//--> //--> //--> //-->
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
isPartOf:"Journal of econometrics"
~isPartOf:"Economic modelling"
~subject:"Wechselkurs"
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:"Volatility"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Wechselkurs
Volatility
659
Volatilität
657
Estimation
218
Schätzung
218
Theorie
202
Theory
202
ARCH model
174
ARCH-Modell
174
Börsenkurs
160
Share price
160
Time series analysis
157
Zeitreihenanalyse
157
Capital income
140
Kapitaleinkommen
140
Estimation theory
133
Schätztheorie
133
Stochastic process
124
Stochastischer Prozess
124
Forecasting model
106
Prognoseverfahren
106
Aktienmarkt
84
Stock market
84
Welt
66
World
66
Exchange rate
60
Option pricing theory
55
Optionspreistheorie
55
USA
52
United States
52
Spillover effect
48
Spillover-Effekt
48
Market microstructure
47
Marktmikrostruktur
47
Statistical distribution
47
Statistische Verteilung
47
Stochastic volatility
47
Correlation
46
Korrelation
46
Nichtparametrisches Verfahren
46
more ...
less ...
Online availability
All
Undetermined
29
Free
1
Type of publication
All
Article
60
Type of publication (narrower categories)
All
Article in journal
60
Aufsatz in Zeitschrift
60
Language
All
English
60
Author
All
Bollerslev, Tim
2
Han, Liyan
2
Harvey, Andrew C.
2
Yin, Libo
2
Aftab, Muhammad
1
Agiomirgianakis, George M.
1
Ameur, Hachmi Ben
1
Asteriou, Dimitrios
1
Bahmani-Oskooee, Mohsen
1
Beer, Jesse de
1
Benedictow, Andreas
1
Benhmad, François
1
Bosupeng, Mpho
1
Bouezmarni, Taoufik
1
Broll, Michael
1
Busch, Thomas
1
Cai, Xiao Jing
1
Calvet, Laurent E.
1
Castillo, Carlos
1
Chang, Chun Ping
1
Cheffou, Abdoulkarim Idi
1
Chen, Fen-ying
1
Cheng, Ai-ru Meg
1
Christensen, Bent Jesper
1
Chueh, Yen Ling
1
Cybakov, Aleksandr B.
1
El Ghouch, Anouar
1
El Ouadghiri, Imane
1
Fatnassi, Ibrahim
1
Fazilet, Fatih
1
Feng, Yun
1
Fiess, Norbert M.
1
Firouzi, Shahrokh
1
Fisher, Adlai
1
Fornari, Fabio
1
Gallant, A. Ronald
1
Gao, Y.
1
Gradojevic, Nikola
1
Gülenay Chadwick, Meltem
1
Hall, Stephen G.
1
more ...
less ...
Published in...
All
Journal of econometrics
Economic modelling
Journal of international money and finance
78
NBER working paper series
60
Applied economics
58
NBER Working Paper
56
Journal of international financial markets, institutions & money
51
The North American journal of economics and finance : a journal of financial economics studies
48
Working paper / National Bureau of Economic Research, Inc.
45
International journal of finance & economics : IJFE
40
International review of economics & finance : IREF
40
CESifo working papers
37
Applied economics letters
36
Applied financial economics
33
International Journal of Energy Economics and Policy : IJEEP
33
International journal of economics and financial issues : IJEFI
33
Discussion paper / Centre for Economic Policy Research
32
IMF working papers
30
Research in international business and finance
29
Energy economics
28
Working paper
28
Finance research letters
27
Economics letters
26
Journal of banking & finance
24
IMF working paper
21
International review of financial analysis
21
Journal of empirical finance
21
International economic journal
20
International journal of economics and finance
19
Open economies review
19
The empirical economics letters : a monthly international journal of economics
19
Cogent economics & finance
18
Discussion paper / Tinbergen Institute
18
Journal of risk and financial management : JRFM
18
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
18
International journal of forecasting
17
The European journal of finance
16
Global business review
15
Journal of international economics
15
Journal of multinational financial management
15
Macroeconomics and finance in emerging market economies
15
more ...
less ...
Source
All
ECONIS (ZBW)
60
Showing
1
-
10
of
60
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Does exchange rate volatility affect the impact of appreciation and depreciation on the trade balance? : a nonlinear bivariate approach
Bosupeng, Mpho
;
Naranpanawa, Athula
;
Su, Jen-je
- In:
Economic modelling
130
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014451157
Saved in:
2
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
3
On the role of interest rate differentials in the dynamic asymmetry of exchange rates
Hambuckers, J.
;
Ulm, M.
- In:
Economic modelling
129
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014472153
Saved in:
4
How do monetary shock, financial crisis, and quotation reform affect the long memory of exchange rate volatility? : evidence from major currencies
Wang, Xinyu
;
Qi, Zikang
;
Huang, Jianglu
- In:
Economic modelling
120
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014383984
Saved in:
5
Transition risk of a petroleum currency
Benedictow, Andreas
;
Hammersland, Roger
- In:
Economic modelling
128
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014464326
Saved in:
6
Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 389-415
Persistent link: https://www.econbiz.de/10014339985
Saved in:
7
Exchange rates and the global transmission of equity market shocks
Ojea-Ferreiro, Javier
;
Reboredo, Juan Carlos
- In:
Economic modelling
114
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013367523
Saved in:
8
Forex interventions and exchange rate exposure : evidence from emerging market firms
Sikarwar, Ekta
- In:
Economic modelling
93
(
2020
),
pp. 69-81
Persistent link: https://www.econbiz.de/10012429847
Saved in:
9
On the cross-sectional relation between exchange rates and future fundamentals
Kharrat, Sabrine
;
Hammami, Yacine
;
Fatnassi, Ibrahim
- In:
Economic modelling
89
(
2020
),
pp. 484-501
Persistent link: https://www.econbiz.de/10012426210
Saved in:
10
Our currency, your attention : contagion spillovers of investor attention on currency returns
Wu, You
;
Han, Liyan
;
Yin, Libo
- In:
Economic modelling
80
(
2019
),
pp. 49-61
Persistent link: https://www.econbiz.de/10012199175
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->