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subject:"Wechselkurs"
isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
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Wechselkurs
Estimation
417
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417
Theorie
119
Theory
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114
Volatilität
114
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103
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103
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Härdle, Wolfgang
3
Beckmann, Joscha
2
Belke, Ansgar
2
Herwartz, Helmut
2
Pierdzioch, Christian
2
Saikkonen, Pentti
2
Spokojnyj, Vladimir G.
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Teyssière, Gilles
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Aliyu, Victoria O.
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Andrada Félix, Julián
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Anjum, Hassan
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Arize, Augustine Chuck
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Bailliu, Jeannine N.
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Balcilar, Mehmet
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Ben Omrane, Walid
1
Bhattarai, Keshab
1
Bianconi, Marcelo
1
Cai, Zhe
1
Carcel, Hector
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Castillo B., Paul
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Chau, Po-Hon
1
Chinn, Menzie David
1
Choi, In
1
Cruz Martinez, Justino de la
1
Cybakov, Aleksandr B.
1
Dib, Ali
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Dieu Thanh Le
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Dobnik, Frauke
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Donadelli, Michael
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Dong, Fang
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Feldmann, David
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Giannellis, Nikolaos
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Gil-Alaña, Luis A.
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
The North American journal of economics and finance : a journal of financial economics studies
Journal of international money and finance
99
Applied economics
65
NBER working paper series
52
International review of economics & finance : IREF
50
Economic modelling
49
NBER Working Paper
49
Working paper / National Bureau of Economic Research, Inc.
48
CESifo working papers
46
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
Applied economics letters
35
Discussion paper / Centre for Economic Policy Research
35
The empirical economics letters : a monthly international journal of economics
30
Open economies review
29
Working paper
29
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
27
Journal of international economics
26
IMF working papers
24
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
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
19
International journal of forecasting
19
Research in international business and finance
19
Cogent economics & finance
18
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
18
Discussion papers / CEPR
17
Finance research letters
17
International economic journal
17
Journal of banking & finance
17
Journal of macroeconomics
17
Journal of risk and financial management : JRFM
17
Discussion paper / Tinbergen Institute
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Economics letters
16
Journal of empirical finance
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1
Effects of macroeconomic factors on stock prices for BRICS using the variational mode decomposition and quantile method
Wang, Xiangning
;
Huang, Qian
;
Zhang, Shuguang
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014484008
Saved in:
2
Does the Central Bank of Peru respond to exchange rate movements? : a Bayesian estimation of a New Keynesian DSGE model with FX interventions
Rodriguez, Gabriel
;
Castillo B., Paul
;
Hasegawa, Harumi
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014485281
Saved in:
3
Time-frequency effect of crude oil and exchange rates on stock markets in BRICS countries : evidence from wavelet quantile regression analysis
Zhu, Huiming
;
Yu, Dongwei
;
Hau, Liya
;
Wu, Hao
;
Ye, Fangyu
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013449369
Saved in:
4
Contagion effects in ASEAN-5 exchange rates during the Covid-19 pandemic
Nur Ain Shahrier
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013534059
Saved in:
5
Heterogeneity dependence between oil prices and exchange rate : evidence from a parametric test of Granger causality in quantiles
Jiang, Yong
;
Ren, Yi-Shuai
;
Narayan, Seema
;
Ma, Chao-Qun
; …
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013534090
Saved in:
6
Analysis of asymmetric response of exchange rate to interest rate differentials : the case of African Big 4
Musa, Abdullahi Usman
;
Salisu, Afees A.
;
Aliyu, Victoria O.
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012668019
Saved in:
7
Testing the forward volatility unbiasedness hypothesis in exchange rates under long-range dependence
Pérez Rodríguez, Jorge V.
;
Andrada Félix, Julián
; …
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012822266
Saved in:
8
Predictability in international stock returns using currency fluctuations and forward rate forecasts
Wang, Jiexin
;
Han, Xue
;
Huang, Emily J.
;
Yost-Bremm, Chris
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012656847
Saved in:
9
A fractional cointegration var analysis of exchange rate dynamics
Gil-Alaña, Luis A.
;
Carcel, Hector
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012658798
Saved in:
10
Valuation effects of capital inflows : evidence from emerging market economies
Dieu Thanh Le
;
Park, Hail
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012660122
Saved in:
11
Forecasting risk in the US Dollar exchange rate under volatility shifts
Anjum, Hassan
;
Malik, Farooq
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012664814
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12
New empirical assessment of export price competitiveness : industry-specific real effective exchange rates in Asia
Satō, Kiyotaka
;
Shimizu, Junko
;
Shrestha, Nagendra
; …
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-25
Persistent link: https://www.econbiz.de/10012665661
Saved in:
13
The time-frequency co-movement of Asian effective exchange rates : a wavelet approach with daily data
Meng, Xiangcai
;
Huang, Chia-Hsing
- In:
The North American journal of economics and finance : a …
48
(
2019
),
pp. 131-148
Persistent link: https://www.econbiz.de/10012120219
Saved in:
14
Time-varying effects of macroeconomic news on euro-dollar returns
Ben Omrane, Walid
;
Savaser, Tanseli
;
Welch, Robert L.
