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subject:"Time series analysis"
subject:"Volatilität"
~isPartOf:"Journal of international money and finance"
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Time series analysis
Volatilität
Estimation
451
Schätzung
450
Theorie
151
Theory
151
Welt
118
World
118
Exchange rate
99
Wechselkurs
99
USA
75
United States
75
Volatility
68
Kaufkraftparität
63
Purchasing power parity
63
Geldpolitik
62
Monetary policy
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Capital income
52
Kapitaleinkommen
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Schock
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Japan
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Großbritannien
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Caporale, Guglielmo Maria
3
Ali, Faek Menla
2
MacDonald, Ronald
2
Sornette, Didier
2
Spagnolo, Nicola
2
Vu, Nam T.
2
Amano, Robert A.
1
Ames, Matthew
1
Anderegg, Benjamin
1
Arezki, Rabah
1
Arshanapalli, Bala Gangadhar
1
Auray, Stéphane
1
Babaei, Hamid
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Bagnarosa, Guillaume
1
Bakas, Dimitrios
1
Baruník, Jozef
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1
Bekaert, Geert
1
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1
Berg, Kimberly A.
1
Bevilacqua, Mattia
1
Bodenstein, Martin
1
Booth, G. Geoffrey
1
Buch, Claudia M.
1
Buncic, Daniel
1
Cezar, Rafaël
1
Chang, Kuang-Liang
1
Chang, Yuanchen
1
Chen, Jian
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Chen, Xiaoshan
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1
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1
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Journal of international money and finance
Applied economics
208
Economic modelling
191
Energy economics
173
Journal of econometrics
165
Applied economics letters
144
International review of economics & finance : IREF
134
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
130
Finance research letters
129
Economics letters
117
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
115
CESifo working papers
113
Working paper
113
International review of financial analysis
112
The North American journal of economics and finance : a journal of financial economics studies
111
International journal of forecasting
98
Journal of banking & finance
97
Journal of empirical finance
95
Applied financial economics
94
Discussion paper / Tinbergen Institute
94
Working paper / National Bureau of Economic Research, Inc.
90
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
88
NBER working paper series
86
NBER Working Paper
85
Research in international business and finance
80
Journal of international financial markets, institutions & money
79
Journal of forecasting
69
Journal of risk and financial management : JRFM
67
Discussion paper / Centre for Economic Policy Research
65
The journal of futures markets
65
International journal of finance & economics : IJFE
60
Econometric reviews
56
Journal of applied econometrics
56
The European journal of finance
50
Journal of economic dynamics & control
49
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
49
International Journal of Energy Economics and Policy : IJEEP
48
Macroeconomic dynamics
46
International journal of economics and finance
45
International journal of economics and financial issues : IJEFI
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ECONIS (ZBW)
88
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21
Conditioning carry trades : less risk, more return
Mulder, Arjen
;
Tims, Ben
- In:
Journal of international money and finance
85
(
2018
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012000369
Saved in:
22
The impact of uncertainty shocks on the volatility of commodity prices
Bakas, Dimitrios
;
Triantafyllou, Athanasios
- In:
Journal of international money and finance
87
(
2018
),
pp. 96-111
Persistent link: https://www.econbiz.de/10012000843
Saved in:
23
Central bank transparency and the volatility of exchange rates
Eichler, Stefan
;
Littke, Helge
- In:
Journal of international money and finance
89
(
2018
),
pp. 23-49
Persistent link: https://www.econbiz.de/10012000968
Saved in:
24
Explaining exchange rate anomalies in a model with Taylor-rule fundamentals and consistent expectations
Lansing, Kevin J.
;
Ma, Jun
- In:
Journal of international money and finance
70
(
2017
),
pp. 62-87
Persistent link: https://www.econbiz.de/10011752316
Saved in:
25
International volatility risk and Chinese stock return predictability
Chen, Jian
;
Jiang, Fuwei
;
Liu, Yangshu
;
Tu, Jun
- In:
Journal of international money and finance
70
(
2017
),
pp. 183-203
Persistent link: https://www.econbiz.de/10011752322
Saved in:
26
European equity market integration and joint relationship of conditional volatility and correlations
Virk, Nader
;
Javed, Farrukh
- In:
Journal of international money and finance
71
(
2017
),
pp. 53-77
Persistent link: https://www.econbiz.de/10011787669
Saved in:
27
Liquidity shocks and real GDP growth : evidence from a Bayesian time-varying parameter VAR
Ellington, Michael
;
Florackis, Chris
;
Milas, Costas
- In:
Journal of international money and finance
72
(
2017
),
pp. 93-117
Persistent link: https://www.econbiz.de/10011787683
Saved in:
28
Violations of uncovered interest rate parity and international exchange rate dependences
Ames, Matthew
;
Bagnarosa, Guillaume
;
Peters, Gareth
- In:
Journal of international money and finance
73
(
2017
),
pp. 162-187
Persistent link: https://www.econbiz.de/10011787712
Saved in:
29
Pulling up the tarnished anchor : the end of silver as a global unit of account
Fernholz, Ricardo T.
;
Mitchener, Kris
;
Weidenmier, Marc D.
- In:
Journal of international money and finance
74
(
2017
),
pp. 209-228
Persistent link: https://www.econbiz.de/10011787953
Saved in:
30
International portfolio flows and exchange rate volatility in emerging Asian markets
Caporale, Guglielmo Maria
;
Ali, Faek Menla
;
Spagnolo, Fabio
- In:
Journal of international money and finance
76
(
2017
),
pp. 1-15
Persistent link: https://www.econbiz.de/10011788040
Saved in:
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