIMA and semi-structural-SVAR in Turkey. Published in: Uluslararası Ekonomi, Finans ve Ekonometri Öğrenci Sempozyumu (EFEOS) , Vol. 1, No. ISBN: 978-605-82381-1-4 (17 May 2017): pp. 144-182.

Giandomenico, Rossano (2014): Finance & Stochastic.

Guilherme, Moura and Sergio, Da Silva (2006): Testing the Equilibrium Exchange Rate Model - Updated. Forthcoming in: Finance Letters

Gutierrez Girault, Matias Alfredo (2008): Modeling extreme but plausible losses for credit risk: a stress testing framework for the Argentine Financial System.

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Haidar, Jamal (2015): Can the Euro Survive?

Haider, Adnan and Khan, Safdar Ullah (2008): A Small Open Economy DSGE Model for Pakistan.

Hartmann, Daniel and Pierdzioch, Christian (2006): Nonlinear Links between Stock Returns and Exchange Rate Movements.

Hartmann, Daniel and Pierdzioch, Christian (2006): Nonlinear Links between Stock Returns and Exchange Rate Movements.

Haselmann, Rainer and Pistor, Katharina and Vig, Vikrant (2006): How Law Affects Lending.

Hegadekatti, Kartik and S G, Yatish (2017): The Programmable Economy: Envisaging an Entire Planned Economic System as a Single Computer through Blockchain Networks. Published in: Economic Growth eJournal , Vol. 09, No. 58 (11 July 2017)

Hernández, Juan R. (2020): Covered Interest Parity: A Stochastic Volatility Approach to Estimate the Neutral Band.

Huang, Huichou and MacDonald, Ronald (2012): Currency Carry Trades, Position-Unwinding Risk, and Sovereign Credit Premia.

Huang, Huichou and MacDonald, Ronald and Zhao, Yang (2012): Global Currency Misalignments, Crash Sensitivity, and Moment Risk Premia.

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Jahan-Parvar, Mohammad R. and Mohammadi, Hassan (2008): Oil Prices and Real Exchange Rates in Oil-Exporting Countries: A Bounds Testing Approach. Forthcoming in: Journal of Developing Areas , Vol. 1, No. 44 (2010)

Jomadar, Dinesh (2009): LITIGATIONS, DAMAGES AND SOLUTIONS IN RESIDENTIAL MORTGAGE-BACKED SECURITIES.

Juravle, Daniel (2011): Structura balanţei serviciilor şi tendinţele evolutive ale acesteia.

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Keskinsoy, Bilal (2017): Taxi, Takeoff and Landing: Behavioural Patterns of Capital Flows to Emerging Markets. Forthcoming in: International Economic Journal

Kuzmin, Anton (2015): Exchange Rate Modeling: The Case of Ruble. Published in: Review of Business and Economics Studies , Vol. 3, No. 3 (September 2015): pp. 39-48.

Kuzmin, Anton (1971): A Structural Model of Exchange Rate Dynamics. Published in: Review of Business and Economics Studies , Vol. 2, No. 3 (2014): 86- 92.

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Lee, Chin and M., Azali (2005): Exchange rate misalignments in ASEAN-5 countries. Published in: Labuan Bulletin of International Business & Finance , Vol. 3, No. 1 (2005): pp. 11-31.

Lee, Inkoo and Park, Sang Soo (2015): The law of one price revisited: How do goods market frictions generate large and volatile price deviations? Forthcoming in: Journal of Macroeconomics

Limba, Franco and Rijoly, Jacobus Cliff Diky and Tarangi, Margreath (2020): Black Swan Global Market: Analysis of the Effect of the Covid-19 Death Rate on the Volatility of European Football Club Stock Prices (Case Study of Juventus F.C., Manchester United, Ajax Amsterdam and Borussia Dortmund). Published in: JURNAL ILMIAH MANAJEMEN BISNIS DAN INOVASI UNIVERSITAS SAM RATULANGI , Vol. 7, No. 3 (September 2020): pp. 729-742.

luo, yinghao (2016): Nonlinear Trend and Purchasing Power Parity. Published in: Journal of Economics Bibliography , Vol. 3, No. 3 (2016): pp. 490-497.

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Mahmood, Haider (2018): An Investigation of Macroeconomic Determinants of FDI Inflows in Bangladesh. Published in: Academy of Accounting and Financial Studies Journal , Vol. 22, No. 1 (18 December 2018): pp. 1-7.

Mattarocci, Gianluca (2006): Market characteristics and chaos dynamics in stock markets: an international comparison.

Monahov, Alexandru (2020): Stress-testing a shock to remittances in a post-Covid world – what impact on liquidity?

Mossadak, anas (2018): Illicit financial outflows from Africa: measurement and determinants. Published in: International Journal of Economics, Commerce and Management , Vol. IV, No. 12 (2018): pp. 265-276.

Muteba Mwamba, John Weirstrass and Tchuinkam Djemo, Charles Raoul (2019): Exchange Rate Risk and International Equity Portfolio Diversification: A South African Investor’s Perspective.

Muteba Mwamba, John Weirstrass and Webb, Daniel (2014): The predictability of asset returns in the BRICS countries: a nonparametric approach.

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NYONI, THABANI (2019): An ARIMA analysis of the Indian Rupee/USD exchange rate in India.

Nakhoda, Aadil (2012): The influence of industry financial composition on export flow: A case study of a developing financial market.

Nwaobi, Godwin (2008): MODELLING THE WORLD EXCHANGE RATES:DYNAMICS, VOLATILITY AND FORECASTING.

Nyoni, Thabani (2018): Modeling and Forecasting Naira / USD Exchange Rate In Nigeria: a Box - Jenkins ARIMA approach.