; …
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012201385
Saved in:
15
Gold price and exchange rates : a panel smooth transition regression model for the G7 countries
Giannellis, Nikolaos
;
Kukuritakēs, Minōas
- In:
The North American journal of economics and finance : a …
49
(
2019
),
pp. 27-46
Persistent link: https://www.econbiz.de/10012269149
Saved in:
16
Exchange rate dynamics and US dollar-denominated sovereign bond prices in emerging markets
Hui, Cho H.
;
Lo, Chi-Fai
;
Chau, Po-Hon
- In:
The North American journal of economics and finance : a …
44
(
2018
),
pp. 109-128
Persistent link: https://www.econbiz.de/10012036515
Saved in:
17
Testing the Marshall-Lerner condition between the U.S. and other G7 member countries
Dong, Fang
- In:
The North American journal of economics and finance : a …
40
(
2017
),
pp. 30-40
Persistent link: https://www.econbiz.de/10011878777
Saved in:
18
Modeling spot rate using a realized stochastic volatility model with level effect and dynamic drift
Li, Shaoyu
;
Zheng, Tingguo
- In:
The North American journal of economics and finance : a …
40
(
2017
),
pp. 200-221
Persistent link: https://www.econbiz.de/10011878816
Saved in:
19
Do terror attacks affect the dollar-pound exchange rate? : a nonparametric causality-in-quantiles analysis
Balcilar, Mehmet
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
The North American journal of economics and finance : a …
41
(
2017
),
pp. 44-56
Persistent link: https://www.econbiz.de/10011878932
Saved in:
20
Higher moment exchange rate exposure of S&P500 firms
Bianconi, Marcelo
;
Cai, Zhe
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 513-530
Persistent link: https://www.econbiz.de/10011938192
Saved in:
21
Non-linear exchange rate relationships : an automated model selection approach with indicator saturation
Stillwagon, Josh R.
- In:
The North American journal of economics and finance : a …
37
(
2016
),
pp. 84-109
Persistent link: https://www.econbiz.de/10011672899
Saved in:
22
Are precious metals a hedge against exchange-rate movements? : an empirical exploration using bayesian additive regression trees
Pierdzioch, Christian
;
Risse, Marian
;
Rohloff, Sebastian
- In:
The North American journal of economics and finance : a …
38
(
2016
),
pp. 27-38
Persistent link: https://www.econbiz.de/10011673292
Saved in:
23
Multilateral adjustment, regime switching and real exchange rate dynamics
Bailliu, Jeannine N.
;
Dib, Ali
;
Kano, Takashi
; …
- In:
The North American journal of economics and finance : a …
27
(
2014
),
pp. 68-87
Persistent link: https://www.econbiz.de/10010460903
Saved in:
24
Co-movement between RMB and New Taiwan Dollars : evidences from NDF markets
Lien, Da-hsiang Donald
;
Li, Yang
;
Zhou, Chunyang
;
Lee, Geul
- In:
The North American journal of economics and finance : a …
28
(
2014
),
pp. 265-272
Persistent link: https://www.econbiz.de/10010461942
Saved in:
25
An examination of the forward prediction error of US dollar exchange rates and how they are related to bid-ask spreads, purchasing power parity disequilibria, and forward premium a...
Simpson, Marc W.
;
Grossmann, Axel
- In:
The North American journal of economics and finance : a …
28
(
2014
),
pp. 221-238
Persistent link: https://www.econbiz.de/10010461953
Saved in:
26
Does financial integration affect real exchange rate volatility and cross-country equity market returns correlation?
