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isPartOf:"Journal of applied econometrics"
subject:"Wechselkurs"
~isPartOf:"Journal of empirical finance"
~isPartOf:"The International trade journal"
~subject:"Volatilität"
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Wechselkurs
Volatilität
Estimation
669
Schätzung
669
Theorie
259
Theory
259
USA
133
United States
133
Capital income
127
Kapitaleinkommen
127
Volatility
111
Forecasting model
95
Prognoseverfahren
95
Börsenkurs
90
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90
Welt
71
World
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Time series analysis
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Zeitreihenanalyse
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Estimation theory
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55
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49
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Aktienmarkt
47
Portfolio selection
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Cointegration
40
Kointegration
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38
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136
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Dijk, Dick van
3
Opschoor, Anne
3
Wel, Michel van der
3
Bahmani-Oskooee, Mohsen
2
Baillie, Richard
2
Caporin, Massimiliano
2
Cho, Dooyeon
2
Christiansen, Charlotte
2
Conrad, Christian
2
Hafner, Christian M.
2
Kapetanios, George
2
Karanasos, Menelaos
2
Kim, Kun Ho
2
Raafat, Feraidoon
2
Salehizadeh, Mehdi
2
Tse, Yiu Kuen
2
Abergel, Frédéric
1
Aboulamer, Anas
1
Adcock, Christopher
1
Ahmed, Jameel
1
Alexeev, Vitali
1
Ali, Faek Menla
1
Anatolyev, Stanislav
1
Andersen, Torben
1
Antzulatos, Angelos A.
1
Aragó Manzana, Vicent
1
Aretz, Kevin
1
Ari, Ali
1
Arize, Augustine Chuck
1
Aslanidis, Nekatrios
1
Aslanidis, Nektarios
1
Axarloglou, Kostas
1
Bai, Lu
1
Bartram, Söhnke M.
1
Baum, Christopher F.
1
Beck, Günter W.
1
Bee, Marco
1
Beetsma, Roel
1
BenSaïda, Ahmed
1
Bessler, Wolfgang
1
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Journal of applied econometrics
Journal of empirical finance
The International trade journal
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 economics letters
101
Applied financial economics
98
Working paper
95
Journal of banking & finance
91
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)
136
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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
Empirical performance of component GARCH models in pricing VIX term structure and VIX futures
Cheng, Hung-Wen
;
Chang, Li-Han
;
Lo, Chien-Ling
;
Tsai, …
- In:
Journal of empirical finance
72
(
2023
),
pp. 122-142
Persistent link: https://www.econbiz.de/10014476812
Saved in:
5
Forecasting realized volatility with machine learning : panel data perspective
Zhu, Haibin
;
Bai, Lu
;
He, Lidan
;
Liu, Zhi
- In:
Journal of empirical finance
73
(
2023
),
pp. 251-271
Persistent link: https://www.econbiz.de/10014477028
Saved in:
6
Estimation with mixed data frequencies : a bias-correction approach
Ghosh, Anisha
;
Linton, Oliver
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014477062
Saved in:
7
Forecasting realized volatility with wavelet decomposition
Souropanis, Ioannis
;
Vivian, Andrew
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014477112
Saved in:
8
Spillover effects in managerial compensation
Kieschnick, Robert L.
;
Shi, Wenyun
- In:
Journal of empirical finance
70
(
2023
),
pp. 62-73
Persistent link: https://www.econbiz.de/10014423607
Saved in:
9
Are cryptocurrencies a safe haven for stock investors? : a regime-switching approach
Li, Leon
;
Miu, Peter
- In:
Journal of empirical finance
70
(
2023
),
pp. 367-385
Persistent link: https://www.econbiz.de/10014423734
Saved in:
10
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
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