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isPartOf:"MPRA Paper"
~isPartOf:"International journal of finance & economics : IJFE"
~subject:"EGARCH"
~subject:"Volatility"
~subject:"exchange rate"
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EGARCH
Volatility
exchange rate
Volatilität
139
volatility
101
Estimation
44
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44
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43
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40
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Caiado, Jorge
6
Ma, Feng
6
Crato, Nuno
5
Liang, Chao
5
Masih, Mansur
5
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5
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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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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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MPRA Paper
International journal of finance & economics : IJFE
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ECONIS (ZBW)
139
RePEc
95
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1
Commodity price uncertainty as a leading indicator of economic activity
Triantafyllou, Athanasios
;
Bakas, Dimitrios
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 4194-4219
Persistent link: https://www.econbiz.de/10014429302
Saved in:
2
Directional predictability from energy markets to exchange rates and stock markets in the emerging market countries (E7 + 1) : new evidence from cross-quantilogram approach
Tiwari, Aviral Kumar
;
Shahbaz, Muhammad
;
Khalfaoui, Rabeh
; …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 719-789
Persistent link: https://www.econbiz.de/10014469052
Saved in:
3
Exchange rate dynamics of emerging and developing economies : not all capital flows are alike
Thong Trung Nguyen
;
Nasir, Muhammad Ali
;
Xuan Vinh Vo
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 1115-1124
Persistent link: https://www.econbiz.de/10014470065
Saved in:
4
Volatility spillovers, hedging and safe-havens under pandemics : all that glitters is not gold!
Ghabri, Yosra
;
Luu Duc Toan Huynh
;
Nasir, Muhammad Ali
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 1318-1344
Persistent link: https://www.econbiz.de/10014533219
Saved in:
5
How different are monetary unions to national economies according to prices?
Glushenkova, Marina
;
Zachariadis, Marios
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 684-702
Persistent link: https://www.econbiz.de/10014469049
Saved in:
6
The asymmetric impact of oil price uncertainty on emerging market financial stress : a quantile regression approach
Das, Debojyoti
;
Dutta, Anupam
;
Jana, Rabin K.
;
Ghosh, …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 4299-4323
Persistent link: https://www.econbiz.de/10014429325
Saved in:
7
A latent-factor-driven endogenous regime-switching non-Gaussian model : evidence from simulation and application
Bu, Ruijun
;
Cheng, Jie
;
Jawadi, Fredj
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 3881-3896
Persistent link: https://www.econbiz.de/10013461280
Saved in:
8
On the effect of oil price in the context of Covid-19
Jawadi, Fredj
;
Sellami, Mohamed
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 3924-3933
Persistent link: https://www.econbiz.de/10013461287
Saved in:
9
A three-dimensional asymmetric power HEAVY model
Yfanti, Stavroula
;
Chortareas, Georgios E.
;
Karanasos, …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
3
,
pp. 2737-2761
Persistent link: https://www.econbiz.de/10013329825
Saved in:
10
Exchange rate and volatility : a bibliometric review
Flores-Sosa, Martha
;
Avilés-Ochoa, Ezequiel
;
Merigo, …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 1419-1442
Persistent link: https://www.econbiz.de/10012815082
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