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isPartOf:"Journal of applied econometrics"
subject:"Wechselkurs"
~isPartOf:"Applied economics letters"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~subject:"Volatilität"
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Wechselkurs
Volatilität
Estimation
2,241
Schätzung
2,241
Theorie
449
Theory
449
United States
339
USA
338
Welt
227
World
227
Panel
203
Panel study
203
Cointegration
194
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194
Time series analysis
188
Zeitreihenanalyse
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Economic growth
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Wirtschaftswachstum
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153
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Börsenkurs
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Estimation theory
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Liesenfeld, Roman
3
Ma, Feng
3
Sosvilla-Rivero, Simón
3
Edwards, Jeffrey A.
2
Garg, Bhavesh
2
Grobys, Klaus
2
Gupta, Rangan
2
Hafner, Christian M.
2
Hassan, Gazi M.
2
Holmes, Mark J.
2
Kanas, Angelos
2
Klaassen, Franc
2
Olson, Eric
2
Pierdzioch, Christian
2
Valera, Harold Glenn A.
2
Wang, Xunxiao
2
Wilfling, Bernd
2
Abubaker, Riyad
1
Adeniyi, Oluwatosin A.
1
Afonso, António
1
Ajide, Kazeem Bello
1
Al-Rashidi, Atef
1
Alvarez González, Francisco
1
Alvarez, Alberto
1
Alvarez-Diaz, Marcos
1
Andersen, Torben
1
Andersson, Fredrik N. G.
1
Apergis, Emmanuel
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Arin, Kerim Peren
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Arnold, Ivo J. M.
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Arteche, Josu
1
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1
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1
Aßmann, Christian
1
Baba, Naohiko
1
Baharumshah, Ahmad Zubaidi
1
Bahmani, Sahar
1
Bahmani-Oskooee, Mohsen
1
Baklaci, H. F.
1
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Journal of applied econometrics
Applied economics letters
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Applied economics
169
Energy economics
154
Economic modelling
145
International review of economics & finance : IREF
145
Journal of international money and finance
144
Finance research letters
127
International review of financial analysis
117
NBER working paper series
117
The North American journal of economics and finance : a journal of financial economics studies
117
Working paper / National Bureau of Economic Research, Inc.
117
NBER Working Paper
107
Journal of econometrics
105
Applied financial economics
98
Working paper
95
Journal of banking & finance
91
Journal of empirical finance
89
Journal of international financial markets, institutions & money
88
CESifo working papers
87
Research in international business and finance
77
Discussion paper / Centre for Economic Policy Research
76
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
74
International journal of finance & economics : IJFE
72
Discussion paper / Tinbergen Institute
67
Economics letters
67
The journal of futures markets
64
Journal of risk and financial management : JRFM
61
International journal of economics and financial issues : IJEFI
60
The European journal of finance
56
International journal of forecasting
52
International journal of economics and finance
48
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
48
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
47
International Journal of Energy Economics and Policy : IJEEP
46
The empirical economics letters : a monthly international journal of economics
44
Journal of financial economics
41
Cogent economics & finance
40
Discussion paper
39
Discussion papers / CEPR
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ECONIS (ZBW)
197
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1
Exchange rates and macroeconomic fundamentals : evidence of instabilities from time-varying factor loadings
Hillebrand, Eric
;
Mikkelsen, Jakob Guldbæk
;
Spreng, Lars
; …
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 857-877
Persistent link: https://www.econbiz.de/10014432197
Saved in:
2
News implied volatility and aggregate economic activity : evidence from the Japanese government bond market
Goshima, Keiichi
;
Ishijima, Hiroshi
;
Shintani, Mototsugu
- In:
Applied economics letters
31
(
2024
)
6
,
pp. 568-573
Persistent link: https://www.econbiz.de/10014470544
Saved in:
3
Impacts of economic policy uncertainty on the time-varying risk-return relationship : evidence from G7 countries
He, Zhifang
;
Zheng, Jie
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 270-274
Persistent link: https://www.econbiz.de/10014468759
Saved in:
4
Identifying exchange rate effects and spillovers of US monetary policy shocks in the presence of time-varying instrument relevance
Liao, Wenting
;
Ma, Jun
;
Zhang, Chengsi
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 989-1006
Persistent link: https://www.econbiz.de/10014474382
Saved in:
5
Monetary policy and exchange rate anomalies in set-identified SVARs : revisited
Rüth, Sebastian
;
Van der Veken, Wouter
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 1085-1092
Persistent link: https://www.econbiz.de/10014474414
Saved in:
6
Cryptocurrency connectedness : does controlling for the cross-correlations matter?
Wiesen, Thomas F.P.
;
Bharadwaj, Lakshya
- In:
Applied economics letters
30
(
2023
)
20
,
pp. 2873-2880
Persistent link: https://www.econbiz.de/10014413964
Saved in:
7
Oil prices in the real economy
Shu, Haicheng
;
Spencer, Peter D.
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 878-897
Persistent link: https://www.econbiz.de/10014432198
Saved in:
8
The VolCo index : a measure of the transition from pandemic to equity market
Wang, Kun
;
Han, Chuan-Hsiang
- In:
Applied economics letters
30
(
2023
)
15
,
pp. 2004-2008
Persistent link: https://www.econbiz.de/10014324852
Saved in:
9
Sukuk returns dynamics under bullish and bearish market conditions : do COVID-19 related news and government measures matter?
Naifar, Nader
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 875-883
Persistent link: https://www.econbiz.de/10014303590
Saved in:
10
Newspaper-based equity uncertainty or implied volatility index : new evidence from oil market volatility predictability
Lu, Xinjie
;
Ma, Feng
;
Li, Pan
;
Li, Tao
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 960-964
Persistent link: https://www.econbiz.de/10014303607
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