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subject:"Purchasing power parity"
subject:"Wechselkurs"
~isPartOf:"Indian journal of economics & business : IJEB"
~isPartOf:"International journal of monetary economics and finance"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Bin Haron, Razali"
~person:"McAleer, Michael"
~subject:"ARCH model"
~subject:"Börsenkurs"
~subject:"Crude oil prices"
~subject:"Fiscal policy"
~subject:"Geldnachfrage"
~subject:"Volatilität"
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Purchasing power parity
Wechselkurs
ARCH model
Börsenkurs
Crude oil prices
Fiscal policy
Geldnachfrage
Volatilität
ARCH-Modell
3
Estimation
3
Schätzung
3
Volatility
3
12-Month variance futures
1
3-Month variance futures
1
ARCH and GARCH models
1
Aktienindex
1
Capital income
1
Commodity derivative
1
Conditional correlations
1
Correlation
1
Derivat
1
Derivative
1
Fiat Money
1
Fiat money
1
Financial derivatives
1
Forecasting model
1
Forward and futures prices
1
Futures
1
Gold standard
1
Goldstandard
1
Hedging
1
Kapitaleinkommen
1
Korrelation
1
Modellierung
1
Multivariate GARCH
1
Oil price
1
Option pricing theory
1
Options
1
Optionspreistheorie
1
Papierwährung
1
Portfolio selection
1
Portfolio-Management
1
Prognoseverfahren
1
Risikomanagement
1
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Bin Haron, Razali
McAleer, Michael
Gupta, Rangan
10
Pierdzioch, Christian
5
Zhu, Huiming
5
Dai, Zhifeng
4
Hau, Liya
4
Kang, Sang Hoon
4
Mensi, Walid
4
Rahman, A. K. M. Matiur
4
Balcilar, Mehmet
3
Lien, Da-hsiang Donald
3
Mustafa, Muhammad
3
Salisu, Afees A.
3
Wohar, Mark E.
3
Xuan Vinh Vo
3
Yang, Chunpeng
3
Yoon, Seong-min
3
Zhou, Liyun
3
Al-Yahyaee, Khamis Hamed
2
Beckmann, Joscha
2
Belke, Ansgar
2
Caporin, Massimiliano
2
Chang, Chia-Lin
2
Chen, Mei-Ping
2
Chen, Wen-Yi
2
Cho, Hoon
2
Hamori, Shigeyuki
2
Ho, Kin-Yip
2
Hsing, Yu
2
Ji, Qiang
2
Jung, Hojin
2
Kim, Dong H.
2
Kim, Jong-Min
2
Lee, Geul
2
Li, Jinfang
2
Li, Yang
2
Liu, Fang
2
Liu, Qiang
2
Nonejad, Nima
2
Pérez Rodríguez, Jorge V.
2
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Indian journal of economics & business : IJEB
International journal of monetary economics and finance
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
School of Accounting, Finance and Economics & FEMARC working paper series
3
Applied economics
2
International review of economics & finance : IREF
2
Risks : open access journal
2
The econometrics journal
2
Econometrics : open access journal
1
Economies : open access journal
1
Handbook of applied econometrics and statistical inference
1
International journal of forecasting
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Managerial finance
1
The Japanese economic review : the journal of the Japanese Economic Association
1
The Korean economic review
1
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ECONIS (ZBW)
3
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1
Cryptocurrencies, Fiat money or gold standard : an empirical evidence from volatility structure analysis using news impact curve
Anwar Hasan Abdullah Othman
;
Syed Musa Alhabshi
;
Bin …
- In:
International journal of monetary economics and finance
12
(
2019
)
2
,
pp. 75-97
Persistent link: https://www.econbiz.de/10012115820
Saved in:
2
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:
3
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:
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