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subject:"Volatility"
~isPartOf:"Journal of financial economics"
~isPartOf:"Journal of international money and finance"
~language:"eng"
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Volatility
Estimation
709
Schätzung
708
Theorie
240
Theory
240
Capital income
179
Kapitaleinkommen
179
Welt
141
World
141
USA
122
United States
122
Risikoprämie
114
Risk premium
114
Exchange rate
109
Wechselkurs
109
Volatilität
107
CAPM
101
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94
Prognoseverfahren
94
Börsenkurs
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Share price
92
Geldpolitik
71
Monetary policy
71
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64
Purchasing power parity
64
Portfolio selection
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Portfolio-Management
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Risk
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Shock
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Yield curve
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Zinsstruktur
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Risiko
54
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53
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Japan
47
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44
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Bollerslev, Tim
5
Todorov, Viktor
4
Caporale, Guglielmo Maria
3
Christoffersen, Peter F.
3
Ali, Faek Menla
2
Bekaert, Geert
2
Fusari, Nicola
2
Jacobs, Kris
2
Kelly, Bryan T.
2
Sornette, Didier
2
Spagnolo, Nicola
2
Vu, Nam T.
2
Wu, Jing Cynthia
2
Ahmed Hannan, Swarnali
1
Amaya, Diego
1
Ames, Matthew
1
Anderegg, Benjamin
1
Andersen, Torben
1
Arezki, Rabah
1
Arshanapalli, Bala Gangadhar
1
Ataurima Arellano, Miguel
1
Auray, Stéphane
1
Aït-Sahalia, Yacine
1
Bagnarosa, Guillaume
1
Bai, Jennie
1
Bakas, Dimitrios
1
Bali, Turan G.
1
Bandi, F. M.
1
Bandi, Federico M.
1
Bardgett, Chris
1
Baruník, Jozef
1
Baur, Dirk
1
Benchimol, Jonathan
1
Berg, Kimberly A.
1
Bevilacqua, Mattia
1
Bodenstein, Martin
1
Booth, G. Geoffrey
1
Brandt, Michael W.
1
Bretscher, Lorenzo
1
Buch, Claudia M.
1
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Journal of financial economics
Journal of international money and finance
Energy economics
153
Finance research letters
131
Applied economics
125
Economic modelling
116
International review of economics & finance : IREF
115
International review of financial analysis
105
Journal of econometrics
102
The North American journal of economics and finance : a journal of financial economics studies
96
Journal of banking & finance
83
Journal of empirical finance
81
Working paper / National Bureau of Economic Research, Inc.
81
Applied economics letters
77
NBER working paper series
77
Working paper
77
Applied financial economics
75
Research in international business and finance
73
NBER Working Paper
71
Journal of international financial markets, institutions & money
68
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
62
The journal of futures markets
61
Discussion paper / Tinbergen Institute
57
Economics letters
57
Journal of risk and financial management : JRFM
54
CESifo working papers
53
Discussion paper / Centre for Economic Policy Research
49
International journal of finance & economics : IJFE
48
The European journal of finance
48
International journal of forecasting
47
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
43
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
42
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
39
International Journal of Energy Economics and Policy : IJEEP
38
Quantitative finance
35
Journal of financial econometrics : official journal of the Society for Financial Econometrics
34
Pacific-Basin finance journal
34
International journal of economics and finance
32
Journal of financial econometrics
32
International journal of economics and financial issues : IJEFI
31
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ECONIS (ZBW)
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81
The effect of a common currency on the volatility of the extensive margin of trade
Auray, Stéphane
;
Eyquem, Aurélien
;
Poutineau, …
- In:
Journal of international money and finance
31
(
2012
)
5
,
pp. 1156-1179
Persistent link: https://www.econbiz.de/10009671969
Saved in:
82
Is momentum really momentum?
Novy-Marx, Robert
- In:
Journal of financial economics
103
(
2012
)
3
,
pp. 429-453
Persistent link: https://www.econbiz.de/10009520656
Saved in:
83
Sources of exchange rate fluctuations : are they real or nominal?
Juvenal, Luciana
- In:
Journal of international money and finance
30
(
2011
)
5
,
pp. 849-876
Persistent link: https://www.econbiz.de/10009268765
Saved in:
84
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
Saved in:
85
Analysis of the intraday effects of economic releases on the currency market
Sun, Edward W.
;
Rezania, Omid
;
Račev, Svetlozar T.
; …
- In:
Journal of international money and finance
30
(
2011
)
4
,
pp. 692-707
Persistent link: https://www.econbiz.de/10009268786
Saved in:
86
Current account sustainability in the US : what did we really know about it?
Christopulos, Dēmētrēs K.
;
León-Ledesma, Miguel A.
- In:
Journal of international money and finance
29
(
2010
)
3
,
pp. 442-459
Persistent link: https://www.econbiz.de/10003947740
Saved in:
87
Maximum likelihood estimation of stochastic volatility models
Aït-Sahalia, Yacine
;
Kimmel, Robert
- In:
Journal of financial economics
83
(
2007
)
2
,
pp. 413-452
Persistent link: https://www.econbiz.de/10003425468
Saved in:
88
Growth volatility and financial liberalization
Bekaert, Geert
;
Harvey, Campbell R.
;
Lundblad, Christian
- In:
Journal of international money and finance
25
(
2006
)
3
,
pp. 370-403
Persistent link: https://www.econbiz.de/10003336148
Saved in:
89
Fixed versus flexible : lessons from EMS order flow
Killeen, William P.
;
Lyons, Richard K.
;
Moore, Michael J.
- In:
Journal of international money and finance
25
(
2006
)
4
,
pp. 551-579
Persistent link: https://www.econbiz.de/10003336482
Saved in:
90
Return and volatility linkages between the US and the German stock market
Baur, Dirk
;
Jung, Robert
- In:
Journal of international money and finance
25
(
2006
)
4
,
pp. 598-613
Persistent link: https://www.econbiz.de/10003336485
Saved in:
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