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subject:"Volatilität"
type:"article"
~isPartOf:"Journal of international money and finance"
~subject:"United Kingdom"
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Volatilität
United Kingdom
Estimation
460
Schätzung
459
Theorie
155
Theory
155
Welt
121
World
121
Exchange rate
101
Wechselkurs
101
USA
75
United States
75
Volatility
70
Geldpolitik
64
Monetary policy
64
Kaufkraftparität
63
Purchasing power parity
63
Capital income
52
Kapitaleinkommen
52
Schock
49
Shock
49
Japan
45
Deutschland
40
Germany
40
Risikoprämie
40
Risk premium
40
EU countries
39
EU-Staaten
39
VAR model
39
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38
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36
Prognoseverfahren
36
Börsenkurs
34
Share price
34
Großbritannien
33
Euro area
32
Eurozone
32
Devisenmarkt
29
Foreign exchange market
29
Risk
29
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Article in journal
102
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102
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English
102
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Caporale, Guglielmo Maria
3
Ali, Faek Menla
2
Bekaert, Geert
2
Florackis, Chris
2
Koutmos, Gregory
2
Milas, Costas
2
Sornette, Didier
2
Spagnolo, Nicola
2
Vu, Nam T.
2
Ahmed Hannan, Swarnali
1
Ames, Matthew
1
Anderegg, Benjamin
1
Anthony, Myrvin L.
1
Antoniou, Antonios
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
Baruník, Jozef
1
Baur, Dirk
1
Becker, Kent Gregory
1
Benchimol, Jonathan
1
Berg, Kimberly A.
1
Bevilacqua, Mattia
1
Binner, Jane M.
1
Bodenstein, Martin
1
Booth, G. Geoffrey
1
Buch, Claudia M.
1
Buncic, Daniel
1
Calero, Roberto
1
Campa, José Manuel
1
Castillo B., Paul
1
Cezar, Rafaël
1
Chang, Kuang-Liang
1
Chang, P. H. Kevin
1
Chang, Yuanchen
1
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Journal of international money and finance
Applied economics
239
Energy economics
157
Economic modelling
141
Finance research letters
136
International review of economics & finance : IREF
126
Applied financial economics
119
International review of financial analysis
112
Journal of econometrics
111
Applied economics letters
106
The North American journal of economics and finance : a journal of financial economics studies
101
Journal of banking & finance
94
Journal of empirical finance
87
Economics letters
81
Research in international business and finance
78
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
76
The journal of futures markets
76
Journal of international financial markets, institutions & money
73
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
71
International journal of finance & economics : IJFE
66
The European journal of finance
66
Journal of risk and financial management : JRFM
55
International journal of forecasting
53
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
51
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
47
Journal of applied econometrics
45
Journal of financial economics
45
Oxford bulletin of economics and statistics
42
The economic journal : the journal of the Royal Economic Society
41
International Journal of Energy Economics and Policy : IJEEP
39
Journal of economic dynamics & control
38
International journal of economics and finance
35
Quantitative finance
35
Econometric reviews
34
Journal of forecasting
34
Pacific-Basin finance journal
34
Journal of financial econometrics
33
Journal of financial econometrics : official journal of the Society for Financial Econometrics
33
International journal of economics and financial issues : IJEFI
32
Economica
31
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ECONIS (ZBW)
102
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102
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1
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:
2
Is the Bank of Canada concerned about inflation or the state of the economy?
Pang, Ke
;
Shiamptanis, Christos
- In:
Journal of international money and finance
140
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014451379
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
A new test for market efficiency and uncovered interest parity
Baillie, Richard
;
Diebold, Francis X.
;
Kapetanios, George
; …
- In:
Journal of international money and finance
130
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014248790
Saved in:
5
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:
6
Do term premiums matter? : transmission via exchange rate dynamics
Katagiri, Mitsuru
;
Takahashi, Koji
- In:
Journal of international money and finance
139
(
2023
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014478224
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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