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~subject:"Volatility"
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Volatility
Devisenmarkt
802
Foreign exchange market
802
Wechselkurs
382
Exchange rate
380
Volatilität
243
Theorie
229
Theory
229
Welt
214
World
214
Estimation
203
Schätzung
203
Capital income
126
Kapitaleinkommen
126
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110
Währungsspekulation
110
Exchange rate policy
95
Wechselkurspolitik
95
Aktienmarkt
85
Stock market
85
Exchange rate risk
82
Währungsrisiko
82
Risikoprämie
76
Risk premium
76
Spillover effect
76
Spillover-Effekt
76
Forecasting model
70
Prognoseverfahren
70
ARCH model
67
ARCH-Modell
67
Market microstructure
59
Marktmikrostruktur
59
Currency derivative
58
Financial market
58
Finanzmarkt
58
International financial market
58
Internationaler Finanzmarkt
58
US dollar
58
US-Dollar
58
Währungsderivat
58
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Mensi, Walid
4
Rodriguez, Gabriel
4
Grobys, Klaus
3
Hammoudeh, Shawkat
3
Kočenda, Evžen
3
Moravcová, Michala
3
Narayan, Paresh Kumar
3
Sarno, Lucio
3
Sensoy, Ahmet
3
Trivedi, Smita Roy
3
Abdulkarim, Rasha
2
Alanya, Willy
2
Anifowose Daniel Abolaji
2
Ari, Yakup
2
Baklaci, Hasan Fehmi
2
Ben Omrane, Walid
2
Brooks, Robert
2
Cho, Dooyeon
2
Copeland, Laurence S.
2
Dahan, Abdulkarim
2
Do, Hung Xuan
2
Escobar, Marcos
2
Firouzi, Shahrokh
2
Gau, Yin-feng
2
Gençay, Ramazan
2
Gradojevic, Nikola
2
Gschnaidtner, Christoph
2
Hamori, Shigeyuki
2
Heinonen, Jari-Pekka
2
Izlin Ismail
2
Kang, Sang Hoon
2
Kenourgios, Dimitris
2
Khademalomoom, Siroos
2
Kinkyō, Takuji
2
Kitamura, Yoshihiro
2
Kuttu, Saint
2
Lee, Suzanne S.
2
Liu, Yang
2
Lu, Wenna
2
Lucey, Brian M.
2
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Economic modelling
12
Journal of international financial markets, institutions & money
12
Finance research letters
11
Journal of international money and finance
11
The North American journal of economics and finance : a journal of financial economics studies
9
International review of financial analysis
8
Research in international business and finance
8
Discussion paper / Centre for Economic Policy Research
7
Applied economics
6
Energy economics
5
Journal of banking & finance
5
Global business review
4
International review of economics & finance : IREF
4
Journal of financial markets
4
Journal of multinational financial management
4
The European journal of finance
4
Working paper / National Bureau of Economic Research, Inc.
4
Applied economics letters
3
Emerging markets, finance and trade : EMFT
3
International economic journal
3
Journal of financial economics
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Annals of financial economics
2
Discussion papers / CEPR
2
Economics letters
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Global finance journal
2
International economics and economic policy : IEEP
2
International journal of emerging markets
2
International journal of finance & economics : IJFE
2
International journal of theoretical and applied finance
2
Investment management and financial innovations
2
Journal of economic studies
2
Journal of economics and finance : JEF
2
Journal of empirical finance
2
Quantitative finance
2
Tydskrif vir studies in ekonomie en ekonometrie : SEE
2
African journal of business and economic research : AJBER
1
African journal of economic and management studies : AJEMS
1
Asia-Pacific financial markets
1
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ECONIS (ZBW)
243
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1
The impact of geopolitical risks on foreign exchange markets : evidence from the Russia-Ukraine war
Hossain, Ashrafee Tanvir
;
Al Masum, Abdullah
;
Saadi, Samir
- In:
Finance research letters
59
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014445401
Saved in:
2
Do the dynamics of macroeconomic attention drive the yen/dollar exchange market volatility?
Luo, Tao
;
Sun, Huaping
;
Zhang, Lixia
;
Bai, Jiancheng
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 597-611
Persistent link: https://www.econbiz.de/10014446795
Saved in:
3
Political risks, excess and carry trade returns in global markets
Kesse, Kwabena
;
Blenman, Lloyd P.
- In:
International review of financial analysis
91
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014446928
Saved in:
4
Geopolitical risk and the predictability of spillovers between exchange, commodity and stock markets
Ma, Yong
- In:
Journal of multinational financial management
73
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014526940
Saved in:
5
Macro news effects on exchange rates : difference between carry trade target and safe-haven currencies
Wang, Wenhao
;
Lin, Zhitao
;
Hu, Bing
- In:
Finance research letters
53
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014472521
Saved in:
6
Bet against the trend and cash in profits : an agent-based model of endogenous fluctuations of exchange rates
Bassi, Federico
;
Ramos, Raquel A.
;
Lang, Dany
- In:
Journal of evolutionary economics
33
(
2023
)
2
,
pp. 429-472
Persistent link: https://www.econbiz.de/10014330266
Saved in:
7
Forecasting nonlinear dependency between cryptocurrencies and foreign exchange markets using dynamic copula : evidence from GAS models
Mili, Mehdi
;
Bouteska, Ahmed
- In:
The journal of risk finance : JRF
24
(
2023
)
4
,
pp. 464-482
Persistent link: https://www.econbiz.de/10014338629
Saved in:
8
Infectious diseases-related uncertainty and the predictability of foreign exchange and bitcoin futures realized volatility
Shiba, Sisa
;
Cuñado Eizaguirre, Juncal
;
Gupta, Rangan
; …
- In:
Annals of financial economics
18
(
2023
)
2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014442581
Saved in:
9
Volatility spillover analysis between stocks and exchange rate markets in short and long terms in East European and Eurasian countries
Živkov, Dejan
;
Gajić-Glamočlija, Marina
; …
- In:
International journal of emerging markets
18
(
2023
)
11
,
pp. 5068-5086
Persistent link: https://www.econbiz.de/10014458484
Saved in:
10
The pricing of unexpected volatility in the currency market
Lu, Wenna
;
Copeland, Laurence S.
;
Xu, Yongdeng
- In:
The European journal of finance
29
(
2023
)
17
,
pp. 2032-2046
Persistent link: https://www.econbiz.de/10014388546
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