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subject:"Wechselkurs"
type_genre:"Article in journal"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of international economics"
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Search: subject_exact:"Estimation"
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Wechselkurs
Estimation
657
Schätzung
657
Theorie
274
Theory
274
Forecasting model
219
Prognoseverfahren
219
Capital income
151
Kapitaleinkommen
151
Volatility
139
Volatilität
139
Time series analysis
106
Zeitreihenanalyse
106
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99
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Article in journal
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English
61
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Cho, Dooyeon
4
Baillie, Richard
2
Ahmad, Yamin
1
Ahmed, Jameel
1
Ahmed, Shamim
1
Akram, Qaisar Farooq
1
Anatolyev, Stanislav
1
Anderson, James E.
1
Auer, Raphael A.
1
Balke, Nathan S.
1
Bayoumi, Tamim A.
1
Bekaert, Geert
1
Bekierman, Jeremias
1
Berger, David W.
1
Bergman, Michael U.
1
Ca'Zorzi, Michele
1
Cecen, A. A.
1
Chaboud, Alain P.
1
Chen, Yao
1
Chernenko, Sergey V.
1
Cheung, Yin-Wong
1
Chortareas, Georgios E.
1
Corsetti, Giancarlo
1
Crowley, Meredith A.
1
Daníelsson, Jón
1
Dhrymes, Phoebus J.
1
Djeutem, Edouard
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Doblas-Madrid, Antonio
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1
Ferreira Filipe, Sara
1
Frankel, Jeffrey A.
1
Fu, Hsuan
1
Gallo, Giampiero M.
1
Gospodinov, Nikolaj
1
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1
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International journal of forecasting
Journal of empirical finance
Journal of international economics
Journal of international money and finance
99
Applied economics
65
International review of economics & finance : IREF
50
Economic modelling
49
International journal of finance & economics : IJFE
44
International journal of economics and financial issues : IJEFI
42
Applied financial economics
37
Journal of international financial markets, institutions & money
37
The North American journal of economics and finance : a journal of financial economics studies
37
Applied economics letters
35
The empirical economics letters : a monthly international journal of economics
30
Open economies review
29
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
27
International journal of economics and finance
24
Energy economics
22
International Journal of Energy Economics and Policy : IJEEP
21
International review of financial analysis
21
The European journal of finance
21
Research in international business and finance
19
Cogent economics & finance
18
Finance research letters
17
International economic journal
17
Journal of banking & finance
17
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
17
Journal of macroeconomics
17
Journal of risk and financial management : JRFM
17
The International trade journal
16
Economic systems
15
Economics letters
15
Global finance journal
15
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
14
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
12
Global business review
12
Iranian economic review : journal of University of Tehran
12
Journal of applied econometrics
12
Journal of economics and finance
12
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
11
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ECONIS (ZBW)
61
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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
Forecasting the variability of stock index returns with the multifractal random walk model for realized volatilities
Sattarhoff, Cristina
;
Lux, Thomas
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1678-1697
Persistent link: https://www.econbiz.de/10014465344
Saved in:
3
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:
4
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:
5
The effects of permanent monetary shocks on exchange rates and uncovered interest rate differentials
Schmitt-Grohé, Stephanie
;
Uribe, Martín
- In:
Journal of international economics
135
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013399912
Saved in:
6
Invoicing and the dynamics of pricing-to-market : evidence from UK export prices around the Brexit referendum
Corsetti, Giancarlo
;
Crowley, Meredith A.
;
Han, Lu
- In:
Journal of international economics
135
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013399929
Saved in:
7
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:
8
On the predictability of the distribution of excess returns in currency markets
Cho, Dooyeon
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 511-530
Persistent link: https://www.econbiz.de/10012792849
Saved in:
9
Conditional value-at-risk forecasts of an optimal foreign currency portfolio
Kim, Dongwhan
;
Kang, Kyu Ho
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 838-861
Persistent link: https://www.econbiz.de/10012792873
Saved in:
10
Exporters and shocks : the impact of the Brexit vote shock on bilateral exports to the UK
Fernandes, Ana
;
Winters, Leonard Alan
- In:
Journal of international economics
131
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013167888
Saved in:
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