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subject:"Exchange rate"
subject:"USA"
~isPartOf:"The journal of futures markets"
~subject:"Hedging"
~subject:"Kointegration"
~subject:"Volatility"
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Exchange rate
USA
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Estimation
190
Schätzung
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United States
82
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61
Theorie
39
Theory
39
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139
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Wang, George H. K.
4
Sarno, Lucio
3
Shrestha, Keshab
3
Agarwalla, Sobhesh Kumar
2
Cotter, John
2
Dhaene, Geert
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The journal of futures markets
Working paper / National Bureau of Economic Research, Inc.
1,551
Applied economics
506
Discussion paper series / IZA
446
Discussion paper / Centre for Economic Policy Research
442
Applied economics letters
310
Economic modelling
282
CESifo working papers
278
NBER working paper series
267
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229
International review of economics & finance : IREF
224
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
221
Journal of international money and finance
208
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195
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186
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174
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173
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168
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165
Finance research letters
164
Journal of econometrics
163
Journal of banking & finance
157
Economics letters
156
International review of financial analysis
156
The American economic review
154
The journal of finance : the journal of the American Finance Association
152
Journal of applied econometrics
132
International journal of economics and financial issues : IJEFI
122
The empirical economics letters : a monthly international journal of economics
120
International Journal of Energy Economics and Policy : IJEEP
118
Journal of international financial markets, institutions & money
117
Journal of empirical finance
116
International journal of finance & economics : IJFE
113
Discussion paper
112
Discussion paper / Tinbergen Institute
110
Research in international business and finance
109
International journal of economics and finance
107
Journal of money, credit and banking : JMCB
99
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
98
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1
Credit default swaps and firm risk
Lin, Hai
;
Binh Hoang Nguyen
;
Wang, Junbo
;
Zhang, Cheng
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1668-1692
Persistent link: https://www.econbiz.de/10014432924
Saved in:
2
Term spreads of implied volatility smirk and variance risk premium
Guo, Wei
;
Ruan, Xinfeng
;
Gehricke, Sebastian A.
;
Zhang, …
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 829-857
Persistent link: https://www.econbiz.de/10014293246
Saved in:
3
Hedging commodities in times of distress : the case of COVID-19
Magalhães, Luiz Augusto
;
Silva, Thiago Christiano
; …
- In:
The journal of futures markets
42
(
2022
)
10
,
pp. 1941-1959
Persistent link: https://www.econbiz.de/10013465831
Saved in:
4
Forecasting realized volatility : new evidence from time-varying jumps in VIX
Dutta, Anupam
;
Das, Debojyoti
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2165-2189
Persistent link: https://www.econbiz.de/10013465875
Saved in:
5
Option pricing with state-dependent pricing kernel
Tong, Chen
;
Hansen, Peter Reinhard
;
Huang, Zhuo
- In:
The journal of futures markets
42
(
2022
)
8
,
pp. 1409-1433
Persistent link: https://www.econbiz.de/10013287978
Saved in:
6
Performance comparison of alternative stochastic volatility models and its determinants in energy futures : COVID-19 and Russia-Ukraine conflict features
Fernandes, Mário Correia
;
Dias, José Carlos
;
Nunes, …
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 343-383
Persistent link: https://www.econbiz.de/10014475488
Saved in:
7
Price discovery and long-memory property : simulation and empirical evidence from the bitcoin market
Xu, Ke
;
Chen, Yu-Lun
;
Liu, Bo
;
Chen, Jian
- In:
The journal of futures markets
44
(
2024
)
4
,
pp. 605-618
Persistent link: https://www.econbiz.de/10014536658
Saved in:
8
Early exercise, implied volatility spread and future stock return : jumps bind them all
Garrett, Ian
;
Gazi, Adnan
- In:
The journal of futures markets
44
(
2024
)
5
,
pp. 720-743
Persistent link: https://www.econbiz.de/10014536677
Saved in:
9
High-frequency trading and market quality : evidence from account-level futures data
Coughlan, John
;
Orlov, Alexei G.
- In:
The journal of futures markets
43
(
2023
)
8
,
pp. 1126-1160
Persistent link: https://www.econbiz.de/10014339377
Saved in:
10
Optimal futures hedging by using realized semicovariances : the information contained in signed high-frequency returns
Lai, Yu-Sheng
- In:
The journal of futures markets
43
(
2023
)
5
,
pp. 677-701
Persistent link: https://www.econbiz.de/10014293180
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