//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Theory"
~isPartOf:"Journal of empirical finance"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Foreign exchange rate"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Theory
Exchange rate
47
Wechselkurs
47
Theorie
27
Volatility
21
Volatilität
21
Estimation
16
Schätzung
16
Forecasting model
12
Prognoseverfahren
12
Welt
10
World
10
ARCH model
9
ARCH-Modell
9
USA
8
United States
8
Capital income
7
Devisenmarkt
7
Foreign exchange market
7
Kapitaleinkommen
7
Deutschland
6
Germany
6
Interest rate parity
6
Japan
6
Time series analysis
6
Zeitreihenanalyse
6
Zinsparität
6
Currency derivative
5
Foreign exchange
5
US dollar
5
US-Dollar
5
Währungsderivat
5
Großbritannien
4
Risikoprämie
4
Risk premium
4
United Kingdom
4
Yield curve
4
Zinsstruktur
4
Estimation theory
3
Exchange rate risk
3
more ...
less ...
Online availability
All
Undetermined
15
Type of publication
All
Article
27
Type of publication (narrower categories)
All
Article in journal
27
Aufsatz in Zeitschrift
27
Language
All
English
27
Author
All
Baillie, Richard
2
Cho, Dooyeon
2
Souropanis, Ioannis
2
Ammann, Manuel
1
Andersen, Torben
1
Bekiros, Stelios D.
1
Bollerslev, Tim
1
Boudt, Kris
1
Buesser, Ralf
1
Croux, Christophe
1
Cummins, Mark
1
Daníelsson, Jón
1
Dufour, Jean-Marie
1
Ferreira Filipe, Sara
1
Fu, Hsuan
1
Galbraith, John W.
1
Hambuckers, Julien
1
Hassanniakalager, Arman
1
Iseringhausen, Martin
1
Kearney, Fearghal
1
Kim, Kun Ho
1
Koop, Gary
1
Lange, Steve
1
Laurent, Sébastien
1
Lothian, James R.
1
Luger, Richard
1
Marsh, Terry Alan
1
Menkhoff, Lukas
1
Murphy, Finbarr
1
Nolte, Ingmar
1
Panopulu, Aikaterinē
1
Ramsey, James B.
1
Rebitzky, Rafael R.
1
Renault, Eric
1
Sekkat, Khalid
1
Sermpinis, Georgios
1
Starica, Catalin
1
Stasinakis, Charalampos
1
Szafarz, Ariane
1
Taylor, Stephen
1
more ...
less ...
Published in...
All
Journal of empirical finance
NBER working paper series
211
Journal of international money and finance
202
NBER Working Paper
193
Working paper / National Bureau of Economic Research, Inc.
163
Discussion paper / Centre for Economic Policy Research
98
Journal of international economics
77
Economics letters
52
IMF working paper
52
Economic modelling
49
IMF working papers
48
International review of economics & finance : IREF
47
Applied economics
46
Open economies review
46
International journal of finance & economics : IJFE
37
International finance discussion papers
36
Working paper
36
Europäische Hochschulschriften / 5
34
International journal of forecasting
32
Journal of macroeconomics
31
Discussion paper
30
Discussion paper / Tinbergen Institute
30
Journal of international financial markets, institutions & money
30
Discussion papers / CEPR
28
European economic review : EER
28
International economic journal
27
Journal of forecasting
27
Applied economics letters
25
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
25
Journal of economic dynamics & control
25
CESifo working papers
24
Journal of monetary economics
23
Journal of money, credit and banking : JMCB
23
The European journal of finance
23
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
22
EUI working paper / ECO
20
Review of international economics
20
Bank of Finland research discussion papers
19
International economics research paper
19
The economic journal : the journal of the Royal Economic Society
19
more ...
less ...
Source
All
ECONIS (ZBW)
27
Showing
1
-
27
of
27
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Forecasting realized volatility with wavelet decomposition
Souropanis, Ioannis
;
Vivian, Andrew
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014477112
Saved in:
2
Multiple testing of the forward rate unbiasedness hypothesis across currencies
Fu, Hsuan
;
Luger, Richard
- In:
Journal of empirical finance
68
(
2022
),
pp. 232-245
Persistent link: https://www.econbiz.de/10013464493
Saved in:
3
Do interest rate differentials drive the volatility of exchange rates? : evidence from an extended stochastic volatility model
Ulm, Maren
;
Hambuckers, Julien
- In:
Journal of empirical finance
65
(
2022
),
pp. 125-148
Persistent link: https://www.econbiz.de/10013286403
Saved in:
4
Can interest rate factors explain exchange rate fluctuations?
Yung, Julieta
- In:
Journal of empirical finance
61
(
2021
),
pp. 34-56
Persistent link: https://www.econbiz.de/10012693233
Saved in:
5
Trading the foreign exchange market with technical analysis and Bayesian Statistics
Hassanniakalager, Arman
;
Sermpinis, Georgios
; …
- In:
Journal of empirical finance
63
(
2021
),
pp. 230-251
Persistent link: https://www.econbiz.de/10013259265
Saved in:
6
The time-varying asymmetry of exchange rate returns : a stochastic volatility : stochastic skewness model
Iseringhausen, Martin
- In:
Journal of empirical finance
58
(
2020
),
pp. 275-292
Persistent link: https://www.econbiz.de/10012430700
Saved in:
7
The role of technical indicators in exchange rate forecasting
Panopulu, Aikaterinē
;
Souropanis, Ioannis
- In:
Journal of empirical finance
53
(
2019
),
pp. 197-221
Persistent link: https://www.econbiz.de/10012171693
Saved in:
8
Using extracted forward rate term structure information to forecast foreign exchange rates
Kearney, Fearghal
;
Cummins, Mark
;
Murphy, Finbarr
- In:
Journal of empirical finance
53
(
2019
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012171702
Saved in:
9
Uncovered interest parity : the long and the short of it
Lothian, James R.
