Author:
Fujihara R. A.,Mougoue' M.
Publisher
Springer Science and Business Media LLC
Subject
Finance,General Business, Management and Accounting,Accounting
Reference42 articles.
1. Adams, C. and B. Chadha, ?On Interpreting the Random Walk and Unit Root in Nominal and Real Exchange Rates,?IMF Staff Papers, 38, 901?920, (December 1991).
2. Akgiray, V. and G.G. Booth, ?Mixed Diffusion-Jump Process Modeling of Exchange Rate Movements,?Review of Economics and Statistics, 70, 631?637, (November 1988).
3. Baillie, R.T. and T. Bollerslev, ?Common Stochastic Trends in a System of Exchange Rates,?Journal of Finance, 44, 167?181, (March 1989a).
4. Baillie, R.T. and T. Bollerslev, ?The Message in Daily Exchange Rates: A Conditional-Variance Tale,?Journal of Business and Economic Statistics, 7, 297?305 (1989b).
5. Barnhart, S.W. and A.C. Szakmary, ?Testing the Unbiased Forward Rate Hypothesis: Evidence on Unit Roots, Cointegration and Stochastic Coefficients,?Journal of Financial and Quantitative Analysis, 26, 245?267, (June 1991).
Cited by
1 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献