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Obregon, Carlos (2022): The Economics of Global Peace. Published in:

Obregon, Carlos (2023): Social Choice and Institutionalism. Published in:

Olkhov, Victor (2023): Economic complexity limits accuracy of price probability predictions by gaussian distributions.

Olkhov, Victor (2022): Market-Based Price Autocorrelation.

Olkhov, Victor (2022): Price and Payoff Autocorrelations in a Multi-Period Consumption-Based Asset Pricing Model.

Olkhov, Victor (2022): Introduction of the Market-Based Price Autocorrelation.

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Pincheira, Pablo (2017): A Power Booster Factor for Out-of-Sample Tests of Predictability.

Pincheira, Pablo and Hardy, Nicolas (2022): Correlation Based Tests of Predictability.

Pincheira, Pablo and Hardy, Nicolas (2021): The Mean Squared Prediction Error Paradox.

Pincheira, Pablo and Hardy, Nicolas (2020): The Mean Squared Prediction Error Paradox: A summary.

Pincheira, Pablo and Hardy, Nicolas (2018): The predictive relationship between exchange rate expectations and base metal prices.

Pincheira, Pablo and Hardy, Nicolás (2019): Forecasting Aluminum Prices with Commodity Currencies.

Pincheira, Pablo and Hernández, Ana María (2019): Forecasting Unemployment Rates with International Factors.

Pincheira, Pablo and Jarsun, Nabil (2020): Summary of the Paper Entitled: Forecasting Fuel Prices with the Chilean Exchange Rate.

Pincheira, Pablo and Neumann, Federico (2018): Can we beat the Random Walk? The case of survey-based exchange rate forecasts in Chile.

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Ramirez, Francisco A. and Torres, Francisco A. (2013): Modelo de equilibrio general dinámico y estocástico con rigideces nominales para el análisis de política y proyecciones en la República Dominicana.

Ratnasari, Anggraeni and Widodo, Tri (2017): Exchange Market Pressure and Monetary Policies in ASEAN5.

Reinhart, Carmen and Borensztein, Eduardo (1994): The determinants of commodity prices. Published in: IMF Staff Papers , Vol. 41, No. 2 (June 1994): pp. 175-213.

Reinhart, Carmen and Goldstein, Morris and Kaminsky, Graciela (2000): Early Warning System: An Assessment of Vulnerability. Published in: Assessing Financial Vulnerability: An Early Warning System for Emerging Markets, Institute for International Economics (2000)

Reinhart, Carmen and Goldstein, Morris and Kaminsky, Graciela (2000): Early Warning System: Empirical Results from The Signals Approach. Published in: Assessing Financial Vulnerability: An Early Warning System for Emerging Markets , Institute for International Economics (2000)

Reinhart, Carmen and Goldstein, Morris and Kaminsky, Graciela (2000): Methodology for an Early Warning System: The Signals Approach. Published in: Assessing Financial Vulnerability: An Early Warning System for Emerging Markets, Institute for International Economics (2000)

Reinhart, Carmen and Goldstein, Morris and Kaminsky, Graciela (2000): Some Policy Issues Regarding an Early Warning System. Published in: Assessing Financial Vulnerability: An Early Warning System for Emerging Markets (2000)

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SAIEF EDDINE, AYOUNI and FAKHRI, ISSAOUI and SALEM, BRAHIM (2014): Financial liberalization, Foreign Direct investment (FDI) and Economic Growth: A Panel Dynamic Data Validation.

Sakarombe, Upenyu and Marimbe-Makoni, Rudo (2020): Stock Exchange Fungibility and Exchange Rate Volatility in Zimbabwe. Published in: Journal of Economics and Political Sciences (JEPS) , Vol. 1, No. 2 (2020): pp. 26-37.

Saputro, Agung Eddy Suryo and Lukiswati, Intan and Soleh, Agus M Soleh and Andriansyah, Andriansyah (2018): Pemodelan Spasial Rasio Utang Pemerintah di Negara G20 Tahun 2003-2017.

Schroeder, Gerhard (2009): Volatility Indexes seem to point to the Past.

Sinha, Pankaj and Kohli, Deepti (2013): Modeling exchange rate dynamics in India using stock market indices and macroeconomic variables.

Stolbov, Mikhail (2012): International credit cycles: a regional perspective.

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Tanya, Molodtsova and Nikolsko-Rzhevskyy, Alex and Papell, David (2008): Taylor Rules and the Euro.

Torre-Gallegos, Antonio de la and Bellini, Edith (2009): Las crisis bursátiles en España y su comparación con otros mercados internacionales: Análisis de sus principales características. Published in: UNIVERSIA BUSINESS REVIEW ISSN: 1698-5117 No. CUARTO trimestre 2009 (October 2009): pp. 44-61.

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Uluyol, Burhan and Hui Pu, Suan and Shaturaev, Jakhongir and Kanaparan, Geetha (2023): Cracking the Code of Market Secrets: A Deep Dive into Financial Anomalies. Forthcoming in: International Journal of Risk and Financial Management , Vol. 3, No. 12 (November 2023): pp. 1-15.

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Works, Richard and Haan, Perry (2017): An Empirical Study of Japanese and South Korean Exchange Rates Using the Sticky-Price Monetary Theory. Published in: International Academy of Business Review , Vol. 3, No. 1 (1 March 2017): pp. 12-25.

Works, Richard Floyd (2016): Econometric modeling of exchange rate determinants by market classification: An empirical analysis of Japan and South Korea using the sticky-price monetary theory. Published in: ProQuest No. 10242838 (31 December 2016): pp. 1-129.

Wright, Nicholas Anthony (2013): Examining measures of the equilibrium Real Exchange Rate: Macroeconomic Balance and the Natural Real Exchange Rate Approaches.