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subject:"Volatilität"
~isPartOf:"Journal of international money and finance"
~subject:"Estimation theory"
~subject:"Volatility"
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Volatilität
Estimation theory
Volatility
Estimation
451
Schätzung
450
Theorie
151
Theory
151
Welt
118
World
118
Exchange rate
99
Wechselkurs
99
USA
75
United States
75
Kaufkraftparität
63
Purchasing power parity
63
Geldpolitik
62
Monetary policy
62
Capital income
52
Kapitaleinkommen
52
Schock
49
Shock
49
Japan
45
Risikoprämie
40
Risk premium
40
Deutschland
39
EU countries
39
EU-Staaten
39
Germany
39
VAR model
38
VAR-Modell
37
Forecasting model
34
Prognoseverfahren
34
Börsenkurs
33
Großbritannien
33
Share price
33
United Kingdom
33
Euro area
32
Eurozone
32
Devisenmarkt
29
Foreign exchange market
29
Risk
29
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39
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Article
79
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79
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79
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English
79
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Caporale, Guglielmo Maria
3
Ali, Faek Menla
2
Sornette, Didier
2
Spagnolo, Nicola
2
Vu, Nam T.
2
Ames, Matthew
1
Anderegg, Benjamin
1
Arezki, Rabah
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
Booth, G. Geoffrey
1
Buch, Claudia M.
1
Buncic, Daniel
1
Cezar, Rafaël
1
Chang, Kuang-Liang
1
Chang, Yuanchen
1
Chen, Jian
1
Cheung, Yin-Wong
1
Chinn, Menzie David
1
Choi, Chi-young
1
Choi, Horag
1
Christopulos, Dēmētrēs K.
1
Chronopoulos, Dimitris K.
1
Chudik, Alexander
1
Ciferri, Davide
1
Clements, Adam
1
Coudert, Virginie
1
Couharde, Cécile
1
De Santis, Giorgio
1
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Journal of international money and finance
Journal of econometrics
272
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
170
Applied economics
166
Energy economics
159
Economic modelling
158
Economics letters
158
Applied economics letters
129
Finance research letters
128
NBER working paper series
119
NBER Working Paper
117
International review of economics & finance : IREF
116
Working paper / National Bureau of Economic Research, Inc.
112
International review of financial analysis
107
Journal of banking & finance
107
The North American journal of economics and finance : a journal of financial economics studies
104
Working paper
104
Journal of empirical finance
95
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
91
Applied financial economics
84
CESifo working papers
84
Discussion paper / Tinbergen Institute
83
Discussion paper series / IZA
81
Econometric reviews
75
Journal of international financial markets, institutions & money
74
Research in international business and finance
72
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
69
Discussion paper / Centre for Economic Policy Research
68
Journal of risk and financial management : JRFM
66
International journal of forecasting
65
The journal of futures markets
62
Journal of applied econometrics
61
Discussion paper
55
The European journal of finance
53
CEMMAP working papers / Centre for Microdata Methods and Practice
49
International journal of finance & economics : IJFE
48
Quantitative economics : QE ; journal of the Econometric Society
48
Discussion papers / CEPR
47
International journal of economics and financial issues : IJEFI
45
Journal of financial economics
44
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ECONIS (ZBW)
79
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
The origin of the law of one price deviations : insights from the good-level real exchange rate volatility
Nakamura, Fumitaka
- In:
Journal of international money and finance
128
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013438376
Saved in:
8
Switching volatility in a nonlinear open economy
Benchimol, Jonathan
;
Ivashchenko, Sergey
- In:
Journal of international money and finance
110
(
2021
),
pp. 1-31
Persistent link: https://www.econbiz.de/10012795525
Saved in:
9
A counterfactual economic analysis of Covid-19 using a threshold augmented multi-country model
Chudik, Alexander
;
Mohaddes, Kamiar
;
Pesaran, M. Hashem
; …
- In:
Journal of international money and finance
119
(
2021
),
pp. 1-26
Persistent link: https://www.econbiz.de/10013285015
Saved in:
10
Explosive dynamics in house prices? : an exploration of financial market spillovers in housing markets around the world
Martínez-García, Enrique
;
Grossman, Valerie
- In:
Journal of international money and finance
101
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012392290
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