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isPartOf:"Review of international economics"
type:"article"
~isPartOf:"Economic modelling"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Macroeconomic dynamics"
~subject:"Forecasting model"
~subject:"Volatilität"
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Forecasting model
Volatilität
Theorie
3,863
Theory
3,863
Estimation
330
Schätzung
330
Geldpolitik
328
Monetary policy
328
Portfolio selection
235
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Brigo, Damiano
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1
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1
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1
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Review of international economics
Economic modelling
International journal of theoretical and applied finance
Macroeconomic dynamics
International journal of forecasting
687
Journal of forecasting
440
Journal of econometrics
229
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
184
Economics letters
155
Journal of banking & finance
155
European journal of operational research : EJOR
123
Journal of empirical finance
123
Finance research letters
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Applied economics
117
Computational economics
117
Energy economics
113
Journal of economic dynamics & control
110
Journal of financial economics
98
Journal of international money and finance
98
Applied economics letters
97
International review of financial analysis
94
The European journal of finance
91
Journal of applied econometrics
86
Econometric reviews
83
Risks : open access journal
83
The review of financial studies
82
International review of economics & finance : IREF
81
Management science : journal of the Institute for Operations Research and the Management Sciences
80
Quantitative finance
78
Technological forecasting & social change : an international journal
76
Mathematical finance : an international journal of mathematics, statistics and financial theory
74
The North American journal of economics and finance : a journal of financial economics studies
74
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
68
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
68
Journal of risk and financial management : JRFM
66
Insurance / Mathematics & economics
60
Journal of financial econometrics : official journal of the Society for Financial Econometrics
58
Journal of monetary economics
57
The journal of finance : the journal of the American Finance Association
54
International journal of production economics
53
The journal of futures markets
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ECONIS (ZBW)
295
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1
Does exchange rate volatility affect the impact of appreciation and depreciation on the trade balance? : a nonlinear bivariate approach
Bosupeng, Mpho
;
Naranpanawa, Athula
;
Su, Jen-je
- In:
Economic modelling
130
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014451157
Saved in:
2
Stock market alphas help predict macroeconomic innovations
Hung, Mao-Wei
;
Yeh, Andy Jia-Yuh
- In:
Macroeconomic dynamics
28
(
2024
)
3
,
pp. 612-646
Persistent link: https://www.econbiz.de/10014519888
Saved in:
3
The economic effects of government spending : using expectations data to control for information
Hall, Matthew
;
Thapar, Aditi
- In:
Macroeconomic dynamics
27
(
2023
)
1
,
pp. 141-170
Persistent link: https://www.econbiz.de/10014247356
Saved in:
4
Measuring international uncertainty using global vector autoregressions with drifting parameters
Pfarrhofer, Michael
- In:
Macroeconomic dynamics
27
(
2023
)
3
,
pp. 770-793
Persistent link: https://www.econbiz.de/10014247550
Saved in:
5
Inflation-linked bonds in incomplete markets with sunspots
Kang, Minwook
- In:
Macroeconomic dynamics
27
(
2023
)
4
,
pp. 928-944
Persistent link: https://www.econbiz.de/10014306673
Saved in:
6
Trend-cycle decompositions of real GDP revisited : classical and Bayesian perspectives on an unsolved puzzle
Kim, Chang-jin
;
Kim, Jaeho
- In:
Macroeconomic dynamics
26
(
2022
)
2
,
pp. 394-418
Persistent link: https://www.econbiz.de/10013166386
Saved in:
7
The impact of joint events on oil price volatility : evidence from a dynamic graphical news analysis model
Zhao, Lu-Tao
;
Wang, Dai-Song
;
Ren, Zhong-Yuan
- In:
Economic modelling
130
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014451154
Saved in:
8
Time-varying volatility and the housing market
Higgins, C. Richard
;
Sapci, Ayse
- In:
Macroeconomic dynamics
28
(
2024
)
2
,
pp. 426-461
Persistent link: https://www.econbiz.de/10014485317
Saved in:
9
On the role of interest rate differentials in the dynamic asymmetry of exchange rates
Hambuckers, J.
;
Ulm, M.
- In:
Economic modelling
129
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014472153
Saved in:
10
Do decreases in Distance-to-Default predict rating downgrades?
Aggarwal, Nidhi
;
Singh, Manish K.
;
Thomas, Susan
- In:
Economic modelling
129
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014472233
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