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subject:"Wechselkurs"
type_genre:"Article in journal"
~isPartOf:"Applied financial economics"
~isPartOf:"Journal of empirical finance"
~subject:"Purchasing power parity"
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Wechselkurs
Purchasing power parity
Estimation
694
Schätzung
694
Capital income
205
Kapitaleinkommen
205
Theorie
194
Theory
194
Börsenkurs
165
Share price
165
Volatility
155
Volatilität
155
USA
119
United States
119
Aktienmarkt
103
Stock market
103
Forecasting model
88
Prognoseverfahren
88
CAPM
74
ARCH model
69
ARCH-Modell
69
Portfolio selection
64
Portfolio-Management
64
Risikoprämie
61
Risk premium
61
Time series analysis
58
Zeitreihenanalyse
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Großbritannien
56
United Kingdom
56
Exchange rate
53
Welt
49
World
49
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44
Germany
44
Risk
44
Yield curve
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Zinsstruktur
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Risiko
42
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Article
71
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Article in journal
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71
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English
71
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Coakley, Jerry
3
Baillie, Richard
2
Cho, Dooyeon
2
Jiang, Christine X.
2
Kouretas, Georgios P.
2
Menkhoff, Lukas
2
Phylaktis, Kate
2
Snaith, Stuart
2
Ahmed, Jameel
1
Amara, Jomana
1
Anatolyev, Stanislav
1
Antonakakis, Nikolaos
1
Argaç, Reha
1
Baharumshah, Ahmad Zubaidi
1
Bahmani-Oskooee, Mohsen
1
Beckmann, Joscha
1
Ben-David, Nissim
1
Bissoondoyal-Bheenick, Emawtee
1
Black, Angela J.
1
Brooks, Robert
1
Chang, Tsangyao
1
Chiang, Thomas C.
1
Chiang, Yi-chein
1
Chiu, Chien-liang
1
Craigwell, Roland C.
1
Daniels, Hennie
1
Daníelsson, Jón
1
Darby, Julia
1
Diamandis, Panayotis F.
1
Dijk, Dick van
1
Dornau, Robert
1
Doyle-Lowe, Michelle
1
Eriksen, Jonas Nygaard
1
Ferreira Filipe, Sara
1
Fischer, Christoph
1
Fountas, Stilianos
1
Francis, Bill B.
1
Franses, Philip Hans
1
Frömmel, Michael
1
Fu, Hsuan
1
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Applied financial economics
Journal of empirical finance
Journal of international money and finance
140
Applied economics letters
128
Applied economics
107
Economic modelling
68
International review of economics & finance : IREF
64
International journal of finance & economics : IJFE
60
International journal of economics and financial issues : IJEFI
47
Journal of international economics
45
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
42
Journal of international financial markets, institutions & money
42
The empirical economics letters : a monthly international journal of economics
40
The North American journal of economics and finance : a journal of financial economics studies
39
Open economies review
38
Economics letters
32
International journal of economics and finance
30
Journal of macroeconomics
28
International economic journal
24
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
24
International Journal of Energy Economics and Policy : IJEEP
23
International review of financial analysis
23
Energy economics
22
Review of international economics
22
The European journal of finance
22
Cogent economics & finance
20
Economic systems
20
International journal of forecasting
20
Journal of applied econometrics
20
Japan and the world economy : international journal of theory and policy
19
Journal of banking & finance
19
Research in international business and finance
19
The International trade journal
19
Journal of risk and financial management : JRFM
18
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
18
Finance research letters
17
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Global finance journal
16
Journal of money, credit and banking : JMCB
16
East Asian economic review
15
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ECONIS (ZBW)
71
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1
Forecasting realized volatility with wavelet decomposition
Souropanis, Ioannis
;
Vivian, Andrew
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014477112
Saved in:
2
Multiple testing of the forward rate unbiasedness hypothesis across currencies
Fu, Hsuan
;
Luger, Richard
- In:
Journal of empirical finance
68
(
2022
),
pp. 232-245
Persistent link: https://www.econbiz.de/10013464493
Saved in:
3
Do interest rate differentials drive the volatility of exchange rates? : evidence from an extended stochastic volatility model
Ulm, Maren
;
Hambuckers, Julien
- In:
Journal of empirical finance
65
(
2022
),
pp. 125-148
Persistent link: https://www.econbiz.de/10013286403
Saved in:
4
Can interest rate factors explain exchange rate fluctuations?
Yung, Julieta
- In:
Journal of empirical finance
61
(
2021
),
pp. 34-56
Persistent link: https://www.econbiz.de/10012693233
Saved in:
5
The time-varying asymmetry of exchange rate returns : a stochastic volatility : stochastic skewness model
Iseringhausen, Martin
- In:
Journal of empirical finance
58
(
2020
),
pp. 275-292
Persistent link: https://www.econbiz.de/10012430700
Saved in:
6
Cross-sectional return dispersion and currency momentum
Eriksen, Jonas Nygaard
- In:
Journal of empirical finance
53
(
2019
),
pp. 91-108
Persistent link: https://www.econbiz.de/10012171641
Saved in:
7
Forecasting volatility in developing countries' nominal exchange returns
Antonakakis, Nikolaos
;
Darby, Julia
- In:
Applied financial economics
23
(
2013
)
19/21
,
pp. 1675-1691
Persistent link: https://www.econbiz.de/10010260183
Saved in:
8
Foreign exchange predictability and the carry trade : a decomposition approach
Anatolyev, Stanislav
;
Gospodinov, Nikolaj
;
Jamali, Ibrahim
- In:
Journal of empirical finance
42
(
2017
),
pp. 199-211
Persistent link: https://www.econbiz.de/10011808567
Saved in:
9
Assessing Euro crises from a time varying international CAPM approach
Baillie, Richard
;
Cho, Dooyeon
- In:
Journal of empirical finance
39
(
2016
),
pp. 197-208
Persistent link: https://www.econbiz.de/10011663843
Saved in:
10
On financial risk and the safe haven characteristics of Swiss franc exchange rates
Grisse, Christian
;
Nitschka, Thomas
- In:
Journal of empirical finance
32
(
2015
),
pp. 153-164
Persistent link: https://www.econbiz.de/10011556812
Saved in:
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