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isPartOf:"MPRA Paper"
~isPartOf:"Applied economics letters"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Volatility"
~subject:"exchange rate"
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Volatility
exchange rate
Volatilität
502
Option pricing theory
165
Optionspreistheorie
165
Stochastic process
148
Stochastischer Prozess
148
Theorie
121
Theory
121
volatility
100
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stochastic volatility
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4
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502
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Benth, Fred Espen
6
Brigo, Damiano
5
Caiado, Jorge
5
Crato, Nuno
5
Gupta, Rangan
5
Masih, Mansur
5
Onour, Ibrahim
5
Sinha, Pankaj
5
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5
Ma, Feng
4
Pallavicini, Andrea
4
Rebonato, Riccardo
4
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3
Chevallier, Julien
3
Chiarella, Carl
3
Dumitriu, Ramona
3
Forde, Martin
3
Fouque, Jean-Pierre
3
Gatheral, Jim
3
Ghiba, Nicolae
3
Grobys, Klaus
3
Grzelak, Lech A.
3
Ielpo, Florian
3
Li, Ming-yuan Leon
3
Liu, Rui Hua
3
Mapa, Dennis S.
3
Oosterlee, Cornelis W.
3
Power, Gabriel J.
3
Radoičić, Radoš
3
Ryu, Doojin
3
Schoutens, Wim
3
Stefanescu, Razvan
3
Stoep, Anthonie W. van der
3
Vives, Josep
3
Wang, Xingchun
3
You, Yu
3
Zubelli, Jorge P.
3
Ahlip, Rehez
2
Alòs, Elisa
2
Antonakakis, Nikolaos
2
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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MPRA Paper
Applied economics letters
International journal of theoretical and applied finance
Energy economics
598
Finance research letters
514
NBER working paper series
482
Working paper / National Bureau of Economic Research, Inc.
466
NBER Working Paper
416
International review of financial analysis
398
Applied economics
376
Journal of banking & finance
375
The journal of futures markets
344
International review of economics & finance : IREF
343
Economic modelling
339
The North American journal of economics and finance : a journal of financial economics studies
324
Journal of econometrics
321
Applied financial economics
265
Journal of empirical finance
261
Research in international business and finance
255
Economics letters
246
Working paper
244
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238
Journal of international financial markets, institutions & money
236
Journal of international money and finance
222
Discussion paper / Tinbergen Institute
198
Journal of risk and financial management : JRFM
197
Quantitative finance
185
Journal of financial economics
184
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
172
CESifo working papers
169
Pacific-Basin finance journal
165
International Journal of Energy Economics and Policy : IJEEP
161
The European journal of finance
153
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
150
IMF working papers
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Journal of economic dynamics & control
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International journal of forecasting
140
International journal of finance & economics : IJFE
139
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131
The review of financial studies
125
Research paper series / Swiss Finance Institute
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ECONIS (ZBW)
502
RePEc
94
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596
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1
The effect of technological developments on the stock market : evidence from emerging market
Celik, Mehmet Sinan
;
Ozturk, Mutlu Basaran
;
Haykir, Ozkan
- In:
Applied economics letters
31
(
2024
)
2
,
pp. 118-121
Persistent link: https://www.econbiz.de/10014448256
Saved in:
2
Investors' reaction under uncertainty
Kyaw, Khine
;
Olugbode, Mojisola
;
Petracci, Barbara
- In:
Applied economics letters
30
(
2023
)
17
,
pp. 2332-2336
Persistent link: https://www.econbiz.de/10014365767
Saved in:
3
A dynamic leverage stochastic volatility model
Nguyen, Hoang
;
Trong-Nghia Nguyen
;
Minh-Ngoc Tran
- In:
Applied economics letters
30
(
2023
)
1
,
pp. 97-102
Persistent link: https://www.econbiz.de/10013553004
Saved in:
4
Bitcoin price jumps and investor sentiment indicators
He, Chi-Wei
;
Wang, Yung-Jang
- In:
Applied economics letters
30
(
2023
)
18
,
pp. 2626-2630
Persistent link: https://www.econbiz.de/10014368296
Saved in:
5
Linking asset prices to news without direct asset mentions
Avioz, Ilanit
;
Kedar-Levy, Haim
;
Pungulescu, Crina
; …
- In:
Applied economics letters
30
(
2023
)
20
,
pp. 2907-2912
Persistent link: https://www.econbiz.de/10014414038
Saved in:
6
Price discovery and risk management in asset class : a bibliometric analysis and research agenda
Gairola, Gaurav
;
Dey, Kushankur
- In:
Applied economics letters
30
(
2023
)
17
,
pp. 2320-2331
Persistent link: https://www.econbiz.de/10014365766
Saved in:
7
The VolCo index : a measure of the transition from pandemic to equity market
Wang, Kun
;
Han, Chuan-Hsiang
- In:
Applied economics letters
30
(
2023
)
15
,
pp. 2004-2008
Persistent link: https://www.econbiz.de/10014324852
Saved in:
8
Dynamic correlations and volatility spillovers between stock price and exchange rate in BRIICS economies : evidence from the COVID-19 outbreak period
Rai, Karan
;
Garg, Bhavesh
- In:
Applied economics letters
29
(
2022
)
8
,
pp. 738-745
Persistent link: https://www.econbiz.de/10013171046
Saved in:
9
COVID-19's impacts on the Korean stock market
Choi, Changkyu
;
Jung, Hojin
- In:
Applied economics letters
29
(
2022
)
11
,
pp. 974-978
Persistent link: https://www.econbiz.de/10013411995
Saved in:
10
News implied volatility and aggregate economic activity : evidence from the Japanese government bond market
Goshima, Keiichi
;
Ishijima, Hiroshi
;
Shintani, Mototsugu
- In:
Applied economics letters
31
(
2024
)
6
,
pp. 568-573
Persistent link: https://www.econbiz.de/10014470544
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