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A New Method for Identifying the Effects of Foreign Exchange Interventions

A New Method for Identifying the Effects of Foreign Exchange Interventions
Digital文書・図像類
Cheny, Chih-nan, Watanabe, Tsutomu, Yabu, TomoyoshiResearch Center for Price Dynamics, Institute of Economic Research, Hitotsubashi University2011-05
Available onlineOther Libraries in Japan
  • Summary, etc....requency. This temporal aggregation makes it diffi......problem due to temporal aggregation.
  • Subject Heading...eneity problem temporal aggregation

A New Method for Identifying the Effects of Central Bank Interventions

A New Method for Identifying the Effects of Central Bank Interventions
Digital文書・図像類
Chen, Chih-nan, 渡辺, 努, 藪, 友良Research Center for Price Dynamics, Institute of Economic Research, Hitotsubashi University2009-01-19
Available onlineOther Libraries in Japan
  • Summary, etc....requency. This temporal aggregation makes it diffi......problem due to temporal aggregation.
  • Subject Heading...eneity problem temporal aggregation

Risk Management for International Tourist Arrivals: An Application to the Balearic Islands, Spain

Risk Management for International Tourist Arrivals: An Application to the Balearic Islands, Spain
Paper文書・図像類
Bartolomé, Ana, McAleer, Michael, Ramos, Vicente, Rey-Maquieira, Javier日本経済国際共同センター2009-09Discussion paper series. CIRJE-FCIRJE-F-665
Other Libraries in Japan
  • Subject Heading...al aggregation Temporal aggregation Asymmetric behaviour

Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates

Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates
Digital文書・図像類
McAleer, MichaelInstitute of Economic Research, Kyoto University2010-08KIER Discussion Paper712
Available onlineOther Libraries in Japan
  • Subject Heading...te long memory temporal aggregation spatial aggregation daily eff...

Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates

Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates
Paper文書・図像類
Chang, Chia-Lin, McAleer, Michael日本経済国際共同センター2010-02Discussion paper series. CIRJE-FCIRJE-F-716
Other Libraries in Japan
  • Subject Heading...te long memory temporal aggregation spatial aggregation daily eff...

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