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subject:"Volatilität"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Exchange rate"
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Volatilität
Exchange rate
Estimation
1,036
Schätzung
1,036
Theorie
202
Theory
202
USA
149
United States
149
Volatility
139
Cointegration
115
Kointegration
115
Börsenkurs
114
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114
Time series analysis
112
Zeitreihenanalyse
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Gupta, Rangan
7
Pierdzioch, Christian
5
Zhu, Huiming
5
Hau, Liya
4
Kang, Sang Hoon
4
Mensi, Walid
4
Beckmann, Joscha
3
Lien, Da-hsiang Donald
3
Nonejad, Nima
3
Wohar, Mark E.
3
Al-Yahyaee, Khamis Hamed
2
Balcilar, Mehmet
2
Belke, Ansgar
2
Ben Omrane, Walid
2
Chang, Chia-Lin
2
Clements, Adam
2
Dai, Zhifeng
2
Edwards, Jeffrey A.
2
Ho, Kin-Yip
2
Ji, Qiang
2
Jung, Hojin
2
Kanas, Angelos
2
Kempa, Bernd
2
Kim, Dong H.
2
Kim, Jong-Min
2
Klaassen, Franc
2
Lee, Geul
2
Li, Yang
2
Liesenfeld, Roman
2
Liu, Qiang
2
McAleer, Michael
2
Risse, Marian
2
Salisu, Afees A.
2
Xuan Vinh Vo
2
Zhang, Zhaoyong
2
Abubaker, Riyad
1
Adeniyi, Oluwatosin A.
1
Afonso, António
1
Ahmed, Walid M. A.
1
Aiube, Fernando Antônio Lucena
1
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
The North American journal of economics and finance : a journal of financial economics studies
Applied economics
169
Energy economics
154
International review of economics & finance : IREF
146
Economic modelling
145
Journal of international money and finance
144
Finance research letters
127
International review of financial analysis
117
NBER working paper series
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
94
Journal of banking & finance
91
Journal of empirical finance
89
Journal of international financial markets, institutions & money
88
CESifo working papers
84
Research in international business and finance
77
Discussion paper / Centre for Economic Policy Research
75
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
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
45
The empirical economics letters : a monthly international journal of economics
44
Cogent economics & finance
41
Journal of financial economics
41
Discussion paper
39
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ECONIS (ZBW)
183
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1
The risk spillover between China's economic policy uncertainty and commodity markets : evidence from frequency spillover and quantile connectedness approaches
Jiang, Yonghong
;
Ao, Zhiming
;
Mo, Bin
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014483627
Saved in:
2
The fluctuation correlation between investor sentiment and stock index using VMD-LSTM : evidence from China stock market
Gao, Zhenbin
;
Zhang, Jie
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014483735
Saved in:
3
Effects of macroeconomic factors on stock prices for BRICS using the variational mode decomposition and quantile method
Wang, Xiangning
;
Huang, Qian
;
Zhang, Shuguang
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014484008
Saved in:
4
Forecasting VIX using two-component realized EGARCH model
Wu, Xinyu
;
Zhao, An
;
Liu, Li
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014484064
Saved in:
5
Does the Central Bank of Peru respond to exchange rate movements? : a Bayesian estimation of a New Keynesian DSGE model with FX interventions
Rodriguez, Gabriel
;
Castillo B., Paul
;
Hasegawa, Harumi
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014485281
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6
Extreme dependence and spillovers between uncertainty indices and stock markets : does the US market play a major role?
Mensi, Walid
;
Kamal, Md Rajib
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014485327
Saved in:
7
Uncertainty about interest rates and the real economy
Qadan, Mahmoud
;
Shuval, Kerem
;
David, Or
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014485443
Saved in:
8
Cross-market information transmission and stock market volatility prediction
Wang, Yide
;
Chen, Zan
;
Ji, Xiaodong
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014485465
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9
Inflation risk and stock returns : evidence from US aggregate and sectoral markets
Chiang, Thomas C.
;
Chen, Pei-Ying
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014485580
Saved in:
10
Multiperiod portfolio allocation : a study of volatility clustering, non-normalities and predictable returns
Simonato, Jean-Guy
;
Denault, Michel
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014486271
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