//--> //--> //--> //-->
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:"Journal of banking & 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
Long memory and volatility dyn...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
USA
883
United States
876
Capital income
566
Kapitaleinkommen
566
Estimation
434
Schätzung
433
Theorie
396
Theory
396
Volatility
375
Volatilität
374
Börsenkurs
362
Share price
362
Bank
284
EU countries
248
EU-Staaten
248
Portfolio selection
222
Portfolio-Management
222
Forecasting model
150
Prognoseverfahren
150
CAPM
144
Aktienmarkt
143
Stock market
143
Welt
138
World
138
Risikoprämie
134
Risk premium
134
Anlageverhalten
131
Behavioural finance
131
Financial crisis
127
Finanzkrise
127
Credit risk
107
Kreditrisiko
107
Yield curve
103
Zinsstruktur
103
Option pricing theory
94
Optionspreistheorie
94
Investment Fund
89
Investmentfonds
89
Japan
86
Risk
84
more ...
less ...
Online availability
All
Undetermined
575
Type of publication
All
Article
2,097
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
2,085
Aufsatz in Zeitschrift
2,085
Collection of articles of several authors
8
Sammelwerk
8
Konferenzschrift
5
Conference proceedings
4
Conference paper
3
Konferenzbeitrag
3
Bibliografie enthalten
1
Bibliography included
1
Reprint
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
2,097
Undetermined
4
Author
All
Berger, Allen N.
20
Kolari, James W.
11
Prokopczuk, Marcel
11
Fraser, Donald R.
10
Hasan, Iftekhar
9
Slovin, Myron B.
9
Udell, Gregory F.
9
Akhigbe, Aigbe O.
8
Cakici, Nusret
8
Elyasiani, Elyas
8
Faff, Robert W.
8
Molyneux, Philip
8
Saunders, Anthony
8
Skiadopoulos, George
8
Taylor, Stephen
8
Bali, Turan G.
7
Chang, Eric Chieh
7
Cummins, John David
7
Lee, Bong-soo
7
Moshirian, Fariborz
7
Peterson, David R.
7
Cornett, Marcia Millon
6
Guo, Hui
6
Humphrey, David B.
6
Matousek, Roman
6
Mester, Loretta J.
6
Pantzalis, Christos
6
Sushka, Marie Elizabeth
6
Thornton, Daniel L.
6
Tse, Yiuman
6
Branger, Nicole
5
Carow, Kenneth A.
5
Christiansen, Charlotte
5
Chung, Kee H.
5
Dahl, Drew
5
Darrat, Ali F.
5
Duan, Jin-Chuan
5
Fiordelisi, Franco
5
Francis, Bill B.
5
Goldberg, Lawrence G.
5
more ...
less ...
Institution
All
Hrvatska Narodna Banka
2
Dubrovnik Economic Conference <11, 2005, Dubrovnik>
1
Dubrovnik Economic Conference <9, 2003, Dubrovnik>
1
Federal Reserve Bank of New York
1
Published in...
All
Journal of banking & finance
Working paper / National Bureau of Economic Research, Inc.
13,853
NBER working paper series
7,583
NBER Working Paper
5,211
Discussion paper series / IZA
4,982
Discussion paper / Centre for Economic Policy Research
4,146
Applied economics
3,717
Kom / Kommission der Europäischen Gemeinschaften
3,129
Working paper
2,997
CESifo working papers
2,948
The American economic review
2,717
IZA Discussion Papers
2,597
Economics letters
2,353
Applied economics letters
2,254
IZA Discussion Paper
2,148
Intereconomics : review of European economic policy
1,837
Energy economics
1,831
American journal of agricultural economics
1,761
Economic modelling
1,760
The journal of finance : the journal of the American Finance Association
1,751
The review of economics and statistics
1,697
Discussion paper
1,689
CESifo Working Paper
1,639
ECB Working Paper
1,584
MPRA Paper
1,530
The review of financial studies
1,511
IMF working papers
1,474
Working paper series / European Central Bank
1,463
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
1,441
Journal of international money and finance
1,430
Journal of financial economics
1,418
Journal of econometrics
1,388
Finance research letters
1,273
CESifo Working Paper Series
1,225
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1,225
Working Paper
1,212
Discussion paper / Tinbergen Institute
1,206
Applied financial economics
1,201
International review of economics & finance : IREF
1,183
International review of financial analysis
1,164
more ...
less ...
Source
All
ECONIS (ZBW)
2,101
Showing
1
-
10
of
2,101
Sort
Relevance
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
Equity index variance : evidence from flexible parametric jump-diffusion models
Kaeck, Andreas
;
Rodrigues, Paulo Jorge Maurício
; …
- In:
Journal of banking & finance
83
(
2017
),
pp. 85-103
Persistent link: https://www.econbiz.de/10011816827
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...
//-->