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subject:"Cointegration"
subject:"Wechselkurs"
~subject:"Capital income"
~subject:"Volatility"
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Cointegration
Wechselkurs
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Estimation
123,569
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Caporale, Guglielmo Maria
194
Gil-Alaña, Luis A.
143
Gupta, Rangan
134
McAleer, Michael
91
Bahmani-Oskooee, Mohsen
85
Belke, Ansgar
83
Pierdzioch, Christian
79
Zaremba, Adam
72
Cheung, Yin-Wong
62
Narayan, Paresh Kumar
61
McMillan, David G.
57
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55
Wohar, Mark E.
55
MacDonald, Ronald
45
Tiwari, Aviral Kumar
45
Beckmann, Joscha
44
Herwartz, Helmut
44
Pesaran, M. Hashem
43
Engle, Robert F.
42
Bali, Turan G.
39
Todorov, Viktor
38
Bohl, Martin T.
37
Chinn, Menzie David
35
Bouri, Elie
34
Döpke, Jörg
34
Hautsch, Nikolaus
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Shahbaz, Muhammad
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Härdle, Wolfgang
33
Timmermann, Allan
33
Balcilar, Mehmet
32
Ma, Feng
32
Reitz, Stefan
32
Buch, Claudia M.
31
Dreger, Christian
31
Xuan Vinh Vo
31
Asai, Manabu
30
Diebold, Francis X.
30
Apergēs, Nikolaos
29
Cakici, Nusret
29
Kutan, Ali Mustafa
29
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9
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University of Canterbury / Dept. of Economics and Finance
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Birkbeck College / Department of Economics
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Gottfried Wilhelm Leibniz Universität Hannover
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Centre for Analytical Finance <Århus>
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European University Institute / Department of Economics
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Federal Reserve System / Board of Governors
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Federal Reserve System / Division of Research and Statistics
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Rodney L. White Center for Financial Research
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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Türkiye Cumhuriyet Merkez Bankası
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University of Exeter / Department of Economics
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University of Strathclyde / Department of Economics
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Australian National University / Faculty of Economics and Commerce
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Forschungsinstitut zur Zukunft der Arbeit
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Institute of European Finance <Bangor, Gwynedd>
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Internationaler Währungsfonds / Research Department
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Kansantaloustieteen Laitos <Tampere>
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Nationalekonomiska Institutionen <Lund>
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Economic Research Forum for the Arab Countries, Iran and Turkey
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Federal Reserve Bank of New York
2
International Monetary Fund / European Dept
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Internationaler Währungsfonds
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Johns Hopkins University / Department of Economics
2
Københavns Universitet / Økonomisk Institut
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Applied economics
337
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281
Applied economics letters
246
International review of economics & finance : IREF
245
Finance research letters
229
Energy economics
214
International review of financial analysis
203
Journal of banking & finance
199
NBER working paper series
199
Working paper / National Bureau of Economic Research, Inc.
198
Journal of international money and finance
188
The North American journal of economics and finance : a journal of financial economics studies
184
Applied financial economics
178
Journal of empirical finance
172
NBER Working Paper
170
CESifo working papers
169
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
151
Journal of international financial markets, institutions & money
146
Journal of financial economics
143
Journal of econometrics
141
International journal of economics and financial issues : IJEFI
140
Research in international business and finance
137
Working paper
135
International journal of economics and finance
129
Economics letters
120
International Journal of Energy Economics and Policy : IJEEP
117
International journal of finance & economics : IJFE
115
The empirical economics letters : a monthly international journal of economics
115
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
113
Discussion paper / Centre for Economic Policy Research
103
The European journal of finance
103
Cogent economics & finance
101
Journal of risk and financial management : JRFM
92
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
87
Pacific-Basin finance journal
86
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
84
The journal of futures markets
81
Review of quantitative finance and accounting
78
Discussion paper / Tinbergen Institute
74
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
68
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ECONIS (ZBW)
21,106
RePEc
3
BASE
1
EconStor
1
USB Cologne (EcoSocSci)
1
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1
Modelling profitability of private equity : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451482
Saved in:
2
The value of growth : changes in profitability and future stock returns
Lim, Bryan
;
Sotes-Paladino, Juan
;
Wang, Jiaguo
;
Yao, Yaqiong
- In:
Journal of banking and finance
158
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014451974
Saved in:
3
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:
4
Investor sentiment and the risk-return relation : a two-in-one approach
Duxbury, Darren
;
Wang, Wenzhao
- In:
European financial management : the journal of the …
30
(
2024
)
1
,
pp. 496-543
Persistent link: https://www.econbiz.de/10014470513
Saved in:
5
Demographics outlook, credit conditions, and property prices
Shimizu, Chihiro
;
Deng, Yongheng
;
Inoue, Tomo'o
; …
-
2024
Persistent link: https://www.econbiz.de/10014470529
Saved in:
6
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
7
Beyond carry: the prospective interest rate differential and currency excess returns
Dong, Mengmeng
;
Goto, Shingo
;
Hou, Kewei
;
Yan, Xu
; …
-
2024
Persistent link: https://www.econbiz.de/10014475701
Saved in:
8
Improving volatility forecasts : evidence from range-based models
Fałdziński, Marcin
;
Fiszeder, Piotr
;
Molnár, Peter
- In:
The North American journal of economics and finance : a …
69
(
2024
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014445632
Saved in:
9
A new bivariate approach for modeling the interaction between stock volatility and interest rate : an application to S&P500 returns and options
Ballestra, Luca Vincenzo
;
D'Innocenzo, Enzo
;
Guizzardi, …
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1185-1194
Persistent link: https://www.econbiz.de/10014456945
Saved in:
10
Asymmetric exchange rate pass-through between unexpected yen appreciation and depreciation : the case for Japanese machinery exports
Liu, Nan
;
Satō, Kiyotaka
-
2024
Persistent link: https://www.econbiz.de/10014460718
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