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subject:"Cointegration"
subject:"Wechselkurs"
~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"Time series analysis"
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Cointegration
Wechselkurs
Time series analysis
Estimation
246
Schätzung
246
Capital income
78
Kapitaleinkommen
78
Börsenkurs
72
Share price
72
Volatility
68
Volatilität
68
Aktienmarkt
61
Stock market
61
Welt
47
World
47
Theorie
38
Theory
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Exchange rate
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ARCH model
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ARCH-Modell
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Risikoprämie
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Risk premium
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Prognoseverfahren
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CAPM
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Financial crisis
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Finanzkrise
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United States
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Portfolio selection
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Portfolio-Management
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EU countries
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EU-Staaten
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Spillover effect
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Spillover-Effekt
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Kointegration
20
Financial market
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17
Risk
17
Zeitreihenanalyse
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Narayan, Paresh Kumar
4
Grossmann, Axel
2
Keddad, Benjamin
2
Kouretas, Georgios P.
2
MacDonald, Ronald
2
McKenzie, Michael D.
2
Nguyen, Duc Khuong
2
Truchis, Gilles de
2
Ahmad, Ahmad Hassan
1
Aloui, Chaker
1
Andrada Félix, Julián
1
Antonakakis, Nikolaos
1
Apergis, Iraklis
1
Apergēs, Nikolaos
1
Asgharian, Hossein
1
Atarbaatar, Enkhjin
1
Atenga, Eric Martial Etoundi
1
Brooks, Robert
1
Buncic, Daniel
1
Byrne, Joseph P.
1
Byström, Hans N. E.
1
Bénassy-Quéré, Agnès
1
Caporale, Guglielmo Maria
1
Chang, Ming-Jen
1
Cheng, Su-Yin
1
Chkili, Walid
1
Cho, Dooyeon
1
Cho, Sungjun
1
Choi, Jae Hoon
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Chowdhury, Khorshed
1
Christiansen, Charlotte
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Cooray, Arusha
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Degiannakisa, Stavros
1
Dell'Eva, Cyril
1
Devpura, Neluka
1
Dinh Hoang Bach Phan
1
Drakos, Anastassios A.
1
Dungey, Mardi H.
1
Engsted, Tom
1
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Journal of international financial markets, institutions & money
Applied economics
250
Economic modelling
224
Applied economics letters
186
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
157
CESifo working papers
150
Journal of international money and finance
131
Journal of econometrics
126
Energy economics
119
International review of economics & finance : IREF
116
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
116
International journal of economics and financial issues : IJEFI
115
The empirical economics letters : a monthly international journal of economics
108
International Journal of Energy Economics and Policy : IJEEP
106
Economics letters
101
International journal of economics and finance
93
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
90
Working paper
89
International journal of forecasting
88
Discussion paper / Tinbergen Institute
86
The North American journal of economics and finance : a journal of financial economics studies
79
Applied financial economics
77
International journal of finance & economics : IJFE
77
NBER Working Paper
67
NBER working paper series
65
Journal of applied econometrics
62
Cogent economics & finance
60
Working paper / National Bureau of Economic Research, Inc.
59
Discussion paper / Centre for Economic Policy Research
58
Discussion papers / Deutsches Institut für Wirtschaftsforschung
58
Theoretical and applied economics : GAER review
58
Journal of empirical finance
56
Journal of forecasting
56
Research in international business and finance
56
Journal of macroeconomics
54
Econometric reviews
53
Finance research letters
52
Journal of banking & finance
52
Journal of risk and financial management : JRFM
47
Journal of economic dynamics & control
46
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1
Terrorism and international stock returns
Narayan, Paresh Kumar
;
Narayan, Seema
;
Dinh Hoang Bach Phan
- In:
Journal of international financial markets, …
76
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013412765
Saved in:
2
The determinants of cross-border bond risk premia
Ge, Futing
;
Zhang, Weiguo
- In:
Journal of international financial markets, …
81
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013533410
Saved in:
3
The yen-dollar risk premium : a story of regime shifts in bond markets
Cho, Sungjun
;
Hyde, Stuart
;
Liu, Liu
- In:
Journal of international financial markets, …
78
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013357263
Saved in:
4
Dynamic relationship between exchange rates and stock prices for the G7 countries : a nonlinear ARDL approach
Nusair, Salah A.
;
Olson, Dennis O.
- In:
Journal of international financial markets, …
78
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013357282
Saved in:
5
Revisiting the PPP puzzle : nominal exchange rate rigidity and region of inaction
Choi, Jae Hoon
;
Song, Seongho
- In:
Journal of international financial markets, …
78
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013357286
Saved in:
6
The effectiveness of currency intervention : evidence from Mongolia
Pontines, Victor
;
Luvsannyam, Davaajargal
;
Atarbaatar, …
- In:
Journal of international financial markets, …
75
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012820792
Saved in:
7
Causal and frequency analyses of purchasing power parity
Nagayasu, Jun
- In:
Journal of international financial markets, …
71
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012800602
Saved in:
8
Return and volatility spillovers to African currencies markets
Atenga, Eric Martial Etoundi
;
Mougoué, Mbodja
- In:
Journal of international financial markets, …
73
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012802179
Saved in:
9
Long- and short-run components of factor betas : implications for stock pricing
Asgharian, Hossein
;
Christiansen, Charlotte
;
Hou, Ai Jun
; …
- In:
Journal of international financial markets, …
74
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012803274
Saved in:
10
The conditional volatility premium on currency portfolios
Byrne, Joseph P.
;
Sakemoto, Ryuta
- In:
Journal of international financial markets, …
74
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012803308
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