Donadelli, Michael
;
Paradiso, Antonio
- In:
The North American journal of economics and finance : a …
28
(
2014
),
pp. 206-220
Persistent link: https://www.econbiz.de/10010461957
Saved in:
27
Impact of China's currency valuation and labour cost on the US in a trade and exchange rate model
Bhattarai, Keshab
;
Mallick, Sushanta Kumar
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 40-59
Persistent link: https://www.econbiz.de/10009777888
Saved in:
28
Nonlinearities in exchange rate determination in a small open economy : some evidence for Canada
Kempa, Bernd
;
Riedel, Jana
- In:
The North American journal of economics and finance : a …
24
(
2013
),
pp. 268-278
Persistent link: https://www.econbiz.de/10009739644
Saved in:
29
Nonlinear adjustment, purchasing power parity and the role of nominal exchange rates and prices
Beckmann, Joscha
- In:
The North American journal of economics and finance : a …
24
(
2013
),
pp. 176-190
Persistent link: https://www.econbiz.de/10009739659
Saved in:
30
New evidence on the link between exchange rates and asset-seeking acquisition FDI
Lee, Donghyun
- In:
The North American journal of economics and finance : a …
24
(
2013
),
pp. 153-158
Persistent link: https://www.econbiz.de/10009739668
Saved in:
31
Cross-section dependence and the monetary exchange rate model : a panel analysis
Beckmann, Joscha
;
Belke, Ansgar
;
Dobnik, Frauke
- In:
The North American journal of economics and finance : a …
23
(
2012
)
1
,
pp. 38-53
Persistent link: https://www.econbiz.de/10009673901
Saved in:
32
The exchange rate and macroeconomic determinants : time-varying transitional dynamics
Yuan, Chunming
- In:
The North American journal of economics and finance : a …
22
(
2011
)
2
,
pp. 197-220
Persistent link: https://www.econbiz.de/10009267527
Saved in:
33
Variations in exchange rates and inflation in 82 countries : an empirical investigation
Arize, Augustine Chuck
;
Malindretos, John
;
Nippani, Srinivas
- In:
The North American journal of economics and finance : a …
15
(
2004
)
2
,
pp. 227-247
Persistent link: https://www.econbiz.de/10002146186
Saved in:
34
Nonlinear GARCH models for highly persistent volatility
Lanne, Markku
;
Saikkonen, Pentti
-
2002
Persistent link: https://www.econbiz.de/10001668610
Saved in:
35
Statistical inference for time-inhomogeneous volatility models
Mercurio, Danilo
;
Spokojnyj, Vladimir G.
-
2002
Persistent link: https://www.econbiz.de/10001697768
Saved in:
36
Monetary integration in the Southern Cone
Belke, Ansgar
;
Gros, Daniel
- In:
The North American journal of economics and finance : a …
13
(
2002
)
3
,
pp. 232-349
Persistent link: https://www.econbiz.de/10001744830
Saved in:
37
Multivariate volatility models
Fengler, Matthias R.
;
Herwartz, Helmut
-
2001
Persistent link: https://www.econbiz.de/10001659915
Saved in:
38
Empirical modeling of the DEM/USD and DEM/JPY foreign exchange rate : structural shifts in GARCH models and their implications
Herwartz, Helmut
;
Reimers, Hans-Eggert
-
2001
Persistent link: https://www.econbiz.de/10001631316
Saved in:
39
The empirical determinants of the Euro : short and long run perspectives
Chinn, Menzie David
-
2000
Persistent link: https://www.econbiz.de/10001509343
Saved in:
40
Adaptive estimation for a time inhomogeneous stochastic-volatility model
Härdle, Wolfgang
;
Spokojnyj, Vladimir G.
;
Teyssière, …
-
2000
Persistent link: https://www.econbiz.de/10001470372
Saved in:
41
Cointegrating smooth transition regressions with application to the Asian currency crisis
Saikkonen, Pentti
;
Choi, In
-
2000
Persistent link: https://www.econbiz.de/10001555318
Saved in:
42
The Polish crawling peg system : a cointegration analysis
Trenkler, Carsten
-
2000
Persistent link: https://www.econbiz.de/10001528203
Saved in:
43
Modelling exchange rates volatility with multivariate long memory ARCH processes
Teyssière, Gilles
-
1999
-
Rev. version
Persistent link: https://www.econbiz.de/10001377680
Saved in:
44
Die empirische Relevanz des monetären Modells für die Erklärung des DM-Dollar-Wechselkurses
Nautz, Dieter
-
1999
Persistent link: https://www.econbiz.de/10001413423
Saved in:
45
Mexico's balance of payments and exchange rates : a cointegration analysis
Cruz Martinez, Justino de la
- In:
The North American journal of economics and finance : a …
10
(
1999
)
2
,
pp. 401-421
Persistent link: https://www.econbiz.de/10001508345
Saved in:
46
International foreign exchange agreements and nominal exchange rate volatility : a GARCH application
Kang, In-bong
- In:
The North American journal of economics and finance : a …
10
(
1999
)
2
,
pp. 453-472
Persistent link: https://www.econbiz.de/10001508352
Saved in:
47
Nonparametric autoregression with multiplicative volatility and additive mean
Yang, Lijian
;
Härdle, Wolfgang
;
Nielsen, Jens Perch
-
1998
Persistent link: https://www.econbiz.de/10000168636
Saved in:
48
Money demand in Jamaica : evidence from cointegration, error correction modelling, and exogeneity
Ghartey, Edward E.
- In:
The North American journal of economics and finance : a …
9
(
1998
)
1
,
pp. 33-43
Persistent link: https://www.econbiz.de/10001246868
Saved in:
49
Flexible stochastic volatility structures for high frequency financial data
Feldmann, David
;
Härdle, Wolfgang
;
Hafner, Christian M.
; …
-
1998
Persistent link: https://www.econbiz.de/10000992362
Saved in:
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