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subject:"Time series analysis"
subject:"Volatilität"
~isPartOf:"Journal of international money and finance"
~subject:"United States"
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Time series analysis
Volatilität
United States
Estimation
461
Schätzung
460
Theorie
156
Theory
156
Welt
121
World
121
Exchange rate
102
Wechselkurs
102
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75
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70
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64
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Article
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English
149
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Caporale, Guglielmo Maria
3
Lyons, Richard K.
3
Ali, Faek Menla
2
Amano, Robert A.
2
Bekaert, Geert
2
Chang, Yuanchen
2
Frankel, Jeffrey A.
2
MacDonald, Ronald
2
Papell, David H.
2
Sornette, Didier
2
Spagnolo, Nicola
2
Vu, Nam T.
2
Yun, Jaeho
2
Ahmed Hannan, Swarnali
1
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1
Almonacid, Ruben Dario
1
Ames, Matthew
1
Anderegg, Benjamin
1
Anthony, Myrvin L.
1
Arezki, Rabah
1
Arshanapalli, Bala Gangadhar
1
Ataurima Arellano, Miguel
1
Auray, Stéphane
1
Babaei, Hamid
1
Bagnarosa, Guillaume
1
Baillie, Richard
1
Bakas, Dimitrios
1
Balvers, Ronald J.
1
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1
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1
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1
Ben-Zion, Uri
1
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1
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1
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1
Bergin, Paul R.
1
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1
Bevilacqua, Mattia
1
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1
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Journal of international money and finance
Working paper / National Bureau of Economic Research, Inc.
1,525
Discussion paper series / IZA
447
Applied economics
441
Discussion paper / Centre for Economic Policy Research
426
Applied economics letters
273
CESifo working papers
254
Economic modelling
239
NBER working paper series
234
Working paper
219
Energy economics
216
Journal of econometrics
204
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
198
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
197
Economics letters
179
Finance and economics discussion series
179
International review of economics & finance : IREF
176
The review of economics and statistics
176
Finance research letters
170
NBER Working Paper
169
Applied financial economics
168
The American economic review
153
The journal of finance : the journal of the American Finance Association
153
Journal of banking & finance
144
The North American journal of economics and finance : a journal of financial economics studies
141
Journal of applied econometrics
137
International review of financial analysis
130
Discussion paper / Tinbergen Institute
123
The journal of futures markets
123
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
113
Journal of empirical finance
110
International journal of forecasting
108
Discussion paper
104
Journal of money, credit and banking : JMCB
97
Journal of international financial markets, institutions & money
95
Research in international business and finance
94
Journal of economic dynamics & control
92
The review of financial studies
92
International journal of finance & economics : IJFE
87
Journal of macroeconomics
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ECONIS (ZBW)
149
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149
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1
Exchange rates and fundamentals : forecasting with long maturity forward rates
Darvas, Zsolt M.
;
Schepp, Zoltán
- In:
Journal of international money and finance
143
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014551354
Saved in:
2
Evolution of the exchange rate pass-through into prices in Peru : an empirical application using TVP-VAR-SV models
Rodriguez, Gabriel
;
Castillo B., Paul
;
Calero, Roberto
; …
- In:
Journal of international money and finance
142
(
2024
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014549830
Saved in:
3
The volatility of capital flows in emerging markets : measures and determinants
Pagliari, Maria Sole
;
Ahmed Hannan, Swarnali
- In:
Journal of international money and finance
145
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014551409
Saved in:
4
Drivers and spillover effects of inflation : the United States, the euro area, and the United Kingdom
Hall, Stephen G.
;
Tavlas, George S.
;
Wang, Yongli
- In:
Journal of international money and finance
131
(
2023
),
pp. 1-31
Persistent link: https://www.econbiz.de/10014248802
Saved in:
5
Global financial cycles since 1880
Potjagailo, Galina
;
Wolters, Maik H.
- In:
Journal of international money and finance
131
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014248868
Saved in:
6
International linkages of term structures : US and Korea Treasury bond yields
Yun, Jaeho
- In:
Journal of international money and finance
138
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014478198
Saved in:
7
The effects of uncertainty on the dynamics of stock market interdependence : evidence from the time-varying cointegration of the G7 stock markets
Babaei, Hamid
;
Hübner, Georges
;
Muller, Aline
- In:
Journal of international money and finance
139
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014478229
Saved in:
8
Liquidity shocks and the negative premium of liquidity volatility around the world
Feng, Frank Y.
;
Kang, Wenjin
;
Zhang, Huiping
- In:
Journal of international money and finance
139
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014478240
Saved in:
9
The low-magnitude and high-magnitude asymmetries in tail dependence structures in international equity markets and the role of bilateral exchange rate
Chang, Kuang-Liang
- In:
Journal of international money and finance
133
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014304729
Saved in:
10
Global risk sentiment and the Swiss franc : a time-varying daily factor decomposition model
Fink, Fabian
;
Frei, Lukas
;
Gloede, Oliver
- In:
Journal of international money and finance
122
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013433368
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