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accessRights:"restricted"
subject:"Volatilität"
~isPartOf:"Journal of financial economics"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~subject:"Wechselkurs"
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Volatilität
Wechselkurs
Estimation
286
Schätzung
286
Capital income
123
Kapitaleinkommen
123
Börsenkurs
64
Share price
64
CAPM
61
Theorie
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61
Risikoprämie
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Risk premium
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69
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Bollerslev, Tim
4
Gupta, Rangan
4
Todorov, Viktor
4
Bouri, Elie
3
Boughrara, Adel
2
Della Corte, Pasquale
2
Demirer, Rıza
2
Kelly, Bryan T.
2
Roubaud, David
2
Zheng, Yao
2
Ahmed, Mohamed S.
1
Ahmed, Shaker
1
Al-Shboul, Mohammad
1
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1
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1
Amaya, Diego
1
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1
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1
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1
Bali, Turan G.
1
Bampi, Rodrigo E.
1
Bandi, F. M.
1
Bandi, Federico M.
1
Bathia, Deven
1
Bekaert, Geert
1
Bohl, Martin T.
1
Bretscher, Lorenzo
1
Cakan, Esin
1
Chaiechi, Taha
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1
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1
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1
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1
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1
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Journal of financial economics
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Energy economics
133
Finance research letters
124
International review of economics & finance : IREF
111
Applied economics
98
Economic modelling
94
The North American journal of economics and finance : a journal of financial economics studies
91
International review of financial analysis
84
Journal of international money and finance
77
Journal of econometrics
71
Research in international business and finance
64
Discussion paper / Centre for Economic Policy Research
59
Journal of international financial markets, institutions & money
55
Journal of banking & finance
52
Journal of empirical finance
51
Economics letters
48
Applied economics letters
46
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
46
Discussion papers / CEPR
39
International journal of forecasting
39
Working paper / National Bureau of Economic Research, Inc.
38
International journal of finance & economics : IJFE
36
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
34
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
31
Emerging markets, finance and trade : EMFT
30
Quantitative finance
30
Journal of financial econometrics
29
Pacific-Basin finance journal
29
The European journal of finance
26
Journal of economic dynamics & control
25
Journal of financial markets
23
Management science : journal of the Institute for Operations Research and the Management Sciences
21
International journal of economics and finance
20
Open economies review
19
Empirical economics : a quarterly journal of the Institute for Advanced Studies
18
Global finance journal
18
Journal of macroeconomics
18
Macroeconomic dynamics
18
Theoretical economics letters
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ECONIS (ZBW)
69
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1
The jump leverage risk premium
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
Saved in:
2
Return predictability with endogenous growth
Bandi, Federico M.
;
Bretscher, Lorenzo
;
Tamoni, Andrea
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462652
Saved in:
3
Real exchange rate misalignments and economic growth in Tunisia : new evidence from a threshold analysis of asymmetric adjustments
Hadj Amor, Thouraya
;
Nouira, Ridha
;
Rault, Christophe
; …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 215-227
Persistent link: https://www.econbiz.de/10014428041
Saved in:
4
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
Saved in:
5
A credit-based theory of the currency risk premium
Della Corte, Pasquale
;
Jeanneret, Alexandre
;
Patelli, …
- In:
Journal of financial economics
149
(
2023
)
3
,
pp. 473-496
Persistent link: https://www.econbiz.de/10014420543
Saved in:
6
Volatility feedback effect and risk-return tradeoff
Chelikani, Surya
;
Marks, Joseph M.
;
Nam, Kiseok
- In:
The quarterly review of economics and finance : journal …
92
(
2023
),
pp. 49-65
Persistent link: https://www.econbiz.de/10014490242
Saved in:
7
Frequency domain quantile dependence and connectedness between crude oil and exchange rates : evidence from oil-importing and exporting countries
Zhu, Huiming
;
Li, Shuang
;
Huang, Zishan
- In:
The quarterly review of economics and finance : journal …
90
(
2023
),
pp. 1-30
Persistent link: https://www.econbiz.de/10014431798
Saved in:
8
Price-setting in the foreign exchange swap market : evidence from order flow
Syrstad, Olav
;
Viswanath-Natraj, Ganesh
- In:
Journal of financial economics
146
(
2022
)
1
,
pp. 119-142
Persistent link: https://www.econbiz.de/10013482168
Saved in:
9
Realized semibetas : disentangling "good" and "bad" downside risks
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of financial economics
144
(
2022
)
1
,
pp. 227-246
Persistent link: https://www.econbiz.de/10013407090
Saved in:
10
Macroeconomic determinants of foreign exchange rate exposure
Fuchs, Fabian U.
- In:
The quarterly review of economics and finance : journal …
85
(
2022
),
pp. 77-102
Persistent link: https://www.econbiz.de/10013336073
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