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Modelling exchange rate volatility in Zambia
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Modelling exchange rate volatility in Zambia (2012)Modelling exchange rate volatility in Zam…Introductory Econometrics for Finance (2008)Introductory Econometrics for…The Economics of Exchange Rates (2003)The Economics of Exchange Rat…Real Exchange Rate Behavior: The Recent Float from the Perspective of the Past Two Centuries (1996)Real Exchange Rate Behavior: …Numerical distribution functions for unit root and cointegration tests (1996)Numerical distribution functi…Sources of Real Exchange Rate Fluctuations: How Important are Nominal Shocks? (1994)Sources of Real Exchange Rate…Measuring and Testing the Impact of News on Volatility (1993)Measuring and Testing the Imp…Fixing Exchange Rates: A Virtual Quest for Fundamentals (1993)Fixing Exchange Rates: A Virt…Alternative models for conditional stock volatility (1990)Alternative models for condit…Business cycles and the exchange-rate regime (1989)Business cycles and the excha…Meteor Showers or Heat Waves? Heteroskedastic Intra-Daily Volatility in the Foreign Exchange Market (1988)Meteor Showers or Heat Waves?…Business Cycles and the Exchange Rate System: Some International Evidence (1988)Business Cycles and the Excha…Nominal exchange rate regimes and the behavior of real exchange rates: Evidence and implications (1986)Nominal exchange rate regimes…Generalized autoregressive conditional heteroskedasticity (1986)Generalized autoregressive co…Generalized autoregressive conditional heteroscedasticity (1986)Generalized autoregressive co…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…Expectations and Exchange Rate Dynamics (1976)Expectations and Exchange Rat…The Pricing of Options and Corporate Liabilities (1973)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Econometric Analysis of Cross Section and Panel Data (2001)Oil prices and the stock prices of alternative energy companies (2007)Stock prices of clean energy firms, oil and carbon markets: A vector autoregressive analysis (2011)The Impact of Corporate Social Responsibility Disclosure on Financial Performance: Evidence from the GCC Islamic Banking Sector (2016)Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Multivariate Simultaneous Generalized ARCH (1995)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Testing for a Unit Root in Time Series Regression (1988)The Purchasing Power Parity Puzzle (1996)The overvaluation of purchasing power parity (1998)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Numerical distribution functions of likelihood ratio tests for cointegration (1999)Unit root tests for panel data (2001)Critical Values for Cointegration Tests (2010)Domestic Financial Policies Under Fixed and Under Floating Exchange Rates (1962)Exchange rate expectations and monetary policy (1976)The Exchange Rate, The Balance Of Payments and Monetary and Fiscal Policy Under A Regime of Controlled Floating (1977)Convergence Across States and Regions (1991)Capital Mobility and Stabilization Policy Under Fixed and Flexible Exchange Rates (1963)Empirical exchange rate models of the seventies (1983)The behavior of real exchange rates during the post-Bretton Woods period (1998)Nonlinear Mean‐Reversion in Real Exchange Rates: Toward a Solution To the Purchasing Power Parity Puzzles (2001)The Purchasing Power Parity Debate (2004)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Stock Prices and Volume (1992)Intraday periodicity and volatility persistence in financial markets (1997)Forecasting Volatility in Financial Markets: A Review (2003)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)A long memory property of stock market returns and a new model (1993)Meteor Showers or Heat Waves? Heteroskedastic Intra-Daily Volatility in the Foreign Exchange Market (1990)Why Do Markets Move Together? An Investigation of U.S.‐Japan Stock Return Comovements (1996)Using artificial neural network models in stock market index prediction (2011)
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References

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  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
  • 1976Expectations and Exchange Rate Dynamics4,704 cited
  • 1993Measuring and Testing the Impact of News on Volatility3,692 cited
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  • 1988Meteor Showers or Heat Waves? Heteroskedastic Intra-Daily Volatility in the Foreign Exchange Market786 cited
  • 1994Sources of Real Exchange Rate Fluctuations: How Important are Nominal Shocks?622 cited
  • 1993Fixing Exchange Rates: A Virtual Quest for Fundamentals613 cited
  • 1988Business Cycles and the Exchange Rate System: Some International Evidence

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468 cited
  • 1989Business cycles and the exchange-rate regime467 cited
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