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subject:"Volatility"
subject:"Yield curve"
~subject:"Exchange rate"
~subject:"OECD countries"
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Volatility
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Estimation
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Gupta, Rangan
101
Belke, Ansgar
95
Caporale, Guglielmo Maria
90
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86
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71
Pierdzioch, Christian
55
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49
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48
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47
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46
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46
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44
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41
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38
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34
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34
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33
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33
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32
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31
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Asai, Manabu
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Sarno, Lucio
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Rodney L. White Center for Financial Research
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Springer Fachmedien Wiesbaden
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Österreichisches Institut für Wirtschaftsforschung
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254
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205
NBER working paper series
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188
International review of economics & finance : IREF
186
Journal of international money and finance
186
NBER Working Paper
186
Energy economics
180
Applied economics letters
168
Discussion paper / Centre for Economic Policy Research
162
Finance research letters
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143
International review of financial analysis
134
The North American journal of economics and finance : a journal of financial economics studies
133
Journal of banking & finance
122
Applied financial economics
121
Journal of econometrics
114
Journal of international financial markets, institutions & money
107
Journal of empirical finance
106
Economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
100
International journal of finance & economics : IJFE
96
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
87
Discussion paper series / IZA
86
Discussion paper / Tinbergen Institute
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Research in international business and finance
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International journal of economics and financial issues : IJEFI
67
Journal of risk and financial management : JRFM
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The journal of futures markets
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Discussion paper
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The European journal of finance
64
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
63
Journal of financial economics
62
International journal of economics and finance
59
International journal of forecasting
59
The empirical economics letters : a monthly international journal of economics
59
Journal of international economics
57
Journal of economic dynamics & control
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ECONIS (ZBW)
16,400
RePEc
2
BASE
1
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1
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10
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16,403
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1
Does exchange rate volatility affect the impact of appreciation and depreciation on the trade balance? : a nonlinear bivariate approach
Bosupeng, Mpho
;
Naranpanawa, Athula
;
Su, Jen-je
- In:
Economic modelling
130
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014451157
Saved in:
2
Cross-country data on skills and the quality of schooling : a selective survey
Fuente, Ángel de la
;
Doménech, Rafael
- In:
Journal of economic surveys
38
(
2024
)
1
,
pp. 3-26
Persistent link: https://www.econbiz.de/10014474342
Saved in:
3
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
4
Beyond carry: the prospective interest rate differential and currency excess returns
Dong, Mengmeng
;
Goto, Shingo
;
Hou, Kewei
;
Yan, Xu
; …
-
2024
Persistent link: https://www.econbiz.de/10014475701
Saved in:
5
Improving volatility forecasts : evidence from range-based models
Fałdziński, Marcin
;
Fiszeder, Piotr
;
Molnár, Peter
- In:
The North American journal of economics and finance : a …
69
(
2024
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014445632
Saved in:
6
A new bivariate approach for modeling the interaction between stock volatility and interest rate : an application to S&P500 returns and options
Ballestra, Luca Vincenzo
;
D'Innocenzo, Enzo
;
Guizzardi, …
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1185-1194
Persistent link: https://www.econbiz.de/10014456945
Saved in:
7
Asymmetric exchange rate pass-through between unexpected yen appreciation and depreciation : the case for Japanese machinery exports
Liu, Nan
;
Satō, Kiyotaka
-
2024
Persistent link: https://www.econbiz.de/10014460718
Saved in:
8
Quantile-on-quantile connectedness measures : evidence from the US treasury yield curve
Gabauer, David
;
Stenfors, Alexis
- In:
Finance research letters
60
(
2024
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014490228
Saved in:
9
The impact of exchange rate fluctuations on markups : firm-level evidence for Switzerland
Steiner, Elizabeth
-
2024
Persistent link: https://www.econbiz.de/10014490488
Saved in:
10
The impact of monetary policy on income inequality : does inflation targeting matter?
Tavares Garcia, Francisco
;
Cross, Jamie
- In:
Finance research letters
61
(
2024
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014490790
Saved in:
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