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The multiscale causal dynamics of foreign exchange markets · Study

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ArticleThe multiscale causal dynamics of foreign exchange markets

Stelios D. Bekiros2012

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Articlegreen2012

The multiscale causal dynamics of foreign exchange markets

Stelios D. Bekiros · Massimiliano Giuseppe Marcellino

82 citations·0/0 files stored·Journal of International Money and Finance

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Financial Risk and Volatility Modeling Financial Markets and Investment Strategies Complex Systems and Time Series Analysis

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References

1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods 1988Statistical analysis of cointegration vectors 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY 2002Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis 1994Comparing Predictive Accuracy 1995Comparing Predictive Accuracy 1983Empirical exchange rate models of the seventies 1992Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis

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Year2012

Typearticle

Published2012-12-06

VenueJournal of International Money and Finance

ISSN-L0261-5606

Languageen

Citations82

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1016/j.jimonfin.2012.11.016

openalex_workW2089917580

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