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~language:"eng"
~person:"Bahmani-Oskooee, Mohsen"
~person:"Todorov, Viktor"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Volatilität
Estimation
183
Schätzung
183
Exchange rate
173
Wechselkurs
173
USA
129
United States
129
Volatility
106
Cointegration
85
Kointegration
85
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Bahmani-Oskooee, Mohsen
Todorov, Viktor
Gupta, Rangan
152
Bouri, Elie
87
Ma, Feng
87
McAleer, Michael
73
Hammoudeh, Shawkat
63
Tiwari, Aviral Kumar
58
Kang, Sang Hoon
53
Bollerslev, Tim
51
McMillan, David G.
49
Mensi, Walid
48
Wohar, Mark E.
48
Xuan Vinh Vo
45
Kumar, Dilip
44
Wang, Yudong
44
Caporale, Guglielmo Maria
41
Pierdzioch, Christian
40
Zhang, Yaojie
40
Andersen, Torben
39
Demirer, Rıza
38
Corbet, Shaen
37
Wei, Yu
37
Salisu, Afees A.
36
Balcilar, Mehmet
35
Chevallier, Julien
35
Hegerty, Scott W.
35
Yoon, Seong-min
35
Lucey, Brian M.
34
Ji, Qiang
33
Liang, Chao
33
Roubaud, David
33
Brooks, Robert
32
Apergēs, Nikolaos
31
Zhang, Jin E.
31
Asai, Manabu
30
Gil-Alaña, Luis A.
30
Hamori, Shigeyuki
30
Ryu, Doojin
30
Serletis, Apostolos
30
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Journal of econometrics
17
Empirica : journal of european economics
7
Economic systems
5
Applied economics
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Journal of financial economics
4
Economic change and restructuring : empirical and policy research on the transitional and emerging economies
3
Economic issues
3
International review of applied economics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
The International trade journal
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Applied economics quarterly
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Australian economic papers
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International economics and economic policy : IEEP
2
Journal of economic development
2
Journal of economics and finance
2
Quantitative economics : QE ; journal of the Econometric Society
2
Research in economics : an international review of economics
2
The journal of international trade & economic development
2
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Economic analysis and policy : EAP ; journal of the Economic Society of Australia
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Global economy journal : GEJ
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Indian journal of economics & business : IJEB
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International journal of monetary economics and finance
1
International journal of trade and global markets
1
Journal of Chinese economic and foreign trade studies
1
Journal of applied econometrics
1
Journal of economic studies
1
Journal of economics and finance : JEF
1
Journal of financial econometrics
1
Journal of post-Keynesian economics : JPKE
1
Journal of risk and financial management : JRFM
1
Journal of the Asia Pacific economy
1
Journal of the Japanese and international economies : an international journal ; JJIE
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ECONIS (ZBW)
106
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1
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10
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106
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1
Asymmetric effects of exchange rate volatility on trade flows : evidence from G7
Bahmani-Oskooee, Mohsen
;
Karamelikli, Huseyin
; …
- In:
Journal of economics and finance : JEF
47
(
2023
)
1
,
pp. 38-62
Persistent link: https://www.econbiz.de/10014227689
Saved in:
2
Asymmetric impact of exchange rate volatility on commodity trade between Pakistan and China
Bahmani-Oskooee, Mohsen
;
Usman, Ahmed
;
Ullah, Sana
- In:
Global business review
24
(
2023
)
3
,
pp. 510-534
Persistent link: https://www.econbiz.de/10014366010
Saved in:
3
Bias reduction in spot volatility estimation from options
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 53-81
Persistent link: https://www.econbiz.de/10014364661
Saved in:
4
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
5
The jump leverage risk premium
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
Saved in:
6
On the asymmetric effects of exchange rate volatility on the U.S. Bilateral Trade with its 12 South American partners
Bahmani-Oskooee, Mohsen
;
Arize, Augustine Chuck
;
Kalu, …
- In:
Economic change & restructuring
56
(
2023
)
2
,
pp. 701-732
Persistent link: https://www.econbiz.de/10014252301
Saved in:
7
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
8
The effect of exchange rate volatility on U.S. bilateral trade with Africa : a symmetric and asymmetric analysis
Bahmani-Oskooee, Mohsen
;
Arize, Augustine Chuck
- In:
Economic systems
46
(
2022
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10013202865
Saved in:
9
Exchange rate volatility and commodity trade between U.K. and China : an asymmetric analysis
Bahmani-Oskooee, Mohsen
;
Karamelikli, Huseyin
- In:
The Chinese economy : translations and studies
55
(
2022
)
1
,
pp. 41-65
Persistent link: https://www.econbiz.de/10012821694
Saved in:
10
Information gains from using short-dated options for measuring and forecasting volatility
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of applied econometrics
37
(
2022
)
2
,
pp. 368-391
Persistent link: https://www.econbiz.de/10013165240
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