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isPartOf:"MPRA Paper"
~accessRights:"restricted"
~isPartOf:"International review of financial analysis"
~subject:"Volatility"
~subject:"exchange rate"
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Volatility
exchange rate
Volatilität
305
Börsenkurs
113
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Capital income
94
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94
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85
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Bouri, Elie
11
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10
Lau, Chi Keung
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Xiong, Xiong
6
Corbet, Shaen
5
Guesmi, Khaled
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Li, Yan
5
Roubaud, David
5
Sensoy, Ahmet
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Yarovaya, Larisa
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4
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4
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3
Antonakakis, Nikolaos
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3
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3
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3
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3
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3
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3
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3
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3
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3
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3
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MPRA Paper
International review of financial analysis
Finance research letters
571
Energy economics
503
The North American journal of economics and finance : a journal of financial economics studies
277
International review of economics & finance : IREF
272
Applied economics
240
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219
Discussion paper / Centre for Economic Policy Research
217
Research in international business and finance
202
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150
Working paper / National Bureau of Economic Research, Inc.
143
Economics letters
136
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128
Journal of empirical finance
125
Journal of international financial markets, institutions & money
125
Pacific-Basin finance journal
119
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
113
Journal of international money and finance
106
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
101
The journal of futures markets
99
International journal of forecasting
98
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
96
Computational economics
95
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93
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84
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81
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72
The European journal of finance
71
International journal of theoretical and applied finance
67
Physica A: Statistical Mechanics and its Applications
67
Journal of financial econometrics
64
Journal of forecasting
61
International journal of financial engineering
58
Journal of financial markets
58
Management science : journal of the Institute for Operations Research and the Management Sciences
56
Global finance journal
54
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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ECONIS (ZBW)
305
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305
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1
The impact and role of COVID-19 uncertainty : a global industry analysis
Szczygielski, Jan Jakub
;
Charteris, Ailie
;
Bwanya, …
- In:
International review of financial analysis
80
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013366153
Saved in:
2
Global financial risk and market connectedness : An empirical analysis of COVOL and major financial markets
Lang, Chunlin
;
Xu, Danyang
;
Corbet, Shaen
;
Hu, Yang
; …
- In:
International review of financial analysis
93
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014543425
Saved in:
3
When one domino falls, others follow : a machine learning analysis of extreme risk spillovers in developed stock markets
Sitara Karim
;
Muhammad Shafiullah
;
Naeem, Muhammad Abubakr
- In:
International review of financial analysis
93
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014543472
Saved in:
4
Being famous matters : evidence from cash flow volatility
Ahmed, Mohamed Shaker
;
Elnahass, Marwa
- In:
International review of financial analysis
93
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014543486
Saved in:
5
Vulnerability of a developing stock market to openness : one-way return and volatility transmissions
Hassan, Aminu
;
Ibrahim, Masud Usman
;
Bala, Ahmed Jinjiri
- In:
International review of financial analysis
93
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014543513
Saved in:
6
Volatility connectedness on the central European forex markets
Albrecht, Peter
;
Kočenda, Evžen
- In:
International review of financial analysis
93
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014543551
Saved in:
7
Real-time forecast of DSGE models with time-varying volatility in GARCH form
Çekin, Semih Emre
;
Ivashchenko, Sergey
;
Gupta, Rangan
; …
- In:
International review of financial analysis
93
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014543555
Saved in:
8
Volatility spillovers and hedging strategies between impact investing and agricultural commodities
Banerjee, Ameet Kumar
;
Akhtaruzzaman, Md.
;
Sensoy, Ahmet
; …
- In:
International review of financial analysis
94
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014543920
Saved in:
9
Bitcoin price volatility transmission between spot and futures markets
Apostolakis, George N.
- In:
International review of financial analysis
94
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014543923
Saved in:
10
Do commodity futures have a steering effect on the spot stock market in China? : new evidence from volatility forecasting
Lu, Fei
;
Ma, Feng
;
Bouri, Elie
;
Liao, Yin
- In:
International review of financial analysis
94
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014543949
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