- In:
Journal of empirical finance
36
(
2016
),
pp. 1-7
Persistent link: https://www.econbiz.de/10011662736
Saved in:
10
Exchange rates and commodity prices : measuring causality at multiple horizons
Zhang, Hui Jun
;
Dufour, Jean-Marie
;
Galbraith, John W.
- In:
Journal of empirical finance
36
(
2016
),
pp. 100-120
Persistent link: https://www.econbiz.de/10011662765
Saved in:
11
Assessing Euro crises from a time varying international CAPM approach
Baillie, Richard
;
Cho, Dooyeon
- In:
Journal of empirical finance
39
(
2016
),
pp. 197-208
Persistent link: https://www.econbiz.de/10011663843
Saved in:
12
The economic value of volatility timing with realized jumps
Nolte, Ingmar
;
Xu, Qi
- In:
Journal of empirical finance
34
(
2015
),
pp. 45-59
Persistent link: https://www.econbiz.de/10011556992
Saved in:
13
Was it risk? Or was it fundamentals? Explaining excess currency returns with kernel smoothed regressions
Baillie, Richard
;
Kim, Kun Ho
- In:
Journal of empirical finance
34
(
2015
),
pp. 99-111
Persistent link: https://www.econbiz.de/10011557073
Saved in:
14
The role of covered interest parity in explaining the forward premium anomaly within a nonlinear panel framework
Cho, Dooyeon
- In:
Journal of empirical finance
34
(
2015
),
pp. 229-238
Persistent link: https://www.econbiz.de/10011557131
Saved in:
15
Heuristic learning in intraday trading under uncertainty
Bekiros, Stelios D.
- In:
Journal of empirical finance
30
(
2015
),
pp. 34-49
Persistent link: https://www.econbiz.de/10011489212
Saved in:
16
Variance risk premiums in foreign exchange markets
Ammann, Manuel
;
Buesser, Ralf
- In:
Journal of empirical finance
23
(
2013
),
pp. 16-32
Persistent link: https://www.econbiz.de/10010221798
Saved in:
17
Equity order flow and exchange rate dynamics
Ferreira Filipe, Sara
- In:
Journal of empirical finance
19
(
2012
)
3
,
pp. 359-381
Persistent link: https://www.econbiz.de/10009615677
Saved in:
18
Robust estimation of intraweek periodicity in volatility and jump detection
Boudt, Kris
;
Croux, Christophe
;
Laurent, Sébastien
- In:
Journal of empirical finance
18
(
2011
)
2
,
pp. 353-367
Persistent link: https://www.econbiz.de/10009301110
Saved in:
19
Investor sentiment in the US-dollar : longer-term, non-linear orientation on PPP
Menkhoff, Lukas
;
Rebitzky, Rafael R.
- In:
Journal of empirical finance
15
(
2008
)
3
,
pp. 455-467
Persistent link: https://www.econbiz.de/10003759534
Saved in:
20
Measuring tail thickness under GARCH and an application to extreme exchange rate changes
Wagner, Niklas F.
;
Marsh, Terry Alan
- In:
Journal of empirical finance
12
(
2005
)
1
,
pp. 165-185
Persistent link: https://www.econbiz.de/10002644047
Saved in:
21
Forecasting financial market volatility : sample frequency vis-à-vis forecast horizon
Andersen, Torben
;
Bollerslev, Tim
;
Lange, Steve
- In:
Journal of empirical finance
6
(
1999
)
5
,
pp. 457-477
Persistent link: https://www.econbiz.de/10001505784
Saved in:
22
Multivariate extremes for models with constant conditional correlations
Starica, Catalin
- In:
Journal of empirical finance
6
(
1999
)
5
,
pp. 515-553
Persistent link: https://www.econbiz.de/10001505794
Saved in:
23
Multivariate stochastic volatility models : estimation and a comparison with VGARCH models
Daníelsson, Jón
- In:
Journal of empirical finance
5
(
1998
)
2
,
pp. 155-173
Persistent link: https://www.econbiz.de/10001374884
Saved in:
24
Testing for spurious causality in exchange rates
Renault, Eric
- In:
Journal of empirical finance
5
(
1998
)
1
,
pp. 47-66
Persistent link: https://www.econbiz.de/10001241969
Saved in:
25
The analysis of foreign exchange data using waveform dictionaries
Ramsey, James B.
- In:
Journal of empirical finance
4
(
1997
)
4
,
pp. 341-372
Persistent link: https://www.econbiz.de/10001236461
Saved in:
26
The incremental volatility information in one million foreign exchange quotations
Taylor, Stephen
- In:
Journal of empirical finance
4
(
1997
)
4
,
pp. 317-340
Persistent link: https://www.econbiz.de/10001236462
Saved in:
27
An objective Bayesian analysis of common stochastic trends in international stock prices and exchange rates
Koop, Gary
- In:
Journal of empirical finance
1
(
1993
)
3
,
pp. 343-364
Persistent link: https://www.econbiz.de/10001166760
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->