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subject:"USA"
~isPartOf:"Journal of economic dynamics & control"
~subject:"Ankündigungseffekt"
~subject:"Risikoprämie"
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USA
Ankündigungseffekt
Risikoprämie
Devisenmarkt
12
Foreign exchange market
12
Theorie
9
Theory
9
Exchange rate
4
Wechselkurs
4
Estimation
3
Schätzung
3
United States
3
Anlageverhalten
2
Behavioural finance
2
Carry trade
2
Currency speculation
2
Erwartungsbildung
2
Expectation formation
2
Market microstructure
2
Marktmikrostruktur
2
US dollar
2
US-Dollar
2
Volatility
2
Volatilität
2
Währungsspekulation
2
1990-1996
1
ARCH model
1
ARCH-Modell
1
Agency theory
1
Agent-based modeling
1
Agentenbasierte Modellierung
1
Announcement effect
1
Behavioral finance
1
Bitcoin
1
CAPM
1
Canada
1
Chartists
1
Deutsche Mark
1
Deutschland
1
Dispersion of expectations
1
Exchange rate forecasts
1
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English
5
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Beltrametti, Luca F.
1
Bollerslev, Tim
1
Dacorogna, Michel
1
Domowitz, Ian
1
Gençay, Ramazan
1
Jagannathan, Raj
1
Lyócsa, Štefan
1
Molnár, Peter
1
Olsen, Richard
1
Pictet, Olivier
1
Plíhal, Tomáš
1
Wang, Jian-xin
1
Širaňová, Mária
1
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Journal of economic dynamics & control
Journal of international money and finance
37
Working paper / National Bureau of Economic Research, Inc.
37
Journal of international financial markets, institutions & money
19
NBER Working Paper
17
NBER working paper series
17
Journal of banking & finance
16
International review of financial analysis
11
The review of financial studies
11
Discussion paper / Centre for Economic Policy Research
10
International finance discussion papers
10
Journal of financial economics
9
The review of economics and statistics
9
CESifo working papers
8
Economics letters
8
Global finance journal
8
Journal of multinational financial management
8
The journal of futures markets
8
Applied economics
7
Applied financial economics
7
International journal of finance & economics : IJFE
7
International review of economics & finance : IREF
7
Journal of international economics
7
Discussion papers / CEPR
6
Economic modelling
6
Journal of money, credit and banking : JMCB
6
The journal of trading
6
European economic review : EER
5
The journal of finance : the journal of the American Finance Association
5
Working paper
5
Working papers / Economics Department, Georgetown University
5
Applied economics letters
4
Discussion paper
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Finance research letters
4
IMF working paper
4
Journal of empirical finance
4
Journal of financial markets
4
Working papers on finance
4
CFS working paper series
3
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ECONIS (ZBW)
5
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1
Impact of macroeconomic news, regulation and hacking exchange markets on the volatility of bitcoin
Lyócsa, Štefan
;
Molnár, Peter
;
Plíhal, Tomáš
; …
- In:
Journal of economic dynamics & control
119
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012503775
Saved in:
2
A class of asset pricing models governed by subordinate processes that signal economic shocks
Jagannathan, Raj
- In:
Journal of economic dynamics & control
32
(
2008
)
12
,
pp. 3820-3846
Persistent link: https://www.econbiz.de/10003804746
Saved in:
3
Foreign exchange trading models and market behavior
Gençay, Ramazan
;
Dacorogna, Michel
;
Olsen, Richard
; …
- In:
Journal of economic dynamics & control
27
(
2003
)
6
,
pp. 909-935
Persistent link: https://www.econbiz.de/10001734446
Saved in:
4
A learning-to-forecast experiment on the foreign exchange market with a classifier system
Beltrametti, Luca F.
(
contributor
)
- In:
Journal of economic dynamics & control
21
(
1997
)
8
,
pp. 1543-1575
Persistent link: https://www.econbiz.de/10001222031
Saved in:
5
Order flow and the bid-ask spread : an empirical probability model of screen-based trading
Bollerslev, Tim
- In:
Journal of economic dynamics & control
21
(
1997
)
8
,
pp. 1471-1491
Persistent link: https://www.econbiz.de/10001222036
Saved in:
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