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~subject:"Volatility"
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Volatility
Theorie
98
Theory
98
Financial crisis
90
Australia
87
Finanzkrise
86
Australien
85
USA
53
United States
53
Schätzung
51
Estimation
50
Welt
50
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48
Ansteckungseffekt
41
Contagion effect
41
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40
Internationaler Finanzmarkt
40
Volatilität
33
Spillover effect
29
Spillover-Effekt
29
Systemic risk
28
Time series analysis
28
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28
Schock
26
Shock
26
Systemrisiko
26
Börsenkurs
23
Estimation theory
23
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23
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23
Schätztheorie
23
Share price
23
Exchange rate
22
Wechselkurs
22
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21
VAR model
21
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21
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19
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18
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18
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11
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8
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11
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11
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9
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2
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English
33
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Dungey, Mardi H.
25
Martin, Vance
9
Yao, Wenying
7
Lim, Guay C.
5
Yalama, Abdullah
4
Alexeev, Vitali
3
Harvey, John
3
Martin, Gael M.
3
Matei, Marius
3
Siklos, Pierre L.
3
Volkov, Vladimir
3
Erdemlioglu, Deniz
2
Tang, Chrismin
2
Yang, Xiye
2
Abu Sayeed, Mohammad
1
Aslanides, Nektarios
1
Boulton, Lindsay F.
1
Chowdhury, Biplob
1
Goodhart, Charles A. E.
1
Holloway, Jet
1
Jeyasreedharan, Nagaratnam
1
Leroux, Anke D.
1
Lye, Jenny N.
1
Parkin, Melissa B.
1
Savva, Christos S.
1
Sirimon Treepongkaruna
1
St. John, Kathryn A.
1
Tambakis, Demosthenes Nicholas
1
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1
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Journal of Asian economics
4
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3
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2
Asian economic cooperation in the new millennium : China's economic presence ; [revised papers from a conference held at Peking University in May 2002]
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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ECONIS (ZBW)
33
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1
A multifactor model of exchange rates with unanticipated shocks : measuring contagion in the East Asian currency crisis
Dungey, Mardi H.
;
Martin, Vance
- In:
Journal of emerging market finance
3
(
2004
)
3
,
pp. 305-330
Persistent link: https://www.econbiz.de/10002498316
Saved in:
2
Identifying terms of trade effects in real exchange rate movements : evidence from Asia
Dungey, Mardi H.
- In:
Journal of Asian economics
15
(
2004
)
2
,
pp. 217-235
Persistent link: https://www.econbiz.de/10002118960
Saved in:
3
A multilateral approach to decomposing volatility in bilateral exchange rates
Dungey, Mardi H.
-
1997
Persistent link: https://www.econbiz.de/10000959373
Saved in:
4
Identifying terms of trade effect in real exchange rate movements : evidence from Asia
Dungey, Mardi H.
- In:
Asian economic cooperation in the new millennium : …
,
(pp. 213-233)
.
2004
Persistent link: https://www.econbiz.de/10002902643
Saved in:
5
Forecasting large changes in exchange rates
Lim, Guay C.
;
Martin, Vance
- In:
Economic forecasting
,
(pp. 255-276)
.
2000
Persistent link: https://www.econbiz.de/10001515132
Saved in:
6
The distribution of exchange rate returns and tahe pricing of currency opations
Lim, Guay C.
;
Lye, Jenny N.
;
Martin, Gael M.
;
Martin, Vance
- In:
Journal of international economics
45
(
1998
)
2
,
pp. 351-368
Persistent link: https://www.econbiz.de/10001395805
Saved in:
7
Endogenous jumping and asset price dynamics
Lim, Guay C.
;
Martin, Vance
;
Teo, Leslie E.
- In:
Macroeconomic dynamics
2
(
1998
)
2
,
pp. 213-237
Persistent link: https://www.econbiz.de/10001617645
Saved in:
8
Pricing currency options in tranquil markets : modelling volatility frowns
Lim, Guay C.
;
Martin, Gael M.
;
Martin, Vance
-
2002
Persistent link: https://www.econbiz.de/10001704963
Saved in:
9
Pricing currency options in the presence of time-varying volatility and non-normalities
Lim, Guay C.
;
Martin, Gael M.
;
Martin, Vance
- In:
Journal of multinational financial management
16
(
2006
)
3
,
pp. 291-314
Persistent link: https://www.econbiz.de/10003328760
Saved in:
10
News and expected returns in East Asian equity markets : the RV-GARCHM model
Martin, Vance
;
Tang, Chrismin
;
Yao, Wenying
- In:
Journal of Asian economics
57
(
2018
),
pp. 36-52
Persistent link: https://www.econbiz.de/10012102777
Saved in:
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