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isPartOf:"MPRA Paper"
~accessRights:"restricted"
~isPartOf:"Applied economics letters"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Volatility"
~subject:"exchange rate"
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Volatility
exchange rate
Volatilität
195
Stochastic process
62
Stochastischer Prozess
62
Option pricing theory
61
Optionspreistheorie
61
Börsenkurs
50
Share price
50
Estimation
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Gupta, Rangan
5
Benth, Fred Espen
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Ma, Feng
3
Radoičić, Radoš
3
Wang, Xingchun
3
Wu, Xinyu
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You, Yu
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2
Baek, Changryong
2
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2
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2
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2
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2
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2
Grobys, Klaus
2
Horioka, Charles
2
McWalter, Thomas A.
2
Merino, Raúl
2
Olson, Eric
2
Pallavicini, Andrea
2
Pospíšil, Jan
2
Ramponi, A.
2
Ryu, Doojin
2
Salisu, Afees A.
2
Scarlatti, S.
2
Sobotka, Tomáš
2
Stefanica, Dan
2
Van Appel, Jacques
2
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2
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1
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1
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1
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MPRA Paper
Applied economics letters
International journal of theoretical and applied finance
Finance research letters
523
Energy economics
476
International review of financial analysis
305
The North American journal of economics and finance : a journal of financial economics studies
277
International review of economics & finance : IREF
273
Applied economics
239
Economic modelling
219
Discussion paper / Centre for Economic Policy Research
217
Research in international business and finance
202
Quantitative finance
171
Journal of econometrics
163
Journal of banking & finance
150
Working paper / National Bureau of Economic Research, Inc.
143
Economics letters
136
Journal of empirical finance
125
Journal of international financial markets, institutions & money
125
Pacific-Basin finance journal
120
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
113
Journal of international money and finance
106
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
101
The journal of futures markets
99
International journal of forecasting
98
Journal of financial economics
93
Computational economics
91
Emerging markets, finance and trade : EMFT
90
International journal of finance & economics : IJFE
79
Journal of economic dynamics & control
77
Discussion papers / CEPR
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
68
The European journal of finance
68
Physica A: Statistical Mechanics and its Applications
67
Journal of financial econometrics
63
Journal of forecasting
61
International journal of financial engineering
58
Journal of financial markets
58
Management science : journal of the Institute for Operations Research and the Management Sciences
55
Global finance journal
53
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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ECONIS (ZBW)
195
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195
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1
The effect of technological developments on the stock market : evidence from emerging market
Celik, Mehmet Sinan
;
Ozturk, Mutlu Basaran
;
Haykir, Ozkan
- In:
Applied economics letters
31
(
2024
)
2
,
pp. 118-121
Persistent link: https://www.econbiz.de/10014448256
Saved in:
2
Bitcoin price jumps and investor sentiment indicators
He, Chi-Wei
;
Wang, Yung-Jang
- In:
Applied economics letters
30
(
2023
)
18
,
pp. 2626-2630
Persistent link: https://www.econbiz.de/10014368296
Saved in:
3
Linking asset prices to news without direct asset mentions
Avioz, Ilanit
;
Kedar-Levy, Haim
;
Pungulescu, Crina
; …
- In:
Applied economics letters
30
(
2023
)
20
,
pp. 2907-2912
Persistent link: https://www.econbiz.de/10014414038
Saved in:
4
Price discovery and risk management in asset class : a bibliometric analysis and research agenda
Gairola, Gaurav
;
Dey, Kushankur
- In:
Applied economics letters
30
(
2023
)
17
,
pp. 2320-2331
Persistent link: https://www.econbiz.de/10014365766
Saved in:
5
The VolCo index : a measure of the transition from pandemic to equity market
Wang, Kun
;
Han, Chuan-Hsiang
- In:
Applied economics letters
30
(
2023
)
15
,
pp. 2004-2008
Persistent link: https://www.econbiz.de/10014324852
Saved in:
6
Dynamic correlations and volatility spillovers between stock price and exchange rate in BRIICS economies : evidence from the COVID-19 outbreak period
Rai, Karan
;
Garg, Bhavesh
- In:
Applied economics letters
29
(
2022
)
8
,
pp. 738-745
Persistent link: https://www.econbiz.de/10013171046
Saved in:
7
COVID-19's impacts on the Korean stock market
Choi, Changkyu
;
Jung, Hojin
- In:
Applied economics letters
29
(
2022
)
11
,
pp. 974-978
Persistent link: https://www.econbiz.de/10013411995
Saved in:
8
News implied volatility and aggregate economic activity : evidence from the Japanese government bond market
Goshima, Keiichi
;
Ishijima, Hiroshi
;
Shintani, Mototsugu
- In:
Applied economics letters
31
(
2024
)
6
,
pp. 568-573
Persistent link: https://www.econbiz.de/10014470544
Saved in:
9
Currency and commodity return relationship under extreme geopolitical risks : evidence from the invasion of Ukraine
Dodd, Olga
;
Fernandez-Perez, Adrian
;
Sosvilla-Rivero, Simón
- In:
Applied economics letters
31
(
2024
)
1
,
pp. 46-55
Persistent link: https://www.econbiz.de/10014441991
Saved in:
10
Impacts of economic policy uncertainty on the time-varying risk-return relationship : evidence from G7 countries
He, Zhifang
;
Zheng, Jie
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 270-274
Persistent link: https://www.econbiz.de/10014468759
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