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type_genre:"Article in journal"
type_genre:"Survey"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of international economics"
~isPartOf:"Journal of international money and finance"
~subject:"Volatility"
~type:"article"
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Volatility
Estimation
1,119
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Theorie
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219
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219
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192
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Prokopczuk, Marcel
5
Wese Simen, Chardin
4
Caporale, Guglielmo Maria
3
Li, Junye
3
Ali, Faek Menla
2
Bodenstein, Martin
2
Guerrieri, Luca
2
Hautsch, Nikolaus
2
Jung, Robert
2
Lahaye, Jérôme
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Sornette, Didier
2
Spagnolo, Nicola
2
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2
Vu, Nam T.
2
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2
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1
Akdeniz, Levent
1
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1
Ames, Matthew
1
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1
Anderson, Heather M.
1
Andreou, Panayiotis C.
1
Annaert, Jan
1
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1
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Arshanapalli, Bala Gangadhar
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Ataurima Arellano, Miguel
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1
Baur, Dirk
1
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1
Beetsma, Roel
1
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1
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Journal of banking & finance
Journal of international 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 empirical finance
80
Applied economics letters
77
Applied financial economics
75
Research in international business and finance
72
Journal of international financial markets, institutions & money
68
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
61
The journal of futures markets
61
Economics letters
57
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54
International journal of finance & economics : IJFE
48
International journal of forecasting
47
The European journal of finance
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
Journal of financial economics
37
Quantitative finance
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Pacific-Basin finance journal
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
33
International journal of economics and finance
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Journal of financial econometrics
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International journal of economics and financial issues : IJEFI
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Journal of economic dynamics & control
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
29
Cogent economics & finance
28
Econometric reviews
28
Journal of forecasting
28
Journal of financial markets
27
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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ECONIS (ZBW)
166
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1
Evolution of the exchange rate pass-through into prices in Peru : an empirical application using TVP-VAR-SV models
Rodriguez, Gabriel
;
Castillo B., Paul
;
Calero, Roberto
; …
- In:
Journal of international money and finance
142
(
2024
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014549830
Saved in:
2
The volatility of capital flows in emerging markets : measures and determinants
Pagliari, Maria Sole
;
Ahmed Hannan, Swarnali
- In:
Journal of international money and finance
145
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014551409
Saved in:
3
The sum of all fears : forecasting international returns using option-implied risk measures
Gagnon, Marie-Hélène
;
Power, Gabriel J.
;
Toupin, Dominique
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014248207
Saved in:
4
Why does option-implied volatility forecast realized volatility? : evidence from news events
Chen, Sipeng
;
Li, Gang
- In:
Journal of banking & finance
156
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014487208
Saved in:
5
The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper
;
Kjær, Mads Markvart
; …
- In:
Journal of banking & finance
155
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014490508
Saved in:
6
Liquidity shocks and the negative premium of liquidity volatility around the world
Feng, Frank Y.
;
Kang, Wenjin
;
Zhang, Huiping
- In:
Journal of international money and finance
139
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014478240
Saved in:
7
Global impacts of US monetary policy uncertainty shocks
Lastauskas, Povilas
;
Nguyen, Anh D. M.
- In:
Journal of international economics
145
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014480276
Saved in:
8
Price discovery in equity markets : a state-dependent analysis of spot and futures markets
Kuck, Konstantin
;
Schweikert, Karsten
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462550
Saved in:
9
The low-magnitude and high-magnitude asymmetries in tail dependence structures in international equity markets and the role of bilateral exchange rate
Chang, Kuang-Liang
- In:
Journal of international money and finance
133
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014304729
Saved in:
10
Global risk sentiment and the Swiss franc : a time-varying daily factor decomposition model
Fink, Fabian
;
Frei, Lukas
;
Gloede, Oliver
- In:
Journal of international money and finance
122
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013433368
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