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subject:"Volatilität"
~isPartOf:"Journal of international money and finance"
~subject:"Estimation theory"
~subject:"Prognoseverfahren"
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Volatilität
Estimation theory
Prognoseverfahren
Estimation
451
Schätzung
450
Theorie
151
Theory
151
Welt
118
World
118
Exchange rate
99
Wechselkurs
99
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75
United States
75
Volatility
68
Kaufkraftparität
63
Purchasing power parity
63
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62
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107
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Caporale, Guglielmo Maria
3
Chinn, Menzie David
3
Ali, Faek Menla
2
Beckmann, Joscha
2
Florackis, Chris
2
Ince, Onur
2
MacDonald, Ronald
2
Milas, Costas
2
Schüssler, Rainer
2
Sornette, Didier
2
Spagnolo, Nicola
2
Vu, Nam T.
2
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1
Ames, Matthew
1
An, Lian
1
Anderegg, Benjamin
1
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1
Arshanapalli, Bala Gangadhar
1
Auray, Stéphane
1
Bagnarosa, Guillaume
1
Baillie, Richard
1
Bakas, Dimitrios
1
Baruník, Jozef
1
Baur, Dirk
1
Bekaert, Geert
1
Benchimol, Jonathan
1
Berg, Kimberly A.
1
Bevilacqua, Mattia
1
Beyer, Robert
1
Bodenstein, Martin
1
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1
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1
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1
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1
Byrne, Joseph P.
1
Ca'Zorzi, Michele
1
Cezar, Rafaël
1
Chang, Kuang-Liang
1
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1
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Journal of international money and finance
Journal of econometrics
298
Applied economics
224
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
205
Economic modelling
201
Economics letters
190
Finance research letters
187
Energy economics
185
Applied economics letters
172
Journal of banking & finance
160
International journal of forecasting
159
NBER working paper series
154
NBER Working Paper
153
Working paper / National Bureau of Economic Research, Inc.
153
International review of economics & finance : IREF
146
International review of financial analysis
146
Journal of empirical finance
141
Working paper
141
The North American journal of economics and finance : a journal of financial economics studies
128
Journal of forecasting
122
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
121
Discussion paper / Centre for Economic Policy Research
118
CESifo working papers
113
Discussion paper / Tinbergen Institute
102
Applied financial economics
97
Journal of international financial markets, institutions & money
92
Econometric reviews
90
Research in international business and finance
88
Discussion paper series / IZA
87
Journal of financial economics
86
Journal of applied econometrics
85
Journal of risk and financial management : JRFM
79
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
78
The journal of futures markets
75
The European journal of finance
72
Discussion paper
68
Discussion papers / CEPR
63
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
60
International journal of finance & economics : IJFE
59
Pacific-Basin finance journal
56
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ECONIS (ZBW)
107
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1
Is the Bank of Canada concerned about inflation or the state of the economy?
Pang, Ke
;
Shiamptanis, Christos
- In:
Journal of international money and finance
140
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014451379
Saved in:
2
Conditional mean reversion of financial ratios and the predictability of returns
Boucher, Christophe
;
Jasinski, A.
;
Tokpavi, S.
- In:
Journal of international money and finance
137
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014478119
Saved in:
3
Liquidity shocks and the negative premium of liquidity volatility around the world
Feng, Frank Y.
;
Kang, Wenjin
;
Zhang, Huiping
- In:
Journal of international money and finance
139
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014478240
Saved in:
4
Cross-country uncertainty spillovers : evidence from international survey data
Beckmann, Joscha
;
Davidson, Sharada Nia
;
Koop, Gary
; …
- In:
Journal of international money and finance
130
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014248782
Saved in:
5
A new test for market efficiency and uncovered interest parity
Baillie, Richard
;
Diebold, Francis X.
;
Kapetanios, George
; …
- In:
Journal of international money and finance
130
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014248790
Saved in:
6
Forecasting real activity using cross-sectoral stock market information
Chatelais, Nicolas
;
Stalla-Bourdillon, Arthur
;
Chinn, …
- In:
Journal of international money and finance
131
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014248856
Saved in:
7
The low-magnitude and high-magnitude asymmetries in tail dependence structures in international equity markets and the role of bilateral exchange rate
Chang, Kuang-Liang
- In:
Journal of international money and finance
133
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014304729
Saved in:
8
Global risk sentiment and the Swiss franc : a time-varying daily factor decomposition model
Fink, Fabian
;
Frei, Lukas
;
Gloede, Oliver
- In:
Journal of international money and finance
122
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013433368
Saved in:
9
A new angle on excess consumption volatility in emerging countries : does house price matter?
Shin, Wonmun
- In:
Journal of international money and finance
124
(
2022
),
pp. 1-37
Persistent link: https://www.econbiz.de/10013435212
Saved in:
10
The impact of option hedging on the spot market volatility
Anderegg, Benjamin
;
Ulmann, Florian Michael Till
; …
- In:
Journal of international money and finance
124
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013435214
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