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subject:"Volatilität"
type:"article"
~isPartOf:"Journal of international money and finance"
~subject:"Devisenmarkt"
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Volatilität
Devisenmarkt
Estimation
450
Schätzung
449
Theorie
150
Theory
150
Welt
118
World
118
Exchange rate
98
Wechselkurs
98
USA
75
United States
75
Volatility
68
Kaufkraftparität
63
Purchasing power parity
63
Geldpolitik
62
Monetary policy
62
Capital income
52
Kapitaleinkommen
52
Schock
49
Shock
49
Japan
45
Risikoprämie
40
Risk premium
40
Deutschland
39
EU countries
39
EU-Staaten
39
Germany
39
VAR model
38
VAR-Modell
37
Forecasting model
34
Prognoseverfahren
34
Börsenkurs
33
Großbritannien
33
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33
United Kingdom
33
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32
Eurozone
32
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29
Risk
29
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90
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90
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English
90
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Caporale, Guglielmo Maria
3
Lyons, Richard K.
3
Ali, Faek Menla
2
Berg, Kimberly A.
2
Chang, Yuanchen
2
Dupuy, Philippe
2
MacDonald, Ronald
2
Moore, Michael J.
2
Sornette, Didier
2
Spagnolo, Nicola
2
Vu, Nam T.
2
Ames, Matthew
1
Anderegg, Benjamin
1
Arezki, Rabah
1
Arshanapalli, Bala Gangadhar
1
Auray, Stéphane
1
Bagnarosa, Guillaume
1
Bakas, Dimitrios
1
Baruník, Jozef
1
Baur, Dirk
1
Bekaert, Geert
1
Benchimol, Jonathan
1
Bevilacqua, Mattia
1
Bodenstein, Martin
1
Booth, G. Geoffrey
1
Buch, Claudia M.
1
Buncic, Daniel
1
Byrne, Joseph P.
1
Cezar, Rafaël
1
Chang, Kuang-Liang
1
Chen, Jian
1
Chen, Show-lin
1
Chen, Shu-Hsiu
1
Choi, Chi-young
1
Choi, Horag
1
Christodoulakis, Nicos
1
Christopulos, Dēmētrēs K.
1
Chronopoulos, Dimitris K.
1
Chudik, Alexander
1
Ciferri, Davide
1
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Journal of international money and finance
Energy economics
142
Applied economics
134
Economic modelling
120
Finance research letters
120
International review of economics & finance : IREF
120
International review of financial analysis
116
Journal of econometrics
102
The North American journal of economics and finance : a journal of financial economics studies
99
Journal of banking & finance
89
Applied financial economics
84
Journal of empirical finance
84
Applied economics letters
82
Journal of international financial markets, institutions & money
72
Research in international business and finance
71
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
61
Economics letters
60
The journal of futures markets
60
Journal of risk and financial management : JRFM
55
The European journal of finance
50
International journal of finance & economics : IJFE
49
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
46
International journal of forecasting
46
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
42
Journal of financial economics
41
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
41
International Journal of Energy Economics and Policy : IJEEP
37
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
35
Journal of financial econometrics : official journal of the Society for Financial Econometrics
34
Pacific-Basin finance journal
34
Quantitative finance
34
International journal of economics and finance
33
International journal of economics and financial issues : IJEFI
33
Journal of economic dynamics & control
31
Journal of financial econometrics
31
Cogent economics & finance
29
Journal of forecasting
29
Econometric reviews
27
Global finance journal
27
Journal of financial markets
27
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ECONIS (ZBW)
90
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1
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10
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90
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1
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:
2
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:
3
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
Saved in:
4
A new angle on excess consumption volatility in emerging countries : does house price matter?
Shin, Wonmun
- In:
Journal of international money and finance
124
(
2022
),
pp. 1-37
Persistent link: https://www.econbiz.de/10013435212
Saved in:
5
The impact of option hedging on the spot market volatility
Anderegg, Benjamin
;
Ulmann, Florian Michael Till
; …
- In:
Journal of international money and finance
124
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013435214
Saved in:
6
The time-varying risk price of currency portfolios
Byrne, Joseph P.
;
Ibrahim, Boulis Maher
;
Sakemoto, Ryuta
- In:
Journal of international money and finance
124
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013435240
Saved in:
7
The origin of the law of one price deviations : insights from the good-level real exchange rate volatility
Nakamura, Fumitaka
- In:
Journal of international money and finance
128
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013438376
Saved in:
8
Attractive and non-attractive currencies
Dupuy, Philippe
;
James, Jessica
;
Marsh, Ian W.
- In:
Journal of international money and finance
110
(
2021
),
pp. 1-30
Persistent link: https://www.econbiz.de/10012794951
Saved in:
9
Switching volatility in a nonlinear open economy
Benchimol, Jonathan
;
Ivashchenko, Sergey
- In:
Journal of international money and finance
110
(
2021
),
pp. 1-31
Persistent link: https://www.econbiz.de/10012795525
Saved in:
10
Can risk explain the profitability of technical trading in currency markets?
Ivanova, Yuliya
;
Neely, Christopher J.
;
Weller, Paul A.
; …
- In:
Journal of international money and finance
110
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012795944
Saved in:
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