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subject:"Purchasing power parity"
subject:"Wechselkurs"
~isPartOf:"Global economic review"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Hsing, Yu"
~person:"McAleer, Michael"
~person:"Onour, Ibrahim A."
~subject:"ARCH model"
~subject:"Fiscal policy"
~subject:"Geldnachfrage"
~subject:"Monetary policy"
~subject:"Risk measure"
~subject:"Volatilität"
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Purchasing power parity
Wechselkurs
ARCH model
Fiscal policy
Geldnachfrage
Monetary policy
Risk measure
Volatilität
Estimation
3
Schätzung
3
ARCH-Modell
2
Volatility
2
12-Month variance futures
1
1980-2007
1
3-Month variance futures
1
Aktienindex
1
Börsenkurs
1
Capital income
1
Commodity derivative
1
Conditional correlations
1
Consumer price index
1
Correlation
1
Crude oil prices
1
Derivat
1
Derivative
1
Elasticity approach
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Elastizitätsansatz
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Erzeugerpreisindex
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Exchange rate
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Financial derivatives
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Forecasting model
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Forward and futures prices
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Hong Kong
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Hongkong
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India
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Indien
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Japan
1
Kapitaleinkommen
1
Korrelation
1
Malaysia
1
Modellierung
1
Multivariate GARCH
1
Oil price
1
Option pricing theory
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Hsing, Yu
McAleer, Michael
Onour, Ibrahim A.
Gupta, Rangan
8
Pierdzioch, Christian
5
Zhu, Huiming
5
Hau, Liya
4
Kang, Sang Hoon
4
Mensi, Walid
4
Belke, Ansgar
3
Lien, Da-hsiang Donald
3
Wohar, Mark E.
3
Al-Yahyaee, Khamis Hamed
2
Baharumshah, Ahmad Zubaidi
2
Balcilar, Mehmet
2
Beckmann, Joscha
2
Chang, Chia-Lin
2
Dai, Zhifeng
2
Duasa, Jarita
2
Hamori, Shigeyuki
2
Ho, Kin-Yip
2
Ji, Qiang
2
Jiang, Cuixia
2
Jung, Hojin
2
Kamada, Koichiro
2
Kim, Dong H.
2
Kim, Jong-Min
2
Lee, Geul
2
Li, Yang
2
Liu, Fang
2
Liu, Qiang
2
Ma, Yong
2
Mo, Guoli
2
Nonejad, Nima
2
Pérez Rodríguez, Jorge V.
2
Risse, Marian
2
Salisu, Afees A.
2
Tan, Chunzhi
2
Tian, Shuairu
2
Xu, Qifa
2
Xuan Vinh Vo
2
Yoon, Seong-min
2
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Global economic review
The North American journal of economics and finance : a journal of financial economics studies
Econometric Institute research papers
24
Working paper
15
Discussion paper / Tinbergen Institute
13
Econometric reviews
4
Journal of econometrics
3
Journal of risk and financial management : JRFM
3
Applied economics letters
2
Global economy journal : GEJ
2
International journal of monetary economics and finance
2
International review of economics & finance : IREF
2
Risks : open access journal
2
School of Accounting, Finance and Economics & FEMARC working paper series
2
The econometrics journal
2
The empirical economics letters : a monthly international journal of economics
2
Applied economics
1
Business and Economic Research : BER
1
Cogent economics & finance
1
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1
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1
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Handbook of applied econometrics and statistical inference
1
Indian journal of economics & business : IJEB
1
International journal of applied economics and econometrics : IJAEE
1
International journal of economic sciences and applied research : IJESAR
1
International journal of economics
1
International journal of economics and business research
1
International journal of forecasting
1
International journal of trade and global markets
1
Journal of Asian finance, economics and business : JAFEB
1
Journal of economic development
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of social and economic policy
1
Managerial finance
1
Modern economy
1
Prague economic papers : a bimonthly journal of economic theory and policy
1
South-east European journal of economics and business
1
The Japanese economic review : the journal of the Japanese Economic Association
1
The Korean economic review
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ECONIS (ZBW)
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1
Conditional correlations and volatility spillovers between crude oil and stock index returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 116-138
Persistent link: https://www.econbiz.de/10009777824
Saved in:
2
The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 151-167
Persistent link: https://www.econbiz.de/10009779314
Saved in:
3
Test of the Marshall-Lerner condition for eight selected Asian countries and policy implications
Hsing, Yu
- In:
Global economic review
39
(
2010
)
1
,
pp. 91-98
Persistent link: https://www.econbiz.de/10003997780
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