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subject:"Volatility"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"Journal of international money and finance"
~subject:"Stochastischer Prozess"
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Volatility
Stochastischer Prozess
Estimation
528
Schätzung
527
Theorie
190
Theory
190
Welt
121
World
121
Exchange rate
103
Wechselkurs
103
Volatilität
102
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82
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USA
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Caporale, Guglielmo Maria
3
Ali, Faek Menla
2
Garcia, René
2
Ghysels, Eric
2
Hadri, Kaddour
2
Okou, Cédric
2
Rodrigues, Paulo M. M.
2
Sornette, Didier
2
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2
Vu, Nam T.
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of international money and finance
Energy economics
146
Applied economics
135
Economic modelling
126
Finance research letters
120
International review of economics & finance : IREF
114
Journal of econometrics
108
International review of financial analysis
105
The North American journal of economics and finance : a journal of financial economics studies
96
Journal of banking & finance
89
Working paper / National Bureau of Economic Research, Inc.
84
Journal of empirical finance
83
Applied economics letters
82
NBER working paper series
80
Applied financial economics
78
Working paper
78
NBER Working Paper
74
Journal of international financial markets, institutions & money
69
Research in international business and finance
68
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
66
The journal of futures markets
66
Discussion paper / Tinbergen Institute
59
Economics letters
59
CESifo working papers
57
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
55
Journal of risk and financial management : JRFM
54
Discussion paper / Centre for Economic Policy Research
51
International journal of forecasting
49
The European journal of finance
47
International journal of finance & economics : IJFE
44
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
44
International Journal of Energy Economics and Policy : IJEEP
39
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
39
Journal of financial economics
38
Quantitative finance
36
Econometric reviews
33
International journal of economics and finance
33
Journal of applied econometrics
33
Pacific-Basin finance journal
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ECONIS (ZBW)
105
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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
Saved in:
10
Cross-border investments and uncertainty : firm-level evidence
Cezar, Rafaël
;
Gigout, Timothée
;
Tripier, Fabien
- In:
Journal of international money and finance
108
(
2020
),
pp. 1-23
Persistent link: https://www.econbiz.de/10012403828
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