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accessRights:"restricted"
subject:"Volatilität"
~isPartOf:"The European journal of finance"
~source:"econis"
~subject:"Exchange rate"
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Volatilität
Exchange rate
Estimation
81
Schätzung
81
Capital income
31
Kapitaleinkommen
31
Börsenkurs
27
Share price
27
Volatility
25
Theorie
24
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Aktienmarkt
20
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Copeland, Laurence S.
2
Gupta, Rangan
2
Pierdzioch, Christian
2
Algaba, Andres
1
Alireza Zarei
1
Ap Gwilym, Owain
1
Balcilar, Mehmet
1
Bhatti, Muhammad Ishaq
1
Bonaccolto, G.
1
Boudt, Kris
1
Broll, Udo
1
Cao, Jia
1
Caporin, Massimiliano
1
Chen, Ming-Chi
1
Chen, Ren-Raw
1
Chen, XiaoHua
1
Chuang, Ming-Che
1
Corbet, Shaen
1
Cummins, Mark
1
Dias, José G.
1
El Mouaaouy, Florian
1
Fassas, Athanasios P.
1
Ferreira, Eva
1
Fifield, S. G. M.
1
García-Machado, Juan J.
1
Gillas, Konstantinos Gkillas
1
Gökçen, Umut
1
Karanasos, Menelaos
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Kearney, Fearghal
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Kenourgios, Dimitris
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Kim, Dongcheol
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1
Larkin, Charles
1
Lin, Shih-kuei
1
Lu, Wenna
1
Lucey, Brian M.
1
Marabel Romo, Jacinto
1
McCown, James R.
1
McMillan, David G.
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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
30
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
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
International journal of emerging markets
18
Journal of macroeconomics
18
Macroeconomic dynamics
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ECONIS (ZBW)
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1
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:
2
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:
3
Forecasting realized volatility of bitcoin returns : tail events and asymmetric loss
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
The European journal of finance
27
(
2021
)
16
,
pp. 1626-1644
Persistent link: https://www.econbiz.de/10012872908
Saved in:
4
Industry portfolio allocation with asymmetric correlations
Kim, Myeong Hyeon
;
Park, Seyoung
;
Yoon, Jong Mun
- In:
The European journal of finance
27
(
2021
)
1/2
,
pp. 178-198
Persistent link: https://www.econbiz.de/10012424937
Saved in:
5
U.S. unconventional monetary policy and risk tolerance in major currency markets
Fassas, Athanasios P.
;
Kenourgios, Dimitris
;
Papadamou, …
- In:
The European journal of finance
27
(
2021
)
10
,
pp. 994-1008
Persistent link: https://www.econbiz.de/10012609247
Saved in:
6
Multiple co-jumps in the cross-section of US equities and the identification of system(at)ic movements
Bonaccolto, G.
;
Caporin, Massimiliano
;
Zambon, N.
- In:
The European journal of finance
27
(
2021
)
11
,
pp. 1098-1116
Persistent link: https://www.econbiz.de/10012609265
Saved in:
7
Spot exchange rate volatility, uncertain policies and export investment decision of firms : a mean-variance decision approach
Mukherjee, Subhadip
;
Mukherjee, Soumyatanu
;
Mishra, Tapas
; …
- In:
The European journal of finance
27
(
2021
)
8
,
pp. 752-773
Persistent link: https://www.econbiz.de/10012516131
Saved in:
8
An examination of ex ante risk and return in the cross-section using option-implied information
Kim, Dongcheol
;
Chen, Ren-Raw
;
Roh, Tai-Yong
;
Panda, Durga
- In:
The European journal of finance
26
(
2020
)
16
,
pp. 1623-1645
Persistent link: https://www.econbiz.de/10012314643
Saved in:
9
The variance implied conditional correlation
Algaba, Andres
;
Boudt, Kris
;
Vanduffel, Steven
- In:
The European journal of finance
26
(
2020
)
2/3
,
pp. 200-222
Persistent link: https://www.econbiz.de/10012207197
Saved in:
10
Asymmetric dependence in international currency markets
Paltalidis, Nikos
;
Patsika, Victoria
- In:
The European journal of finance
26
(
2020
)
10
,
pp. 994-1017
Persistent link: https://www.econbiz.de/10012207352
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