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type_genre:"Article in journal"
subject:"Volatilität"
~person:"Bollerslev, Tim"
~person:"Bahmani-Oskooee, Mohsen"
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Volatilität
Estimation
185
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185
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65
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65
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55
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42
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42
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42
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42
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Bollerslev, Tim
Bahmani-Oskooee, Mohsen
Gupta, Rangan
59
Ma, Feng
25
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24
McAleer, Michael
23
Bouri, Elie
22
Pierdzioch, Christian
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Xuan Vinh Vo
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16
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15
Gil-Alaña, Luis A.
15
Rashid, Abdul
15
Tiwari, Aviral Kumar
15
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14
Li, Jia
14
Wei, Yu
14
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13
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13
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13
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13
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13
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12
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12
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12
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12
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12
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12
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12
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11
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11
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11
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10
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10
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Journal of econometrics
8
Empirica : journal of european economics
6
Journal of financial economics
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
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3
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2
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2
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2
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1
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1
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ECONIS (ZBW)
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1
The jump leverage risk premium
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
Saved in:
2
Asymmetric effects of exchange rate volatility on trade flows : evidence from G7
Bahmani-Oskooee, Mohsen
;
Karamelikli, Huseyin
; …
- In:
Journal of economics and finance : JEF
47
(
2023
)
1
,
pp. 38-62
Persistent link: https://www.econbiz.de/10014227689
Saved in:
3
From zero to hero : realized partial (co)variances
Bollerslev, Tim
;
Medeiros, Marcelo C.
;
Patton, Andrew J.
; …
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 348-360
Persistent link: https://www.econbiz.de/10013464800
Saved in:
4
Realized semibetas : disentangling "good" and "bad" downside risks
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of financial economics
144
(
2022
)
1
,
pp. 227-246
Persistent link: https://www.econbiz.de/10013407090
Saved in:
5
Realized semi(co)variation : signs that all volatilities are not created equal
Bollerslev, Tim
- In:
Journal of financial econometrics
20
(
2022
)
2
,
pp. 219-252
Persistent link: https://www.econbiz.de/10013187965
Saved in:
6
The effect of exchange rate volatility on U.S. bilateral trade with Africa : a symmetric and asymmetric analysis
Bahmani-Oskooee, Mohsen
;
Arize, Augustine Chuck
- In:
Economic systems
46
(
2022
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10013202865
Saved in:
7
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:
8
Occupation density estimation for noisy high-frequency data
Zhang, Congshan
;
Li, Jia
;
Bollerslev, Tim
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 189-211
Persistent link: https://www.econbiz.de/10013441646
Saved in:
9
Exchange rate volatility and Turkey-EU commodity trade : an asymmetry analysis
Bahmani-Oskooee, Mohsen
;
Durmaz, Nazif
- In:
Empirica : journal of european economics
48
(
2021
)
2
,
pp. 429-482
Persistent link: https://www.econbiz.de/10012543870
Saved in:
10
Generalized jump regressions for local moments
Bollerslev, Tim
;
Li, Jia
;
Chaves, Leonardo Salim Saker
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 1015-1025
Persistent link: https://www.econbiz.de/10012653221
Saved in:
11
Exchange rate volatility and domestic investment in G7 : are the effects asymmetric?
Bahmani-Oskooee, Mohsen
;
Baek, Jungho
- In:
Empirica : journal of european economics
48
(
2021
)
3
,
pp. 775-799
Persistent link: https://www.econbiz.de/10012588145
Saved in:
12
On the asymmetric effects of exchange rate volatility on the trade flows of India with each of its fourteen partners
Bahmani-Oskooee, Mohsen
;
Saha, Sujata
- In:
Macroeconomics and finance in emerging market economies
14
(
2021
)
1
,
pp. 66-85
Persistent link: https://www.econbiz.de/10012440215
Saved in:
13
