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subject:"Estimation"
~isPartOf:"Applied economics"
~isPartOf:"International review of economics & finance : IREF"
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Estimation
Theorie
Devisenmarkt
84
Foreign exchange market
84
Exchange rate
33
Wechselkurs
32
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29
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26
Volatility
19
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19
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Applied economics
International review of economics & finance : IREF
Journal of international money and finance
80
Working paper / National Bureau of Economic Research, Inc.
53
NBER working paper series
49
NBER Working Paper
45
Discussion paper / Centre for Economic Policy Research
31
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27
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ECONIS (ZBW)
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1
Spillovers from stock markets to currency markets : evidence from Copula-CoVar with time-varying higher moments
Usman, Muhammad
;
Umar, Zaghum
;
Gubareva, Mariya
;
Dang …
- In:
Applied economics
55
(
2023
)
52
,
pp. 6091-6114
Persistent link: https://www.econbiz.de/10014381519
Saved in:
2
The optimal strategies of competitive high-frequency traders and effects on market liquidity
Ge, Hengshun
;
Yang, Haijun
;
Doukas, John A.
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 653-679
Persistent link: https://www.econbiz.de/10014492246
Saved in:
3
Do the dynamics of macroeconomic attention drive the yen/dollar exchange market volatility?
Luo, Tao
;
Sun, Huaping
;
Zhang, Lixia
;
Bai, Jiancheng
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 597-611
Persistent link: https://www.econbiz.de/10014446795
Saved in:
4
Hedging performance using google trends : evidence from the Indian forex options market
Chi, Tsung-Li
;
Liu, Hung-Tsen
;
Chang, Chia-Chien
- In:
International review of economics & finance : IREF
85
(
2023
),
pp. 107-123
Persistent link: https://www.econbiz.de/10014424052
Saved in:
5
"Burning money" and institutional decline during Zimbabwe's hyperinflation
Miller, Stephen Matteo
;
Ndhlela, Thandinkosi
- In:
Applied economics
54
(
2022
)
48
,
pp. 5605-5621
Persistent link: https://www.econbiz.de/10013411236
Saved in:
6
ASEAN-5 forex rates and crude oil : Markov regime-switching analysis
Mukhriz Izraf Azman Aziz
;
Umar, Zaghum
;
Gubareva, Mariya
; …
- In:
Applied economics
54
(
2022
)
54
,
pp. 6234-6253
Persistent link: https://www.econbiz.de/10013411364
Saved in:
7
Asymmetric volatility spillover between European equity and foreign exchange markets : evidence from the frequency domain
Warshaw, Evan
- In:
International review of economics & finance : IREF
68
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012486281
Saved in:
8
Liquidity, covered interest rate parity, and zero lower bound in Japan’s foreign exchange markets
Chen, W. D.
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 334-349
Persistent link: https://www.econbiz.de/10012486928
Saved in:
9
The role of small bettors in price formation in betting exchanges
Abinzano, Isabel
;
Muga, Luis
;
Santamaría Aquilué, Rafael
- In:
Applied economics
52
(
2020
)
33
,
pp. 3637-3650
Persistent link: https://www.econbiz.de/10012258966
Saved in:
10
Carry trades, agent heterogeneity and the exchange rate
Li, Xiao-Ping
;
Zhou, Chun-Yang
;
Tong, Bin
- In:
International review of economics & finance : IREF
64
(
2019
),
pp. 343-358
Persistent link: https://www.econbiz.de/10012372800
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