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isPartOf:"MPRA Paper"
~isPartOf:"International review of financial analysis"
~subject:"Volatility"
~subject:"exchange rate"
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Volatility
exchange rate
Volatilität
398
Börsenkurs
134
Share price
134
Capital income
124
Kapitaleinkommen
124
Stock market
114
Aktienmarkt
112
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105
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Bouri, Elie
10
Ma, Feng
9
Floros, Christos
6
Lau, Chi Keung
6
Antonakakis, Nikolaos
5
Caiado, Jorge
5
Crato, Nuno
5
Guesmi, Khaled
5
Li, Yan
5
Masih, Mansur
5
Onour, Ibrahim
5
Roubaud, David
5
Sinha, Pankaj
5
Yarovaya, Larisa
5
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4
Brzeszczyński, Janusz
4
Corbet, Shaen
4
Degiannakis, Stavros
4
Filis, George
4
Gannon, Gerard L.
4
Ji, Qiang
4
Kim, Suk-Joong
4
Sensoy, Ahmet
4
Sun, Qingru
4
Uddin, Mohammed Gazi Salah
4
Xiong, Xiong
4
Xuan Vinh Vo
4
An, Haizhong
3
Batten, Jonathan A.
3
Brooks, Chris
3
Camilleri, Silvio John
3
Charteris, Ailie
3
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3
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3
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3
Dumitriu, Ramona
3
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3
Gao, Xiangyun
3
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3
Hammoudeh, Shawkat
3
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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International review of financial analysis
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466
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198
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172
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ECONIS (ZBW)
398
RePEc
94
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21
Spillovers of joint volatility-skewness-kurtosis of major cryptocurrencies and their determinants
Bouri, Elie
;
Jalkh, Naji
- In:
International review of financial analysis
90
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014470883
Saved in:
22
Forecasting stock volatility with economic policy uncertainty : a smooth transition GARCH-MIDAS model
Li, Dongxin
;
Zhang, Li
;
Li, Lihong
- In:
International review of financial analysis
88
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014471874
Saved in:
23
Did U.S. and Chinese investors respond differently to the exogenous shocks from COVID-19 and the war in Ukraine?
Zhang, Yongmin
;
Sun, Yiru
- In:
International review of financial analysis
88
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014471904
Saved in:
24
Market conditions and order-type preference
Kalaitzoglou, Iordanis Angelos
;
Ibrahim, Boulis Maher
- In:
International review of financial analysis
87
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014456331
Saved in:
25
Jump-diffusion volatility models for variance swaps : an empirical performance analysis
Jin, Xing
;
Hong, Yi
- In:
International review of financial analysis
87
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014457699
Saved in:
26
Do commodity markets catch a cold from stock markets? : Modelling uncertainty spillovers using Google search trends and wavelet coherence
Szczygielski, Jan Jakub
;
Charteris, Ailie
;
Obojska, Lidia
- In:
International review of financial analysis
87
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014457702
Saved in:
27
Have the predictability of oil changed during the COVID-19 pandemic : evidence from international stock markets
Ding, Hui
;
Huang, Yisu
;
Wang, Jiqian
- In:
International review of financial analysis
87
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014460444
Saved in:
28
Economic policy uncertainty, investor attention and post-earnings announcement drift
Du, Xiuli
;
Ao, Zhu
;
Chai, Yiwei
;
Ge, Shilong
- In:
International review of financial analysis
87
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014460448
Saved in:
29
The diligent effect of investor relation officers in conference calls : evidence from China
Xiao, Lin
;
Ye, Yong
;
Luo, Runmei
- In:
International review of financial analysis
87
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014460488
Saved in:
30
Market-wide illiquidity and the distribution of non-parametric stochastic discount factors
Abad Díaz, David
;
Nieto Domenech, Belen
;
Pascual, Roberto
- In:
International review of financial analysis
87
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014460538
Saved in:
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