Exchange rate volatility and domestic consumption in the G7 : an asymmetric analysis
Bahmani-Oskooee, Mohsen
;
Baek, Jungho
- In:
Applied economics quarterly
67
(
2021
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10013165459
Saved in:
14
Exchange-rate volatility and commodity trade between the U.S. and Germany : asymmetry analysis
Bahmani-Oskooee, Mohsen
;
Nouira, Ridha
;
Saafi, Sami
- In:
International economics and economic policy : IEEP
17
(
2020
)
1
,
pp. 67-124
Persistent link: https://www.econbiz.de/10012223894
Saved in:
15
Multivariate leverage effects and realized semicovariance GARCH models
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 411-430
Persistent link: https://www.econbiz.de/10012482780
Saved in:
16
On the impact of exchange rate volatility on Tunisia's trade with 16 partners: an asymmetry analysis
Bahmani-Oskooee, Mohsen
;
Nouira, Ridha
- In:
Economic change & restructuring
53
(
2020
)
3
,
pp. 357-378
Persistent link: https://www.econbiz.de/10012287312
Saved in:
17
Exchange rate risk and commodity trade between U.S. and India : an asymmetry analysis
Bahmani-Oskooee, Mohsen
;
Saha, Sujata
- In:
Journal of the Asia Pacific economy
25
(
2020
)
4
,
pp. 675-695
Persistent link: https://www.econbiz.de/10012314166
Saved in:
18
Exchange rate volatility and Turkey-US commodity trade : An asymmetry analysis
Bahmani-Oskooee, Mohsen
;
Karamelikli, Huseyin
- In:
Economic issues
25
(
2020
)
2
,
pp. 1-29
Persistent link: https://www.econbiz.de/10012654879
Saved in:
19
Does GINI respond to income volatility in an asymmetric manner? : evidence from 41 countries
Bahmani-Oskooee, Mohsen
;
Motavallizadeh-Ardakani, Amid
- In:
Economic systems
44
(
2020
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012593400
Saved in:
20
High-dimensional multivariate realized volatility estimation
Bollerslev, Tim
;
Meddahi, Nour
;
Nyawa, Serge
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 116-136
Persistent link: https://www.econbiz.de/10012303903
Saved in:
21
On the relation between exchange rates and stock prices : a non-linear ARDL approach and asymmetry analysis
Bahmani-Oskooee, Mohsen
;
Saha, Sujata
- In:
Journal of economics and finance
42
(
2018
)
1
,
pp. 112-137
Persistent link: https://www.econbiz.de/10011978144
Saved in:
22
Malaysia-EU trade at the industry level : is there an asymmetric response to exchange rate volatility?
Bahmani-Oskooee, Mohsen
;
Aftab, Muhammad
- In:
Empirica : journal of european economics
45
(
2018
)
3
,
pp. 425-455
Persistent link: https://www.econbiz.de/10012031218
Saved in:
23
A new perspective on the third-country effect : the case of Malaysia-US industry-level trade
Bahmani-Oskooee, Mohsen
;
Aftab, Muhammad
- In:
The journal of international trade & economic development
27
(
2018
)
5/6
,
pp. 607-637
Persistent link: https://www.econbiz.de/10011897005
Saved in:
24
Volume, volatility, and public news announcements
Bollerslev, Tim
;
Li, Jia
;
Xue, Yuan
- In:
The review of economic studies
85
(
2018
)
4/305
,
pp. 2005-2041
Persistent link: https://www.econbiz.de/10012263342
Saved in:
25
Asymmetric effects of exchange rate changes on the Malaysia-EU trade : evidence from industry data
Bahmani-Oskooee, Mohsen
;
Aftab, Muhammad
- In:
Empirica : journal of european economics
44
(
2017
)
2
,
pp. 339-365
Persistent link: https://www.econbiz.de/10011782904
Saved in:
26
On the asymmetric effects of exchange rate volatility on trade flows : new evidence from US-Malaysia trade at the industry level
Bahmani-Oskooee, Mohsen
;
Aftab, Muhammad
- In:
Economic modelling
63
(
2017
),
pp. 86-103
Persistent link: https://www.econbiz.de/10011813437
Saved in:
27
Third-country exchange rate volatility and Japanese–US trade : evidence from industry-level data
Bahmani-Oskooee, Mohsen
;
Hegerty, Scott W.
;
Xi, Dan
- In:
Applied economics
48
(
2016
)
16/18
,
pp. 1452-1462
Persistent link: https://www.econbiz.de/10011456586
Saved in:
28
Short run and long run effects of exchange rate volatility on commodity trade between Pakistan and Japan
Bahmani-Oskooee, Mohsen
;
Iqbal, Javed
;
Salam, Muhammad
- In:
Economic analysis and policy : EAP ; journal of the …
52
(
2016
),
pp. 131-142
Persistent link: https://www.econbiz.de/10011557332
Saved in:
29
Roughing up beta : continuous versus discontinuous betas and the cross section of expected stock returns
Bollerslev, Tim
;
Li, Sophia Zhengzi
;
Todorov, Viktor
- In:
Journal of financial economics
120
(
2016
)
3
,
pp. 464-490
Persistent link: https://www.econbiz.de/10011590229
Saved in:
30
Do exchange rate changes have symmetric or asymmetric effects on stock prices?
Bahmani-Oskooee, Mohsen
;
Saha, Sujata
- In:
Global finance journal
31
(
2016
),
pp. 57-72
Persistent link: https://www.econbiz.de/10011714642
Saved in:
31
Exchange rate volatility and Turkish commodity trade with the rest of the world
Bahmani-Oskooee, Mohsen
;
Durmaz, Nazif
- In:
Economic change and restructuring : empirical and …
49
(
2016
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011668605
Saved in:
32
Tail risk premia and return predictability
Bollerslev, Tim
;
Todorov, Viktor
;
Xu, Lai
- In:
Journal of financial economics
118
(
2015
)
1
,
pp. 113-134
Persistent link: https://www.econbiz.de/10011480379
Saved in:
33
Stock return and cash flow predictability : the role of volatility risk
Bollerslev, Tim
;
Xu, Lai
;
Zhou, Hao
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 458-471
Persistent link: https://www.econbiz.de/10011499728
Saved in:
34
The effects of exchange rate volatility on US-Chilean industry trade flows
Bahmani-Oskooee, Mohsen
;
Harvey, Hanafiah
;
Hegerty, Scott W.
