//--> //--> //--> //-->
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
~isPartOf:"Economic review"
~isPartOf:"Journal of banking & finance"
~isPartOf:"The review of financial studies"
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
Long memory and volatility dyn...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
USA
3,186
United States
3,179
Capital income
832
Kapitaleinkommen
832
Theorie
770
Theory
770
Börsenkurs
610
Share price
609
Estimation
579
Schätzung
578
Volatility
516
Volatilität
515
Bank
384
Portfolio selection
344
Portfolio-Management
344
EU countries
308
EU-Staaten
308
CAPM
275
Forecasting model
267
Prognoseverfahren
267
Risikoprämie
242
Risk premium
242
Anlageverhalten
236
Behavioural finance
236
Welt
209
World
209
Aktienmarkt
198
Stock market
198
Geldpolitik
194
Risk
192
Monetary policy
191
Risiko
190
Yield curve
181
Zinsstruktur
181
Ankündigungseffekt
180
Announcement effect
180
Financial crisis
173
Finanzkrise
173
Investment Fund
165
Investmentfonds
165
more ...
less ...
Online availability
All
Undetermined
1,223
Free
70
Type of publication
All
Article
4,627
Book / Working Paper
15
Type of publication (narrower categories)
All
Article in journal
4,615
Aufsatz in Zeitschrift
4,615
Collection of articles of several authors
18
Sammelwerk
18
Conference proceedings
13
Konferenzschrift
13
Systematic review
8
Übersichtsarbeit
8
Conference paper
3
Konferenzbeitrag
3
Aufsatzsammlung
2
Bibliografie enthalten
2
Bibliography included
2
Country report
2
Länderbericht
2
Reprint
2
Abstract
1
Case study
1
Fallstudie
1
Market information
1
Marktinformation
1
Mehrbändiges Werk
1
Multi-volume publication
1
Nachruf
1
more ...
less ...
Language
All
English
4,631
Undetermined
11
Author
All
Drabenstott, Mark
45
Wall, Larry D.
28
Barkema, Alan D.
25
Garner, C. Alan
24
Berger, Allen N.
22
Kahn, George A.
21
Keeton, William R.
19
Stulz, René M.
18
Hakkio, Craig S.
17
Sellon, Gordon H.
17
Henderson, Jason R.
16
Hayashi, Fumiko
14
Morris, Charles S.
14
Weiner, Stuart E.
14
Rappaport, Jordan
13
Griffin, John M.
12
Kolari, James W.
12
Subrahmanyam, Avanidhar
12
Carlson, John B.
11
Prokopczuk, Marcel
11
Roberds, William
11
Saunders, Anthony
11
Sullivan, Richard J.
11
Bauer, Paul William
10
Fraser, Donald R.
10
Hasan, Iftekhar
10
Ljungqvist, Alexander
10
Thomson, James B.
10
Bali, Turan G.
9
Becketti, Sean
9
Duca, John V.
9
Hoberg, Gerard
9
Lee, Bong-soo
9
Longstaff, Francis A.
9
Slovin, Myron B.
9
Udell, Gregory F.
9
Whited, Toni Marion
9
Akhigbe, Aigbe O.
8
Bekaert, Geert
8
Cakici, Nusret
8
more ...
less ...
Institution
All
Hrvatska Narodna Banka
2
Conference Safe and Sound Banking: Past, Present and Future <2006, San Francisco, Calif.>
1
Dubrovnik Economic Conference <11, 2005, Dubrovnik>
1
Dubrovnik Economic Conference <9, 2003, Dubrovnik>
1
Economic Policy Symposium Rethinking Stabilization Policy <2002>
1
Federal Reserve Bank of Kansas City
1
Federal Reserve Bank of New York
1
Federal Reserve Bank of San Francisco
1
Japan National Railways
1
more ...
less ...
Published in...
All
Economic review
Journal of banking & finance
The review of financial studies
Working paper / National Bureau of Economic Research, Inc.
13,856
NBER working paper series
7,886
NBER Working Paper
5,212
Discussion paper series / IZA
5,044
Discussion paper / Centre for Economic Policy Research
4,145
Applied economics
3,759
Working paper
3,229
Kom / Kommission der Europäischen Gemeinschaften
3,129
CESifo working papers
2,999
The American economic review
2,719
IZA Discussion Papers
2,601
Economics letters
2,353
Applied economics letters
2,288
IZA Discussion Paper
2,150
Energy economics
1,947
Intereconomics : review of European economic policy
1,862
Economic modelling
1,784
American journal of agricultural economics
1,765
The journal of finance : the journal of the American Finance Association
1,757
Discussion paper
1,728
The review of economics and statistics
1,713
CESifo Working Paper
1,649
Finance research letters
1,590
ECB Working Paper
1,584
MPRA Paper
1,530
IMF working papers
1,517
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
1,477
Working paper series / European Central Bank
1,477
Journal of international money and finance
1,467
Journal of financial economics
1,418
Journal of econometrics
1,390
International review of economics & finance : IREF
1,250
Working Paper
1,247
CESifo Working Paper Series
1,225
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1,225
International review of financial analysis
1,220
Discussion paper / Tinbergen Institute
1,212
Applied financial economics
1,201
more ...
less ...
Source
All
ECONIS (ZBW)
4,642
Showing
1
-
10
of
4,642
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Downside risk and stock returns in the G7 countries : an empirical analysis of their long-run and short-run dynamics
Chen, Yi-Hsuan
;
Chiang, Thomas C.
;
Härdle, Wolfgang
- In:
Journal of banking & finance
93
(
2018
),
pp. 21-32
Persistent link: https://www.econbiz.de/10011964613
Saved in:
2
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:
3
Foreign exchange risk and the predictability of carry trade returns
Cenedese, Gino
;
Sarno, Lucio
;
Tsiakas, Ilias
- In:
Journal of banking & finance
42
(
2014
),
pp. 302-313
Persistent link: https://www.econbiz.de/10010408374
Saved in:
4
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
Saved in:
5
The impact of FX central bank intervention in a noise trading framework
Beine, Michel
;
De Grauwe, Paul
;
Grimaldi, Marianna
- In:
Journal of banking & finance
33
(
2009
)
7
,
pp. 1187-1195
Persistent link: https://www.econbiz.de/10003842244
Saved in:
6
Interventions in the yen-dollar spot market: a story of price,
volatility
and volume
Kim, Suk-Joong
;
Sheen, Jeffrey R.
- In:
Journal of banking & finance
30
(
2006
)
11
,
pp. 3191-3214
Persistent link: https://www.econbiz.de/10003386444
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
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:
9
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:
10
Comparing different explanations of the
volatility
trend
Rubin, Amir
;
Smith, Daniel R.
- In:
Journal of banking & finance
35
(
2011
)
6
,
pp. 1581-1597
Persistent link: https://www.econbiz.de/10009244937
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->