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accessRights:"restricted"
subject:"Volatilität"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"The European journal of finance"
~subject:"Exchange rate"
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Volatilität
Exchange rate
Estimation
182
Schätzung
182
Capital income
71
Kapitaleinkommen
71
Theorie
57
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57
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Copeland, Laurence S.
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Alireza Zarei
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Management science : journal of the Institute for Operations Research and the Management Sciences
The European journal of finance
Energy economics
133
Finance research letters
124
International review of economics & finance : IREF
112
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
58
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
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
42
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
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Journal of financial econometrics
29
Pacific-Basin finance journal
29
Journal of financial economics
27
Journal of economic dynamics & control
25
Journal of financial markets
23
International journal of economics and finance
20
Open economies review
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Global finance journal
18
International journal of emerging markets
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Journal of macroeconomics
18
Macroeconomic dynamics
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ECONIS (ZBW)
47
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1
On the nature of (jump) skewness risk premia
Orłowski, Piotr
;
Schneider, Paul
;
Trojani, Fabio
- In:
Management science : journal of the Institute for …
70
(
2024
)
2
,
pp. 1154-1174
Persistent link: https://www.econbiz.de/10014513916
Saved in:
2
The pricing of unexpected volatility in the currency market
Lu, Wenna
;
Copeland, Laurence S.
;
Xu, Yongdeng
- In:
The European journal of finance
29
(
2023
)
17
,
pp. 2032-2046
Persistent link: https://www.econbiz.de/10014388546
Saved in:
3
Correlated cashflow shocks, asset prices, and the term structure of equity
Hasler, Michael
;
Khapko, Mariana
- In:
Management science : journal of the Institute for …
69
(
2023
)
9
,
pp. 5560-5577
Persistent link: https://www.econbiz.de/10014392946
Saved in:
4
Momentum and market volatility : a Bayesian regime-switching model
Cao, Jia
;
Copeland, Laurence S.
- In:
The European journal of finance
29
(
2023
)
5
,
pp. 483-507
Persistent link: https://www.econbiz.de/10014322539
Saved in:
5
Gone with the vol : a decline in asset return predictability during the great moderation
Hsu, Alex
;
Palomino, Francisco
;
Qian, Liang
- In:
Management science : journal of the Institute for …
69
(
2023
)
5
,
pp. 3025-3047
Persistent link: https://www.econbiz.de/10014305476
Saved in:
6
Finance and firm volatility : evidence from small business lending in China
Chen, Tao
;
Huang, Yi
;
Chen, Lin
;
Sheng, Zixia
- In:
Management science : journal of the Institute for …
68
(
2022
)
3
,
pp. 2226-2249
Persistent link: https://www.econbiz.de/10013268060
Saved in:
7
Currency factors
Aloosh, Arash
;
Bekaert, Geert
- In:
Management science : journal of the Institute for …
68
(
2022
)
6
,
pp. 4042-4064
Persistent link: https://www.econbiz.de/10013369016
Saved in:
8
A test of income smoothing using pseudo fiscal years
Black, Dirk E.
;
Pierce, Spencer R.
;
Thomas, Wayne B.
- In:
Management science : journal of the Institute for …
68
(
2022
)
7
,
pp. 5533-5555
Persistent link: https://www.econbiz.de/10013369331
Saved in:
9
Exchange rates and sovereign risk
Della Corte, Pasquale
;
Sarno, Lucio
;
Schmeling, Maik
; …
- In:
Management science : journal of the Institute for …
68
(
2022
)
8
,
pp. 5591-5617
Persistent link: https://www.econbiz.de/10013370992
Saved in:
10
What can explain momentum? : evidence from decomposition
Guo, Jiaqi
;
Li, Peng
;
Li, Youwei
- In:
Management science : journal of the Institute for …
68
(
2022
)
8
,
pp. 6184-6218
Persistent link: https://www.econbiz.de/10013372945
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