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subject:"Volatilität"
~isPartOf:"Journal of international money and finance"
~subject:"Estimation theory"
~subject:"Risikoprämie"
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Volatilität
Estimation theory
Risikoprämie
Estimation
451
Schätzung
450
Theorie
151
Theory
151
Welt
118
World
118
Exchange rate
99
Wechselkurs
99
USA
75
United States
75
Volatility
68
Kaufkraftparität
63
Purchasing power parity
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Geldpolitik
62
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109
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Caporale, Guglielmo Maria
3
Ali, Faek Menla
2
Baillie, Richard
2
Bernoth, Kerstin
2
Dupuy, Philippe
2
Herwartz, Helmut
2
Nitschka, Thomas
2
Sornette, Didier
2
Spagnolo, Nicola
2
Vu, Nam T.
2
Ames, Matthew
1
Anderegg, Benjamin
1
Antoniou, Antonios
1
Arezki, Rabah
1
Arshanapalli, Bala Gangadhar
1
Atanasov, Victoria
1
Auray, Stéphane
1
Bagnarosa, Guillaume
1
Bakas, Dimitrios
1
Baruník, Jozef
1
Baur, Dirk
1
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1
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1
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1
Bevilacqua, Mattia
1
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1
Bianconi, Marcelo
1
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1
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1
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1
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1
Chang, Kuang-Liang
1
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1
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1
Cheung, Yin-Wong
1
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Journal of international money and finance
Journal of econometrics
278
Applied economics
181
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
178
Economic modelling
168
Economics letters
163
Energy economics
162
NBER working paper series
155
Finance research letters
150
NBER Working Paper
148
Working paper / National Bureau of Economic Research, Inc.
148
Journal of banking & finance
146
Applied economics letters
141
International review of economics & finance : IREF
139
International review of financial analysis
123
Journal of empirical finance
120
Working paper
118
The North American journal of economics and finance : a journal of financial economics studies
115
Applied financial economics
101
CESifo working papers
99
Journal of financial economics
99
Journal of international financial markets, institutions & money
98
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
97
Discussion paper / Centre for Economic Policy Research
88
Discussion paper series / IZA
85
Discussion paper / Tinbergen Institute
84
Research in international business and finance
80
Econometric reviews
76
Journal of risk and financial management : JRFM
73
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
73
Discussion papers / CEPR
67
International journal of forecasting
67
The journal of futures markets
67
Discussion paper
66
Journal of applied econometrics
65
The European journal of finance
61
International journal of finance & economics : IJFE
60
Journal of economic dynamics & control
55
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
52
CEMMAP working papers / Centre for Microdata Methods and Practice
49
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ECONIS (ZBW)
109
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1
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:
2
Do term premiums matter? : transmission via exchange rate dynamics
Katagiri, Mitsuru
;
Takahashi, Koji
- In:
Journal of international money and finance
139
(
2023
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014478224
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
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:
5
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:
6
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:
7
What uncertainty does to euro area sovereign bond markets : flight to safety and flight to quality
Costantini, Mauro
;
Sousa, Ricardo M.
- In:
Journal of international money and finance
122
(
2022
),
pp. 1-32
Persistent link: https://www.econbiz.de/10013433547
Saved in:
8
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:
9
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
Saved in:
10
The time-varying risk price of currency portfolios
Byrne, Joseph P.
;
Ibrahim, Boulis Maher
;
Sakemoto, Ryuta
- In:
Journal of international money and finance
124
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013435240
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