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subject:"Wechselkurs"
isPartOf:"Journal of applied econometrics"
~isPartOf:"The International trade journal"
~subject:"Volatilität"
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Wechselkurs
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Estimation
415
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159
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110
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110
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45
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Journal of applied econometrics
The International trade journal
Applied economics
169
Energy economics
154
Economic modelling
145
International review of economics & finance : IREF
145
Journal of international money and finance
144
Finance research letters
124
International review of financial analysis
117
NBER working paper series
117
The North American journal of economics and finance : a journal of financial economics studies
117
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117
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107
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105
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101
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91
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89
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87
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Economics letters
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66
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64
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61
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60
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56
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52
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48
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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International Journal of Energy Economics and Policy : IJEEP
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The empirical economics letters : a monthly international journal of economics
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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1
Exchange rates and macroeconomic fundamentals : evidence of instabilities from time-varying factor loadings
Hillebrand, Eric
;
Mikkelsen, Jakob Guldbæk
;
Spreng, Lars
; …
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 857-877
Persistent link: https://www.econbiz.de/10014432197
Saved in:
2
Identifying exchange rate effects and spillovers of US monetary policy shocks in the presence of time-varying instrument relevance
Liao, Wenting
;
Ma, Jun
;
Zhang, Chengsi
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 989-1006
Persistent link: https://www.econbiz.de/10014474382
Saved in:
3
Monetary policy and exchange rate anomalies in set-identified SVARs : revisited
Rüth, Sebastian
;
Van der Veken, Wouter
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 1085-1092
Persistent link: https://www.econbiz.de/10014474414
Saved in:
4
Oil prices in the real economy
Shu, Haicheng
;
Spencer, Peter D.
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 878-897
Persistent link: https://www.econbiz.de/10014432198
Saved in:
5
Yuan-dollar real exchange rate and the U.S. real trade balance with China : long-run cointegration and short-run dynamic analysis
Islam, Anisul M.
- In:
The International trade journal
36
(
2022
)
1
,
pp. 43-66
Persistent link: https://www.econbiz.de/10012804234
Saved in:
6
Information gains from using short-dated options for measuring and forecasting volatility
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of applied econometrics
37
(
2022
)
2
,
pp. 368-391
Persistent link: https://www.econbiz.de/10013165240
Saved in:
7
Commodity prices and inflation risk
Garratt, Anthony
;
Petrella, Ivan
- In:
Journal of applied econometrics
37
(
2022
)
2
,
pp. 392-414
Persistent link: https://www.econbiz.de/10013165243
Saved in:
8
Common factors of commodity prices
Delle Chiaie, Simona
;
Ferrara, Laurent
;
Giannone, Domenico
- In:
Journal of applied econometrics
37
(
2022
)
3
,
pp. 461-476
Persistent link: https://www.econbiz.de/10013186690
Saved in:
9
U.K.-German commodity trade and exchange-rate volatility : an asymmetric analysis
Bahmani-Oskooee, Mohsen
;
Karamelikli, Huseyin
- In:
The International trade journal
36
(
2022
)
4
,
pp. 288-305
Persistent link: https://www.econbiz.de/10013281205
Saved in:
10
New evidence on exchange-rate volatility and export flows in Thailand : nonlinearity and asymmetric ARDL investigation
Arize, Augustine Chuck
;
Ogunc, Asli
;
Kalu, Ebere Ume
; …
- In:
The International trade journal
35
(
2021
)
2
,
pp. 194-218
Persistent link: https://www.econbiz.de/10012484454
Saved in:
11
The impact of exchange rate on US imports of salmon : a two-stage demand model approach
Zhang, Dengjun
- In:
The International trade journal
34
(
2020
)
2
,
pp. 201-221
Persistent link: https://www.econbiz.de/10012240218
Saved in:
12
Exchange rate and sectoral trade balance dynamics : empirical evidence from Eastern Africa panel data
Hunegnaw, Fetene Bogale
;
Kim, So-yŏng
- In:
The International trade journal
34
(
2020
)
6
,
pp. 535-551
Persistent link: https://www.econbiz.de/10012265040
Saved in:
13
An examination of palm oil export competitiveness through price-nominal exchange rate
Lugo Arias, Elkyn Rafael
;
Puente Pacheco, Mario Alberto …
- In:
The International trade journal
34
(
2020
)
5
,
pp. 495-509
Persistent link: https://www.econbiz.de/10012265042
Saved in:
14
J-curve in Turkish bilateral trade : a nonlinear approach
Ari, Ali
;
Cergibozan, Raif
;
Cevik, Emre
- In:
The International trade journal
33
(
2019
)
1
,
pp. 31-53
Persistent link: https://www.econbiz.de/10012016416
Saved in:
15
The effect of real exchange rate volatility on the trade of educational services
Braymen, Charles
;
Briggs, Kristie
- In:
The International trade journal
31
(
2017
)
1/5
,
pp. 299-316
Persistent link: https://www.econbiz.de/10011976517
Saved in:
16
Inference on self-exciting jumps in prices and volatility using high-frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
- In:
Journal of applied econometrics
32
(
2017
)
3
,
pp. 504-532
Persistent link: https://www.econbiz.de/10011694633
Saved in:
17
Model selection with estimated factors and idiosyncratic components
Fosten, Jack
- In:
Journal of applied econometrics
32
(
2017
)
6
,
pp. 1087-1106
Persistent link: https://www.econbiz.de/10011862567
Saved in:
18
Combining density forecasts using focused scoring rules
Opschoor, Anne
;
Dijk, Dick van
;
Wel, Michel van der
- In:
Journal of applied econometrics
32
(
2017
)
7
,
pp. 1298-1313
Persistent link: https://www.econbiz.de/10011862725
Saved in:
19
Price transmission and volatility spillovers in Asian rice markets : evidence from MGARCH and panel GARCH models
Lee, Jim
;
Valera, Harold Glenn A.
