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subject:"Exchange rate"
subject:"Time series analysis"
~subject:"Volatilität"
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Search: subject_exact:"Estimation"
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Exchange rate
Time series analysis
Volatilität
Estimation
124,304
Schätzung
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28,083
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28,074
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Caporale, Guglielmo Maria
189
Gil-Alaña, Luis A.
184
Gupta, Rangan
123
McAleer, Michael
95
Bahmani-Oskooee, Mohsen
78
Pierdzioch, Christian
61
Koopman, Siem Jan
55
Pesaran, M. Hashem
54
Cheung, Yin-Wong
49
Bollerslev, Tim
47
Belke, Ansgar
44
Tiwari, Aviral Kumar
42
MacDonald, Ronald
37
Hautsch, Nikolaus
36
Härdle, Wolfgang
36
Wohar, Mark E.
36
Herwartz, Helmut
35
Beckmann, Joscha
34
Todorov, Viktor
34
Bouri, Elie
33
Engle, Robert F.
32
Chang, Chia-Lin
31
Kapetanios, George
31
Asai, Manabu
30
Chinn, Menzie David
30
Diebold, Francis X.
30
Marcellino, Massimiliano
30
Miller, Stephen M.
30
Narayan, Paresh Kumar
29
Reitz, Stefan
29
Caporin, Massimiliano
28
Döpke, Jörg
28
Chan, Joshua
27
Franses, Philip Hans
27
Gao, Jiti
27
Koop, Gary
27
McMillan, David G.
27
Balcilar, Mehmet
26
Ma, Feng
26
Buch, Claudia M.
25
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National Bureau of Economic Research
133
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Ekonomiska forskningsinstitutet <Stockholm>
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Institut für Weltwirtschaft
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Federal Reserve Bank of St. Louis
6
University of Canterbury / Dept. of Economics and Finance
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Centre for Analytical Finance <Århus>
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Gottfried Wilhelm Leibniz Universität Hannover
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International Monetary Fund
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Internationaler Währungsfonds / Research Department
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Umeå universitet
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Centre for Quantitative Economics & Computing
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Chambre de commerce et d'industrie de Paris
3
Christian-Albrechts-Universität zu Kiel
3
Escola de Pós-Graduação em Economia <Rio de Janeiro>
3
European University Institute / Department of Economics
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Forschungsinstitut zur Zukunft der Arbeit
3
Institute of European Finance <Bangor, Gwynedd>
3
Kansantaloustieteen Laitos <Tampere>
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Springer Fachmedien Wiesbaden
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Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
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Technische Universität Dresden
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Türkiye Cumhuriyet Merkez Bankası
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Australian National University / Faculty of Economics and Commerce
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Australien / Bureau of Statistics
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Bank of Canada
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Bonn Graduate School of Economics
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Eric Cuvillier <Firma>
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Federal Reserve Bank of Cleveland
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Federal Reserve System / Division of Research and Statistics
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Hamburgisches Welt-Wirtschafts-Archiv
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2
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
2
Queen Mary College / Department of Economics
2
Rheinische Friedrich-Wilhelms-Universität Bonn
2
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Applied economics
246
Economic modelling
216
Energy economics
185
Applied economics letters
173
International review of economics & finance : IREF
171
Journal of econometrics
166
Journal of international money and finance
163
Finance research letters
152
CESifo working papers
142
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
140
Working paper
133
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
132
International review of financial analysis
132
The North American journal of economics and finance : a journal of financial economics studies
130
NBER working paper series
126
Working paper / National Bureau of Economic Research, Inc.
126
Economics letters
125
NBER Working Paper
121
Applied financial economics
116
International journal of forecasting
105
Journal of banking & finance
104
Journal of empirical finance
104
Discussion paper / Tinbergen Institute
103
Journal of international financial markets, institutions & money
95
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
93
Discussion paper / Centre for Economic Policy Research
91
Research in international business and finance
86
International journal of finance & economics : IJFE
85
International journal of economics and financial issues : IJEFI
74
Journal of risk and financial management : JRFM
74
Journal of forecasting
73
The journal of futures markets
70
The empirical economics letters : a monthly international journal of economics
65
Journal of applied econometrics
62
International journal of economics and finance
61
The European journal of finance
60
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
58
Econometric reviews
57
International Journal of Energy Economics and Policy : IJEEP
57
Journal of economic dynamics & control
57
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Source
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ECONIS (ZBW)
15,348
USB Cologne (EcoSocSci)
4
RePEc
3
EconStor
2
Showing
1
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10
of
15,357
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Estimation of a production function with domestic and foreign capital stock
Ziesemer, Thomas
-
2022
Persistent link: https://www.econbiz.de/10013188417
Saved in:
2
Modelling profitability of private equity : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451482
Saved in:
3
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:
4
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
5
Beyond carry: the prospective interest rate differential and currency excess returns
Dong, Mengmeng
;
Goto, Shingo
;
Hou, Kewei
;
Yan, Xu
; …
-
2024
Persistent link: https://www.econbiz.de/10014475701
Saved in:
6
Improving volatility forecasts : evidence from range-based models
Fałdziński, Marcin
;
Fiszeder, Piotr
;
Molnár, Peter
- In:
The North American journal of economics and finance : a …
69
(
2024
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014445632
Saved in:
7
A new bivariate approach for modeling the interaction between stock volatility and interest rate : an application to S&P500 returns and options
Ballestra, Luca Vincenzo
;
D'Innocenzo, Enzo
;
Guizzardi, …
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1185-1194
Persistent link: https://www.econbiz.de/10014456945
Saved in:
8
Asymmetric exchange rate pass-through between unexpected yen appreciation and depreciation : the case for Japanese machinery exports
Liu, Nan
;
Satō, Kiyotaka
-
2024
Persistent link: https://www.econbiz.de/10014460718
Saved in:
9
The impact of exchange rate fluctuations on markups : firm-level evidence for Switzerland
Steiner, Elizabeth
-
2024
Persistent link: https://www.econbiz.de/10014490488
Saved in:
10
Common trends and country specific heterogeneities in long-run world energy consumption
Chang, Yoosoon
;
Choi, Yongok
;
Kim, Chang Sik
;
Miller, …
-
2024
Persistent link: https://www.econbiz.de/10014493986
Saved in:
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