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subject:"Cointegration"
subject:"Wechselkurs"
~isPartOf:"Journal of banking & finance"
~subject:"Estimation theory"
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Cointegration
Wechselkurs
Estimation theory
Estimation
434
Schätzung
433
Capital income
139
Kapitaleinkommen
139
Theorie
119
Theory
119
Börsenkurs
94
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94
Volatility
83
Volatilität
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59
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Beckmann, Joscha
2
Belke, Ansgar
2
Füss, Roland
2
Neely, Christopher J.
2
Schweikert, Karsten
2
Abbritti, Mirko
1
Adams, Zeno
1
Alexakis, Panayotis
1
Apergēs, Nikolaos
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Asgharian, Hossein
1
Aslanidis, Nektarios
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Avouyi-Dovi, Sanvi
1
Baik, Hyeoncheol
1
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Bekiros, Stelios D.
1
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1
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1
Bregantini, Daniele
1
Cai, Zongwu
1
Camarero Olivas, Mariam
1
Caporin, Massimiliano
1
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1
Carrion i Silvestre, Josep Lluís
1
Casalin, Fabrizio
1
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1
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1
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1
Clare, Andrew D.
1
Czudaj, Robert
1
Dang, Viet Anh
1
Dark, Jonathan
1
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1
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Journal of banking & finance
Journal of econometrics
226
Applied economics
213
Economic modelling
193
Applied economics letters
172
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
149
Economics letters
147
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
143
CESifo working papers
134
Journal of international money and finance
122
International journal of economics and financial issues : IJEFI
113
International Journal of Energy Economics and Policy : IJEEP
104
The empirical economics letters : a monthly international journal of economics
103
NBER Working Paper
101
NBER working paper series
100
International review of economics & finance : IREF
95
Energy economics
94
International journal of economics and finance
86
Working paper / National Bureau of Economic Research, Inc.
80
Discussion paper series / IZA
75
Working paper
75
International journal of finance & economics : IJFE
69
The North American journal of economics and finance : a journal of financial economics studies
69
Econometric reviews
68
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
65
Journal of applied econometrics
64
Applied financial economics
63
Cogent economics & finance
61
Discussion paper / Centre for Economic Policy Research
59
Discussion paper / Tinbergen Institute
57
Journal of international financial markets, institutions & money
54
Theoretical and applied economics : GAER review
53
CEMMAP working papers / Centre for Microdata Methods and Practice
50
Discussion paper
49
Finance research letters
49
Discussion papers / Deutsches Institut für Wirtschaftsforschung
48
Research in international business and finance
47
Working paper / Department of Econometrics and Business Statistics, Monash University
47
Discussion papers / CEPR
45
Journal of empirical finance
45
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ECONIS (ZBW)
59
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1
Term premium in a fractionally cointegrated yield curve
Abbritti, Mirko
;
Carcel, Hector
;
Gil-Alaña, Luis A.
; …
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014462435
Saved in:
2
Price discovery in equity markets : a state-dependent analysis of spot and futures markets
Kuck, Konstantin
;
Schweikert, Karsten
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462550
Saved in:
3
Why does option-implied volatility forecast realized volatility? : evidence from news events
Chen, Sipeng
;
Li, Gang
- In:
Journal of banking & finance
156
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014487208
Saved in:
4
Foreign exchange exposure and analysts' earnings forecasts
Yusoff, Iliyas
;
Chen, Chen
;
Lai, Karen
;
Naiker, Vic
; …
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014248219
Saved in:
5
Heterogeneous beliefs in macroeconomic growth prospects and the carry risk premium
Park, Sunjin
- In:
Journal of banking & finance
136
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013448752
Saved in:
6
A bank's optimal capital ratio : a time-varying parameter model to the partial adjustment framework
Baik, Hyeoncheol
;
Han, Sumin
;
Joo, Sunghoon
;
Lee, Kangbok
- In:
Journal of banking & finance
142
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013473072
Saved in:
7
Monetary policy's rising FX impact in the era of ultra-low rates
Ferrari, Massimo
;
Kearns, Jonathan
;
Schrimpf, Andreas
- In:
Journal of banking & finance
129
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012822073
Saved in:
8
Risk-adjusted return managed carry trade
Dupuy, Philippe
- In:
Journal of banking & finance
129
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012822247
Saved in:
9
Estimating the probability of informed trading : A Bayesian approach
Griffin, Jim
;
Oberoi, Jaideep
;
Oduro, Samuel D.
- In:
Journal of banking & finance
125
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012819606
Saved in:
10
Local logit regression for loan recovery rate
Sopitpongstorn, Nithi
;
Silvapulle, Paramsothy
;
Gao, Jiti
; …
- In:
Journal of banking & finance
126
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012820172
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