- In:
The International trade journal
30
(
2016
)
1/5
,
pp. 14-32
Persistent link: https://www.econbiz.de/10011603641
Saved in:
20
Modelling inflation volatility
Eisenstat, Eric
;
Strachan, Rodney W.
- In:
Journal of applied econometrics
31
(
2016
)
5
,
pp. 805-820
Persistent link: https://www.econbiz.de/10011645234
Saved in:
21
On the importance of sectoral and regional shocks for price-setting
Beck, Günter W.
;
Hubrich, Kirstin
;
Marcellino, Massimiliano
- In:
Journal of applied econometrics
31
(
2016
)
7
,
pp. 1234-1253
Persistent link: https://www.econbiz.de/10011687460
Saved in:
22
Macroeconomic forecasting performance under alternative specifications of time-varying volatility
Clark, Todd E.
;
Ravazzolo, Francesco
- In:
Journal of applied econometrics
30
(
2015
)
4
,
pp. 551-575
Persistent link: https://www.econbiz.de/10011332869
Saved in:
23
The effect of exchange rates on the costs of exporters when inputs are denominated in foreign currencies
Powers, William
;
Riker, David A.
- In:
The International trade journal
29
(
2015
)
1
,
pp. 3-18
Persistent link: https://www.econbiz.de/10011290954
Saved in:
24
Volatility of price indices for heterogeneous goods with applications to the fine art market
Bocart, Fabian Y. R.
;
Hafner, Christian M.
- In:
Journal of applied econometrics
30
(
2015
)
2
,
pp. 291-312
Persistent link: https://www.econbiz.de/10011327602
Saved in:
25
DSGE models in the frequency domain
Sala, Luca
- In:
Journal of applied econometrics
30
(
2015
)
2
,
pp. 219-240
Persistent link: https://www.econbiz.de/10011327619
Saved in:
26
Exchange rate uncertainty and trade between US and Canada : is there evidence of third-country effect?
Bahmani-Oskooee, Mohsen
;
Bolhassani, Marzieh
- In:
The International trade journal
28
(
2014
)
1
,
pp. 23-44
Persistent link: https://www.econbiz.de/10010355452
Saved in:
27
How puzzling is the PPP puzzle? : an alternative half-life measure of convergence to PPP
Chortareas, Georgios E.
;
Kapetanios, George
- In:
Journal of applied econometrics
28
(
2013
)
3
,
pp. 435-457
Persistent link: https://www.econbiz.de/10009756501
Saved in:
28
Modelling heterogeneity and dynamics in the volatility of individual wages
Hospido, Laura
- In:
Journal of applied econometrics
27
(
2012
)
3
,
pp. 386-414
Persistent link: https://www.econbiz.de/10009618608
Saved in:
29
Realized GARCH: a joint model for returns and realized measures of volatility
Hansen, Peter Reinhard
;
Huang, Zhuo
;
Shek, Howard Howan
- In:
Journal of applied econometrics
27
(
2012
)
6
,
pp. 877-906
Persistent link: https://www.econbiz.de/10010219741
Saved in:
30
Exchange rates, US import prices, and antidumping measures
Salehizadeh, Mehdi
;
Raafat, Feraidoon
- In:
The International trade journal
26
(
2012
)
5
,
pp. 436-452
Persistent link: https://www.econbiz.de/10009674345
Saved in:
31
Continuous-time models, realized volatilities, and testable distributional implications for daily stock returns
Andersen, Torben
;
Bollerslev, Tim
;
Frederiksen, Per
; …
- In:
Journal of applied econometrics
25
(
2010
)
2
,
pp. 233-261
Persistent link: https://www.econbiz.de/10008667607
Saved in:
32
Effect of exchange rates and gasoline prices on us imports of Japanese automobiles
Lord, Richard A.
