//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
institution:"Federal Reserve Bank of St. Louis"
subject:"Volatility"
~institution:"University of Strathclyde / Department of Economics"
~subject:"Exchange rate"
~subject:"VAR-Modell"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Exchange rate
VAR-Modell
Estimation
38
Schätzung
38
USA
23
United States
23
Forecasting model
5
Prognoseverfahren
5
VAR model
5
Yield curve
5
Zinsstruktur
5
Capital income
4
Geldpolitik
4
Kapitaleinkommen
4
Markov chain
4
Markov-Kette
4
Monetary policy
4
Schock
4
Shock
4
Theorie
4
Theory
4
Time series analysis
4
Wechselkurs
4
Zeitreihenanalyse
4
Großbritannien
3
Risikoprämie
3
Risk premium
3
United Kingdom
3
Volatilität
3
1952-2002
2
Aktienmarkt
2
Auslandsinvestition
2
CAPM
2
Canada
2
Cointegration
2
Foreign investment
2
Interest rate
2
Japan
2
Kanada
2
more ...
less ...
Online availability
All
Free
11
Type of publication
All
Book / Working Paper
11
Type of publication (narrower categories)
All
Arbeitspapier
11
Graue Literatur
11
Non-commercial literature
11
Working Paper
11
Language
All
English
11
Author
All
Neely, Christopher J.
3
Nagayasu, Jun
2
Owyang, Michael T.
2
Theodorou, Athena T.
2
Campolieti, Michele
1
Dittmar, Robert F.
1
Dueker, Michael
1
Francis, Neville
1
Gavin, William T.
1
Gefang, Deborah
1
Guo, Hui
1
Koop, Gary
1
MacDonald, Ronald
1
Sarno, Lucio
1
Savickas, Robert
1
Thornton, Daniel L.
1
more ...
less ...
Institution
All
Federal Reserve Bank of St. Louis
University of Strathclyde / Department of Economics
National Bureau of Economic Research
134
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
23
Institut für Weltwirtschaft
12
University of Canterbury / Dept. of Economics and Finance
6
Leibniz-Institut für Wirtschaftsforschung Halle
5
Ekonomiska forskningsinstitutet <Stockholm>
4
Centre for Analytical Finance <Århus>
3
Federal Reserve System / Board of Governors
3
Forschungsinstitut zur Zukunft der Arbeit
3
Gottfried Wilhelm Leibniz Universität Hannover
3
Institute of European Finance <Bangor, Gwynedd>
3
International Monetary Fund
3
Internationaler Währungsfonds / Research Department
3
Kansantaloustieteen Laitos <Tampere>
3
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
3
Türkiye Cumhuriyet Merkez Bankası
3
Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
3
Australian National University / Faculty of Economics and Commerce
2
Bonn Graduate School of Economics
2
Centre for Quantitative Economics & Computing
2
Chambre de commerce et d'industrie de Paris
2
Economic Research Forum for the Arab Countries, Iran and Turkey
2
European University Institute / Department of Economics
2
Federal Reserve Bank of Cleveland
2
Federal Reserve Bank of New York
2
National Institute of Economic and Social Research
2
Rodney L. White Center for Financial Research
2
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
2
Springer Fachmedien Wiesbaden
2
Suntory-Toyota International Centre for Economics and Related Disciplines
2
Task Force on Low Inflation (LIFT)
2
Technische Universität Dresden
2
University of British Columbia / Finance Division
2
William Davidson Institute <Ann Arbor, Mich.>
2
American Enterprise Institute for Public Policy Research
1
Australian National University / Centre for Economic Policy Research
1
Bank of Communications <Schanghai> / Financial Research Center / Research Group
1
Berliner Handels- und Frankfurter Bank
1
more ...
less ...
Published in...
All
Working paper
8
Strathclyde discussion papers in economics
3
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Currency forecast errors at times of low interest rates : evidence from survey data on the yen/dollar exchange rate
MacDonald, Ronald
;
Nagayasu, Jun
-
2013
Persistent link: https://www.econbiz.de/10010259001
Saved in:
2
Co-movements in real effective exchange rates : evidence from the dynamic hierarchical factor mode
Nagayasu, Jun
-
2013
Persistent link: https://www.econbiz.de/10010259016
Saved in:
3
Time variation in the dynamics of worker flows : evidence from the US and Canada
Campolieti, Michele
;
Gefang, Deborah
;
Koop, Gary
-
2011
Persistent link: https://www.econbiz.de/10009531109
Saved in:
4
A common model approach to macroeconomics : using panel data reduce sampling error
Gavin, William T.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001986936
Saved in:
5
The use of long-run restrictions for the identification of technology shocks
Francis, Neville
(
contributor
); …
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001979869
Saved in:
6
Implied volatility from options on gold futures : do statistical forecasts add value or simply paint the lilly?
Neely, Christopher J.
(
contributor
)
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001982800
Saved in:
7
Testing the expectations hypothesis : some new evidence
Dittmar, Robert F.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001982897
Saved in:
8
Idiosyncratic volatility, stock market volatility, and expected stock returns
Guo, Hui
(
contributor
);
Savickas, Robert
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001985899
Saved in:
9
Can Markov switching models predict excess foreign exchange returns?
Dueker, Michael
(
contributor
); …
-
2003
-
[Elektronische Ressource], rev.
Persistent link: https://www.econbiz.de/10001964834
Saved in:
10
How well do monetary fundamentals forecast exchange rates?
Neely, Christopher J.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001971215
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->