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subject:"Volatilität"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of international money and finance"
~person:"Audrino, Francesco"
~person:"Caporale, Guglielmo Maria"
~person:"Xuan Vinh Vo"
~subject:"Internationaler Finanzmarkt"
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Volatilität
Internationaler Finanzmarkt
Estimation
13
Schätzung
13
Volatility
7
Exchange rate
5
Wechselkurs
5
ARCH model
3
ARCH-Modell
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Foreign portfolio investment
3
Portfolio-Investition
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Spillover effect
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1960-1991
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Audrino, Francesco
Caporale, Guglielmo Maria
Xuan Vinh Vo
Degiannakis, Stavros
3
Fabozzi, Frank J.
3
Ali, Faek Menla
2
Arshanapalli, Bala Gangadhar
2
Bevilacqua, Mattia
2
Bouri, Elie
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Chortareas, Georgios E.
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Gong, Xue
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2
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Nonejad, Nima
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Roubaud, David
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Serdengeçti, Süleyman
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Sornette, Didier
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Spagnolo, Nicola
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Vu, Nam T.
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International review of financial analysis
Journal of international money and finance
Economics and finance working paper series
12
CESifo working papers
10
Discussion papers / Deutsches Institut für Wirtschaftsforschung
7
CESifo Working Paper Series
5
International review of economics & finance : IREF
4
DIW Berlin Discussion Paper
3
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
3
Research in international business and finance
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Applied economics
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CESifo Working Paper
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The North American journal of economics and finance : a journal of financial economics studies
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1
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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International journal of emerging markets
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International journal of forecasting
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Journal of financial stability
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Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
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Open economies review
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Quantitative finance and economics
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Review of international economics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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1
When does attention matter? : the effect of investor attention on stock market volatility around news releases
Ballinari, Daniele
;
Audrino, Francesco
;
Sigrist, Fabio
- In:
International review of financial analysis
82
(
2022
),
pp. 1-28
Persistent link: https://www.econbiz.de/10013431147
Saved in:
2
Spillovers and connectedness between major precious metals and major currency markets : the role of frequency factor
Mensi, Walid
;
Hernandez, Jose Arroeola
;
Yoon, Seong-min
; …
- In:
International review of financial analysis
74
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012803817
Saved in:
3
Global and regional stock market integration in Asia : a panel convergence approach
Caporale, Guglielmo Maria
;
You, Kefei
;
Chen, Lei
- In:
International review of financial analysis
65
(
2019
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012208866
Saved in:
4
International portfolio flows and exchange rate volatility in emerging Asian markets
Caporale, Guglielmo Maria
;
Ali, Faek Menla
;
Spagnolo, Fabio
- In:
Journal of international money and finance
76
(
2017
),
pp. 1-15
Persistent link: https://www.econbiz.de/10011788040
Saved in:
5
Exchange rate uncertainty and international portfolio flows : a multivariate GARCH-in-mean approach
Caporale, Guglielmo Maria
;
Ali, Faek Menla
;
Spagnolo, Nicola
- In:
Journal of international money and finance
54
(
2015
),
pp. 70-92
Persistent link: https://www.econbiz.de/10011476078
Saved in:
6
The determinants of home bias puzzle in equity portfolio investment in Australia
Daly, Kevin James
;
Xuan Vinh Vo
- In:
International review of financial analysis
27
(
2013
),
pp. 34-42
Persistent link: https://www.econbiz.de/10009736951
Saved in:
7
Long memory and fractional integration in high frequency data on the US dollar/British pound spot exchange rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International review of financial analysis
29
(
2013
),
pp. 1-9
Persistent link: https://www.econbiz.de/10010244148
Saved in:
8
Fiscal shocks and real exchange rate dynamics : some evidence for Latin America
Caporale, Guglielmo Maria
;
Ciferri, Davide
;
Girardi, …
- In:
Journal of international money and finance
30
(
2011
)
5
,
pp. 709-723
Persistent link: https://www.econbiz.de/10009268779
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