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~isPartOf:"European economic review : EER"
~isPartOf:"Journal of banking & finance"
~subject:"Exchange rate policy"
~subject:"Volatility"
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Exchange rate policy
Volatility
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133
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European economic review : EER
Journal of banking & finance
NBER working paper series
144
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128
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111
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110
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Journal of Asian economics
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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1
Why does option-implied volatility forecast realized volatility? : evidence from news events
Chen, Sipeng
;
Li, Gang
- In:
Journal of banking & finance
156
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014487208
Saved in:
2
Financial cycles and domestic policy choices
Loipersberger, Florian
;
Matschke, Johannes
- In:
European economic review : EER
143
(
2022
),
pp. 1-29
Persistent link: https://www.econbiz.de/10013348713
Saved in:
3
The effects of asset price volatility on market participation : Evidence from the Thai foreign exchange market
Jakree Koosakul
;
Shim, Ilhyock
- In:
Journal of banking & finance
124
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012816601
Saved in:
4
Forecasting short-run exchange rate volatility with monetary fundamentals : a GARCH-MIDAS approach
You, Yu
;
Liu, Xiaochun
- In:
Journal of banking & finance
116
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012489245
Saved in:
5
Commodity price volatility with endogenous natural resources
Hansen, James
;
Gross, Isaac
- In:
European economic review : EER
101
(
2018
),
pp. 157-180
Persistent link: https://www.econbiz.de/10011975378
Saved in:
6
Unemployment fluctuations and the predictability of currency returns
Nucera, Federico
- In:
Journal of banking & finance
84
(
2017
),
pp. 88-106
Persistent link: https://www.econbiz.de/10011816838
Saved in:
7
Downside and upside risk spillovers between exchange rates and stock prices
Reboredo, Juan Carlos
;
Rivera-Castro, Miguel A.
; …
- In:
Journal of banking & finance
62
(
2016
),
pp. 76-96
Persistent link: https://www.econbiz.de/10011634069
Saved in:
8
Can implied volatility predict returns on the currency carry trade?
Egbers, Tom
;
Swinkels, Laurens
- In:
Journal of banking & finance
59
(
2015
),
pp. 14-26
Persistent link: https://www.econbiz.de/10011544270
Saved in:
9
Pricing currency derivatives under the benchmark approach
Baldeaux, Jan
;
Grasselli, Martino
;
Platen, Eckhard
- In:
Journal of banking & finance
53
(
2015
),
pp. 34-48
Persistent link: https://www.econbiz.de/10011377682
Saved in:
10
Which continuous-time model is most appropriate for exchange rates?
Erdemlioglu, Deniz
;
Laurent, Sébastien
;
Neely, …
- In:
Journal of banking & finance
61
(
2015
)
2
,
pp. 256-268
Persistent link: https://www.econbiz.de/10011586923
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