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isPartOf:"Journal of applied econometrics"
subject:"Wechselkurs"
~isPartOf:"Applied financial economics"
~isPartOf:"Journal of international money and finance"
~subject:"Volatilität"
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Wechselkurs
Volatilität
Estimation
1,252
Schätzung
1,251
Theorie
388
Theory
388
USA
269
United States
269
Welt
183
World
183
Volatility
167
Exchange rate
148
Capital income
146
Kapitaleinkommen
146
Börsenkurs
126
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Großbritannien
105
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Risikoprämie
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Caporale, Guglielmo Maria
4
Phylaktis, Kate
4
McMillan, David G.
3
Papell, David H.
3
Alberola, Enrique
2
Ali, Faek Menla
2
Beckmann, Joscha
2
Cheikh, Nidhaleddine Ben
2
Chinn, Menzie David
2
Clements, Adam
2
Dijk, Dick van
2
Dupuy, Philippe
2
Fraser, Patricia
2
Grossmann, Axel
2
Ince, Onur
2
Jiang, Christine X.
2
Jung, Robert
2
Kouretas, Georgios P.
2
Lothian, James R.
2
Ma, Jun
2
MacDonald, Ronald
2
MacFarland, James W.
2
Mahieu, Ronald J.
2
Mitchener, Kris
2
Moore, Michael J.
2
Morley, James C.
2
Niizeki, Mikiyo Kii
2
Paul, Chris W.
2
Ravazzolo, Francesco
2
Sengupta, Jati K.
2
Simpson, Marc W.
2
Sornette, Didier
2
Spagnolo, Nicola
2
Spencer, Peter D.
2
Taylor, Stephen
2
Verschoor, Willem F. C.
2
Vu, Nam T.
2
Wu, Yangru
2
Zaied, Younes Ben
2
Zampolli, Fabrizio
2
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Journal of applied econometrics
Applied financial economics
Journal of international money and finance
Applied economics
169
Energy economics
154
Economic modelling
145
International review of economics & finance : IREF
145
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 economics letters
101
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
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
66
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)
272
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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
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:
3
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:
4
Exchange rate elasticities of international tourism and the role of dominant currency pricing
Ding, Ding
;
Timmer, Yannick
- In:
Journal of international money and finance
137
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014478117
Saved in:
5
Do term premiums matter? : transmission via exchange rate dynamics
Katagiri, Mitsuru
;
Takahashi, Koji
- In:
Journal of international money and finance
139
(
2023
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014478224
Saved in:
6
Liquidity shocks and the negative premium of liquidity volatility around the world
Feng, Frank Y.
;
Kang, Wenjin
;
Zhang, Huiping
- In:
Journal of international money and finance
139
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014478240
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
Recent developments in exchange rate pass-through : what have we learned from uncertain times?
Cheikh, Nidhaleddine Ben
;
Zaied, Younes Ben
;
Ben Ameur, …
- In:
Journal of international money and finance
131
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014248861
Saved in:
9
Risk sharing channels in OECD countries : a heterogeneous panel VAR approach
Asdrubali, Pierfederico
;
Kim, So-yŏng
;
Pericoli, …
- In:
Journal of international money and finance
131
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014248866
Saved in:
10
The low-magnitude and high-magnitude asymmetries in tail dependence structures in international equity markets and the role of bilateral exchange rate
Chang, Kuang-Liang
- In:
Journal of international money and finance
133
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014304729
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