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subject:"Volatility"
~isPartOf:"The European journal of finance"
~subject:"Share price"
~subject:"Wechselkurs"
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Volatility
Share price
Wechselkurs
Estimation
195
Schätzung
195
Theorie
70
Theory
70
Capital income
67
Kapitaleinkommen
67
Börsenkurs
49
Volatilität
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Copeland, Laurence S.
3
Gupta, Rangan
3
Pierdzioch, Christian
3
Ap Gwilym, Owain
2
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2
Knif, Johan
2
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The European journal of finance
Applied economics
221
Finance research letters
217
International review of economics & finance : IREF
211
NBER working paper series
196
Working paper / National Bureau of Economic Research, Inc.
195
Economic modelling
192
Applied economics letters
181
International review of financial analysis
179
Energy economics
173
NBER Working Paper
173
Journal of international money and finance
169
The North American journal of economics and finance : a journal of financial economics studies
165
Journal of banking & finance
159
Applied financial economics
152
Journal of empirical finance
141
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129
Journal of econometrics
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Economics letters
88
The journal of futures markets
88
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86
International journal of economics and financial issues : IJEFI
85
International journal of economics and finance
81
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
80
Discussion paper / Tinbergen Institute
79
Pacific-Basin finance journal
73
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
72
Cogent economics & finance
67
Review of quantitative finance and accounting
66
The empirical economics letters : a monthly international journal of economics
63
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
62
International journal of forecasting
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ECONIS (ZBW)
86
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86
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1
The information content of currency option-implied volatilities : implications for ex-ante forecasts of global equity correlations
Figueiredo, Antonio
;
Parhizgari, Ali M.
;
Dupoyet, Brice
- In:
The European journal of finance
29
(
2023
)
18
,
pp. 2128-2153
Persistent link: https://www.econbiz.de/10014418133
Saved in:
2
Do Divisia monetary aggregates help forecast exchange rates in a negative interest rate environment?
Molinas, Luis Antonio
;
Binner, Jane M.
;
Tong, Meng
- In:
The European journal of finance
29
(
2023
)
7
,
pp. 780-799
Persistent link: https://www.econbiz.de/10014322555
Saved in:
3
A Hawkes process analysis of high-frequency price endogeneity and market efficiency
Zhuo, Jingbin
;
Chen, Yufan
;
Zhou, Bang
;
Lang, Baiming
; …
- In:
The European journal of finance
30
(
2024
)
9
,
pp. 949-979
Persistent link: https://www.econbiz.de/10014548011
Saved in:
4
Improving financial volatility nowcasts
Kruse-Becher, Robinson
;
Liu, Yuze
- In:
The European journal of finance
30
(
2024
)
2
,
pp. 101-126
Persistent link: https://www.econbiz.de/10014547345
Saved in:
5
Pricing of foreign exchange rate and interest rate risks using short to long horizon returns
Joseph, Nathan Lael
;
Su, Chen
;
Huang, Winifred
;
Lai, Baoying
- In:
The European journal of finance
27
(
2021
)
17
,
pp. 1684-1713
Persistent link: https://www.econbiz.de/10012872913
Saved in:
6
The pricing of unexpected volatility in the currency market
Lu, Wenna
;
Copeland, Laurence S.
;
Xu, Yongdeng
- In:
The European journal of finance
29
(
2023
)
17
,
pp. 2032-2046
Persistent link: https://www.econbiz.de/10014388546
Saved in:
7
Tail risks and forecastability of stock returns of advanced economies : evidence from centuries of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula Ephraim
- In:
The European journal of finance
29
(
2023
)
4
,
pp. 466-481
Persistent link: https://www.econbiz.de/10014322538
Saved in:
8
Momentum and market volatility : a Bayesian regime-switching model
Cao, Jia
;
Copeland, Laurence S.
- In:
The European journal of finance
29
(
2023
)
5
,
pp. 483-507
Persistent link: https://www.econbiz.de/10014322539
Saved in:
9
The relevance of banks to the European stock market
Kick, Andreas
;
Rottmann, Horst
- In:
The European journal of finance
29
(
2023
)
12
,
pp. 1432-1459
Persistent link: https://www.econbiz.de/10014323021
Saved in:
10
Forecasting realized volatility of bitcoin returns : tail events and asymmetric loss
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
The European journal of finance
27
(
2021
)
16
,
pp. 1626-1644
Persistent link: https://www.econbiz.de/10012872908
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