- In:
Applied economics quarterly
61
(
2015
)
4
,
pp. 353-371
Persistent link: https://www.econbiz.de/10011472039
Saved in:
35
Time-varying jump tails
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 168-180
Persistent link: https://www.econbiz.de/10010506069
Saved in:
36
Exchange rate volatility and Spanish-American commodity trade flows
Bahmani-Oskooee, Mohsen
;
Harvey, Hanafiah
;
Hegerty, Scott W.
- In:
Economic systems
38
(
2014
)
2
,
pp. 243-260
Persistent link: https://www.econbiz.de/10010459721
Saved in:
37
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:
38
Exchange-rate risk and UK-China trade : evidence from 47 industries
Bahmani-Oskooee, Mohsen
;
Hegerty, Scott W.
;
Zhang, Ruixin
- In:
Journal of Chinese economic and foreign trade studies
7
(
2014
)
1
,
pp. 2-17
Persistent link: https://www.econbiz.de/10010347429
Saved in:
39
Risk and return : long-run relations, fractional cointegration, and return predictability
Bollerslev, Tim
;
Osterrieder, Daniela
;
Sizova, Natalia
; …
- In:
Journal of financial economics
108
(
2013
)
2
,
pp. 409-424
Persistent link: https://www.econbiz.de/10009749332
Saved in:
40
Impact of exchange-rate variability on commodity trade between U.S. and Germany
Bahmani-Oskooee, Mohsen
;
Hajilee, Masoomeh
- In:
Empirica : journal of european economics
40
(
2013
)
2
,
pp. 287-324
Persistent link: https://www.econbiz.de/10009745770
Saved in:
41
Exchange-rate variability and U.S.-French trade flows: evidence from industry data
Bahmani-Oskooee, Mohsen
;
Harvey, Hanafiah
;
Hegerty, Scott W.
- In:
Empirica : journal of european economics
40
(
2013
)
4
,
pp. 685-719
Persistent link: https://www.econbiz.de/10010226047
Saved in:
42
Estimation of jump tails
Bollerslev, Tim
;
Todorov, Viktor
- In:
Econometrica : journal of the Econometric Society, an …
79
(
2011
)
6
,
pp. 1727-1783
Persistent link: https://www.econbiz.de/10009425124
Saved in:
43
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:
44
Jumps and betas : a new framework for disentangling and estimating systematic risks
Todorov, Viktor
;
Bollerslev, Tim
- In:
Journal of econometrics
157
(
2010
)
2
,
pp. 220-235
Persistent link: https://www.econbiz.de/10008663039
Saved in:
45
Exchange rate volatility and US commodity trade with the rest of the world
Bahmani-Oskooee, Mohsen
;
Ardalani, Zohre
;
Bolhasani, Marzieh
- In:
International review of applied economics
24
(
2010
)
5
,
pp. 511-532
Persistent link: https://www.econbiz.de/10008822753
Saved in:
46
Exchange rate sensitivity of Australia's trade flows : evidence from industry data
Bahmani-Oskooee, Mohsen
;
Wang, Yongqing
- In:
The Manchester School
77
(
2009
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10003800396
Saved in:
47
Purchasing power parity before and after the adoption of the euro
Zhou, Su
;
Bahmani-Oskooee, Mohsen
;
Kutan, Ali Mustafa
- In:
Review of world economics
144
(
2008
)
1
,
pp. 134-150
Persistent link: https://www.econbiz.de/10003684161
Saved in:
48
Exchange rate volatility and trade flows : a review article
Bahmani-Oskooee, Mohsen
;
Hegerty, Scott W.
- In:
Journal of economic studies
34
(
2007
)
3/4
,
pp. 211-255
Persistent link: https://www.econbiz.de/10003555573
Saved in:
49
Correcting the errors : volatility forecast evaluation using high-frequency data and realized volatilities
Andersen, Torben
;
Bollerslev, Tim
;
Meddahi, Nour
- In:
Econometrica : journal of the Econometric Society, an …
73
(
2005
)
1
,
pp. 279-296
Persistent link: https://www.econbiz.de/10002568170
Saved in:
50
A framework for exploring the macroeconomic determinants of systematic risk
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
- In:
The American economic review
95
(
2005
)
2
,
pp. 398-404
Persistent link: https://www.econbiz.de/10003214098
Saved in:
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