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isPartOf:"Journal of econometrics"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Journal of international money and finance"
~person:"Ben Omrane, Walid"
~person:"Kanas, Angelos"
~person:"Neely, Christopher J."
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Search: subject_exact:"Volatility"
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Volatility
10
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10
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6
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6
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3
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3
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3
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Ben Omrane, Walid
Kanas, Angelos
Neely, Christopher J.
Bollerslev, Tim
19
Todorov, Viktor
17
Tauchen, George Eugene
15
Andersen, Torben
12
Aït-Sahalia, Yacine
11
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9
Meddahi, Nour
8
Xiu, Dacheng
8
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7
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7
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7
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6
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6
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6
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6
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6
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6
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5
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5
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5
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5
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5
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5
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5
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5
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Linton, Oliver
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4
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Journal of econometrics
International journal of finance & economics : IJFE
Journal of international money and finance
Working paper
15
Review / Federal Reserve Bank of St. Louis
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Journal of international financial markets, institutions & money
3
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Pacific economic review
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Panoeconomicus
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Research and Public Information Division working paper series
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The Manchester School
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[Research and Public Information Division working paper series / Federal Reserve Bank of St. Louis] / Federal Reserve Bank of St. Louis
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ECONIS (ZBW)
10
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date (oldest first)
1
Equity flows, stock returns and exchange rates
Kanas, Angelos
;
Karkalakos, Sotirios
- In:
International journal of finance & economics : IJFE
22
(
2017
)
2
,
pp. 159-168
Persistent link: https://www.econbiz.de/10011960275
Saved in:
2
The response of multinationals’ foreign exchange rate exposure to macroeconomic news
Boudt, Kris
;
Neely, Christopher J.
;
Sercu, Piet
; …
- In:
Journal of international money and finance
94
(
2019
),
pp. 32-47
Persistent link: https://www.econbiz.de/10012135140
Saved in:
3
Estimation of the discontinuous leverage effect : evidence from the NASDAQ order book
Bibinger, Markus
;
Neely, Christopher J.
;
Winkelmann, Lars
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 158-184
Persistent link: https://www.econbiz.de/10012302583
Saved in:
4
Implied volatility and the risk-return relation : a note
Kanas, Angelos
- In:
International journal of finance & economics : IJFE
18
(
2013
)
2
,
pp. 159-164
Persistent link: https://www.econbiz.de/10010356000
Saved in:
5
Central bank authorities' beliefs about foreign exchange intervention
Neely, Christopher J.
- In:
Journal of international money and finance
27
(
2008
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10003628236
Saved in:
6
Central bank intervention and exchange rate volatility, its continuous and jump components
Beine, Michel
;
Lahaye, Jérôme
;
Laurent, Sébastien
; …
- In:
International journal of finance & economics : IJFE
12
(
2007
)
2
,
pp. 201-223
Persistent link: https://www.econbiz.de/10003542897
Saved in:
7
Regime linkages in the US/UK real exchange rate-real interest differential relation
Kanas, Angelos
- In:
Journal of international money and finance
24
(
2005
)
2
,
pp. 257-274
Persistent link: https://www.econbiz.de/10002635914
Saved in:
8
Real interest rates linkages between the USA and the UK in the postwar period
Kanas, Angelos
;
Tsiotas, Georgios
- In:
International journal of finance & economics : IJFE
10
(
2005
)
3
,
pp. 251-262
Persistent link: https://www.econbiz.de/10003008602
Saved in:
9
News announcements, market activity and volatility in the euro/dollar foreign exchange market
Bauwens, Luc
;
Ben Omrane, Walid
;
Giot, Pierre
- In:
Journal of international money and finance
24
(
2005
)
7
,
pp. 1180-1125
Persistent link: https://www.econbiz.de/10003210043
Saved in:
10
Black and official exchange rate volatility and foreign exchange controls : evidence from Greece
Kanas, Angelos
;
Kouretas, Georgios P.
- In:
International journal of finance & economics : IJFE
6
(
2001
)
1
,
pp. 13-25
Persistent link: https://www.econbiz.de/10001550187
Saved in:
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