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isPartOf:"The econometrics journal"
~isPartOf:"Applied financial economics"
~isPartOf:"Economic modelling"
~subject:"Exchange rate"
~subject:"USA"
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Search: subject_exact:"ARCH-Modell"
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Exchange rate
USA
ARCH model
296
ARCH-Modell
296
Volatility
181
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181
Estimation
83
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83
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63
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Dijk, Dick van
2
Aftab, Muhammad
1
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1
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1
Ameur, Hachmi Ben
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The econometrics journal
Applied financial economics
Economic modelling
Energy economics
29
The journal of futures markets
29
Journal of empirical finance
27
Applied economics
26
Journal of international financial markets, institutions & money
26
The North American journal of economics and finance : a journal of financial economics studies
22
Journal of banking & finance
19
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
18
International review of financial analysis
18
Research in international business and finance
18
Economics letters
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International review of economics & finance : IREF
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Discussion paper / Tinbergen Institute
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Finance research letters
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Journal of international money and finance
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Journal of multinational financial management
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Applied economics letters
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Econometric Institute research papers
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International Journal of Energy Economics and Policy : IJEEP
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International journal of economics and financial issues : IJEFI
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International journal of forecasting
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Journal of applied econometrics
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Journal of risk and financial management : JRFM
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Working paper
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International journal of economics and finance
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International journal of finance & economics : IJFE
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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The European journal of finance
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Econometric reviews
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Journal of econometrics
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Journal of economics and finance
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CBN journal of applied statistics
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CESifo working papers
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ECONIS (ZBW)
54
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1
How do monetary shock, financial crisis, and quotation reform affect the long memory of exchange rate volatility? : evidence from major currencies
Wang, Xinyu
;
Qi, Zikang
;
Huang, Jianglu
- In:
Economic modelling
120
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014383984
Saved in:
2
Regime-dependent effects of macroeconomic uncertainty on realized volatility in the US stock market
Liu, Wei
;
Garrett, Ian
- In:
Economic modelling
128
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014464307
Saved in:
3
Volatility transmission between oil prices and banks' stock prices as a new source of instability : lessons from the United States experience
Ehouman, Yao Axel
- In:
Economic modelling
91
(
2020
),
pp. 198-217
Persistent link: https://www.econbiz.de/10012429033
Saved in:
4
Analyzing exchange rate uncertainty and bilateral export growth in China : a multivariate GARCH-based approach
Smallwood, Aaron D.
- In:
Economic modelling
82
(
2019
),
pp. 332-344
Persistent link: https://www.econbiz.de/10012203131
Saved in:
5
Exchange rate volatility and India's cross-border trade : a pooled mean group and nonlinear cointegration approach
Sharma, Chandan
;
Pal, Debdatta
- In:
Economic modelling
74
(
2018
),
pp. 230-246
Persistent link: https://www.econbiz.de/10012101329
Saved in:
6
On the asymmetric effects of exchange rate volatility on trade flows : new evidence from US-Malaysia trade at the industry level
Bahmani-Oskooee, Mohsen
;
Aftab, Muhammad
- In:
Economic modelling
63
(
2017
),
pp. 86-103
Persistent link: https://www.econbiz.de/10011813437
Saved in:
7
Jumps in equilibrium prices and asymmetric news in foreign exchange markets
El Ouadghiri, Imane
;
Uctum, Remzi
- In:
Economic modelling
54
(
2016
),
pp. 218-234
Persistent link: https://www.econbiz.de/10011642112
Saved in:
8
Information transmission between U.S. and China index futures markets : an asymmetric DCC GARCH approach
Hou, Yang
;
Li, Steven
- In:
Economic modelling
52
(
2016
),
pp. 884-897
Persistent link: https://www.econbiz.de/10011643072
Saved in:
9
On the risk comovements between the crude oil market and U.S. dollar exchange rates
Truchis, Gilles de
;
Keddad, Benjamin
- In:
Economic modelling
52
(
2016
),
pp. 206-215
Persistent link: https://www.econbiz.de/10011645629
Saved in:
10
Returns, correlations, and volatilities in equity markets : evidence from six OECD countries during the US financial crisis
Kim, Hyun Seok
;
Min, Hong-ghi
;
McDonald, Judith Ann
- In:
Economic modelling
59
(
2016
),
pp. 9-22
Persistent link: https://www.econbiz.de/10011647590
Saved in:
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