;
Saito, Yoshie
- In:
The International trade journal
24
(
2010
)
2
,
pp. 182-208
Persistent link: https://www.econbiz.de/10003983423
Saved in:
33
Forecasting realized volatility : a Bayesian model-averaging approach
Liu, Chun
;
Maheu, John M.
- In:
Journal of applied econometrics
24
(
2009
)
5
,
pp. 709-733
Persistent link: https://www.econbiz.de/10003931571
Saved in:
34
Structural breaks and GARCH models of exchange rate volatility
Rapach, David E.
;
Strauss, Jack
- In:
Journal of applied econometrics
23
(
2008
)
1
,
pp. 65-90
Persistent link: https://www.econbiz.de/10003682842
Saved in:
35
Multinational corporations and inertia in foreign direct investment flows
Axarloglou, Kostas
- In:
The International trade journal
21
(
2007
)
4
,
pp. 359-383
Persistent link: https://www.econbiz.de/10003632490
Saved in:
36
Nonlinear effects of exchange rate volatility on the volume of bilateral exports
Baum, Christopher F.
;
Caglayan, Mustafa
;
Ozkan, Neslihan
- In:
Journal of applied econometrics
19
(
2004
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10001924617
Saved in:
37
Exchange rates, import prices, and antidumping cases : an empirical analysis
Raafat, Feraidoon
;
Salehizadeh, Mehdi
- In:
The International trade journal
16
(
2002
)
3
,
pp. 269-293
Persistent link: https://www.econbiz.de/10001692044
Saved in:
38
Modelling the conditional volatility of commodity index futures as a regime switching process
Fong, Wai-mun
;
See, Kim Hock
- In:
Journal of applied econometrics
16
(
2001
)
2
,
pp. 133-163
Persistent link: https://www.econbiz.de/10001573886
Saved in:
39
Stochastic volatility models : conditional normality versus heavy-tailed distributions
Liesenfeld, Roman
;
Jung, Robert
- In:
Journal of applied econometrics
15
(
2000
)
2
,
pp. 137-160
Persistent link: https://www.econbiz.de/10001474643
Saved in:
40
Exchange rate target zone models : a Bayesian evaluation
Li, Kai
- In:
Journal of applied econometrics
14
(
1999
)
5
,
pp. 461-490
Persistent link: https://www.econbiz.de/10001421487
Saved in:
41
Exchange rates and monetary fundamentals : what do we learn from long-horizon regressions?
Kilian, Lutz
- In:
Journal of applied econometrics
14
(
1999
)
5
,
pp. 491-510
Persistent link: https://www.econbiz.de/10001421490
Saved in:
42
Exchange rate movements and U.S. import markets : lessons from the 1980s
Yerger, David B.
- In:
The International trade journal
13
(
1999
)
2
,
pp. 121-156
Persistent link: https://www.econbiz.de/10001434115
Saved in:
43
A non-linear filtering approach to stochastic volatility models with an application to daily stock returns
Watanabe, Toshiaki
- In:
Journal of applied econometrics
14
(
1999
)
2
,
pp. 101-121
Persistent link: https://www.econbiz.de/10001387229
Saved in:
44
The conditional heteroscedasticity of the yen-dollar exchange rate
Tse, Yiu Kuen
- In:
Journal of applied econometrics
13
(
1998
)
1
,
pp. 49-55
Persistent link: https://www.econbiz.de/10001237949
Saved in:
45
An EMS target zone model in discrete time
Koedijk, Kees
- In:
Journal of applied econometrics
13
(
1998
)
1
,
pp. 31-48
Persistent link: https://www.econbiz.de/10001237950
Saved in:
46
Sign- and volatility-switching ARCH models : theory and applications to international stock markets
Fornari, Fabio
- In:
Journal of applied econometrics
12
(
1997
)
1
,
pp. 49-65
Persistent link: https://www.econbiz.de/10001215437
Saved in:
47
Exchange rate pass-through in US manufacturing industries : a demand-side story
Antzulatos, Angelos A.
- In:
The International trade journal
10
(
1996
)
3
,
pp. 325-352
Persistent link: https://www.econbiz.de/10001207562
Saved in:
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