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subject:"Exchange rate"
~isPartOf:"Journal of banking & finance"
~subject:"Devisenmarkt"
~subject:"USA"
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Search: subject_exact:"Estimation theory"
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Exchange rate
Devisenmarkt
USA
Estimation theory
75
Schätztheorie
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Estimation
28
Schätzung
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Portfolio selection
18
Portfolio-Management
18
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14
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Alexakis, Panayotis
1
Alexander, Carol
1
Apergēs, Nikolaos
1
Bekiros, Stelios D.
1
Cenedese, Gino
1
Chan, Kam C.
1
Feng, Guohua
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Hanson, Samuel G.
1
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1
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Schuermann, Til
1
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1
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Journal of banking & finance
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
106
The review of economics and statistics
44
Working paper / National Bureau of Economic Research, Inc.
38
Journal of econometrics
37
Journal of applied econometrics
27
Economics letters
23
American journal of agricultural economics
19
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
18
The journal of finance : the journal of the American Finance Association
17
Journal of financial and quantitative analysis : JFQA
16
NBER working paper series
15
The journal of futures markets
15
Applied economics
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The review of financial studies
14
Discussion paper / Tinbergen Institute
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Discussion paper / Centre for Economic Policy Research
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Discussion paper series / IZA
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International journal of forecasting
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Journal of macroeconomics
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Technical working paper / National Bureau of Economic Research
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CREATES research paper
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Discussion paper
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International economic journal
11
Journal of international money and finance
11
Journal of money, credit and banking : JMCB
11
Oxford bulletin of economics and statistics
10
The review of economic studies
10
International economic review
9
Journal of forecasting
9
Journal of foreign exchange and international finance : JFEIF
9
Journal of monetary economics
9
Applied economics letters
8
CEMMAP working papers / Centre for Microdata Methods and Practice
8
Econometric reviews
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Economic modelling
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International journal of economics and financial issues : IJEFI
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Journal of empirical finance
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ECONIS (ZBW)
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1
Returns to scale at large banks in the US : a random coefficient stochastic frontier approach
Feng, Guohua
;
Zhangaohui, Xi
- In:
Journal of banking & finance
39
(
2014
),
pp. 135-145
Persistent link: https://www.econbiz.de/10010340764
Saved in:
2
Exchange rates and fundamentals : co-movement, long-run relationships and short-run dynamics
Bekiros, Stelios D.
- In:
Journal of banking & finance
39
(
2014
),
pp. 117-134
Persistent link: https://www.econbiz.de/10010340766
Saved in:
3
Foreign exchange risk and the predictability of carry trade returns
Cenedese, Gino
;
Sarno, Lucio
;
Tsiakas, Ilias
- In:
Journal of banking & finance
42
(
2014
),
pp. 302-313
Persistent link: https://www.econbiz.de/10010408374
Saved in:
4
Volatility dynamics for the S&P 500 : further evidence from non-affine, multi-factor jump diffusions
Kaeck, Andreas
;
Alexander, Carol
- In:
Journal of banking & finance
36
(
2012
)
11
,
pp. 3110-3121
Persistent link: https://www.econbiz.de/10009672975
Saved in:
5
Confidence intervals for probabilities of default
Hanson, Samuel G.
;
Schuermann, Til
- In:
Journal of banking & finance
30
(
2006
)
8
,
pp. 2281-2301
Persistent link: https://www.econbiz.de/10003355794
Saved in:
6
ARCH effects and cointegration : is the foreign exchange market efficient?
Alexakis, Panayotis
- In:
Journal of banking & finance
20
(
1996
)
4
,
pp. 687-697
Persistent link: https://www.econbiz.de/10001197705
Saved in:
7
Conditional volatility and the informational efficiency of the PHLX currency options market
Xu, Xinzhong
- In:
Journal of banking & finance
19
(
1995
)
5
,
pp. 803-821
Persistent link: https://www.econbiz.de/10001185510
Saved in:
8
Another look on bond market seasonality : a note
Chan, Kam C.
- In:
Journal of banking & finance
19
(
1995
)
6
,
pp. 1047-1054
Persistent link: https://www.econbiz.de/10001187933
Saved in:
9
Reexamining intraday simultaneity in stock index futures markets
Koch, Paul Douglas
- In:
Journal of banking & finance
17
(
1993
)
6
,
pp. 1191-1205
Persistent link: https://www.econbiz.de/10001156856
Saved in:
10
Bayesian and CAPM estimators of the means : implications for portfolio selection
Jorion, Philippe
- In:
Journal of banking & finance
15
(
1991
)
3
,
pp. 717-727
Persistent link: https://www.econbiz.de/10001108341
Saved in:
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