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The Euro and inflation uncertainty in the European Monetary Union · Study

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ArticleThe Euro and inflation uncertainty in the European Monetary Union

Guglielmo Maria Caporale2008

OA

Articlegreen2008

The Euro and inflation uncertainty in the European Monetary Union

Guglielmo Maria Caporale · Alexandros Kontonikas

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

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Monetary Policy and Economic Impact Financial Risk and Volatility Modeling Market Dynamics and Volatility

Abstract

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Citations in this library

Stored only when both papers are in the corpus — 103 citations exist upstream.

References

1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root 1992Testing the null hypothesis of stationarity against the alternative of a unit root 1991Conditional Heteroskedasticity in Asset Returns: A New Approach 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root 1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis

Cited by

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Details

Year2008

Typearticle

Published2008-10-15

VenueJournal of International Money and Finance

ISSN-L0261-5606

Languageen

Citations103

Files0 public / 0

ShelfMonetary Policy and Economic Impact

Identifiers

doi10.1016/j.jimonfin.2008.09.004

openalex_workW2120845593

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