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type_genre:"Article in journal"
type_genre:"Survey"
~isPartOf:"The European journal of finance"
~subject:"ARCH model"
~subject:"Wechselkurs"
~type_genre:"Collection of articles of several authors"
~type_genre:"Conference paper"
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Search: subject_exact:"Estimation"
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ARCH model
Wechselkurs
Estimation
194
Schätzung
194
Theorie
69
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69
Capital income
66
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66
Börsenkurs
48
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48
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36
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Choudhry, Taufiq
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Algaba, Andres
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Alireza Zarei
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The European journal of finance
Applied economics
116
Journal of international money and finance
110
International review of economics & finance : IREF
95
Economic modelling
92
Energy economics
85
The North American journal of economics and finance : a journal of financial economics studies
79
Finance research letters
70
International review of financial analysis
68
Journal of international financial markets, institutions & money
68
Applied economics letters
64
International journal of finance & economics : IJFE
62
Applied financial economics
59
International journal of economics and financial issues : IJEFI
59
Journal of empirical finance
58
Research in international business and finance
48
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
46
Journal of risk and financial management : JRFM
46
International journal of economics and finance
41
International journal of forecasting
39
Journal of banking & finance
39
The empirical economics letters : a monthly international journal of economics
38
Journal of econometrics
37
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
35
Economics letters
32
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
32
Open economies review
32
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
31
Cogent economics & finance
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International Journal of Energy Economics and Policy : IJEEP
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Journal of international economics
27
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
26
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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The journal of futures markets
26
Journal of economics and finance
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Global finance journal
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Emerging markets, finance and trade : EMFT
19
International economic journal
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ECONIS (ZBW)
35
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35
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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
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:
4
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:
5
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:
6
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
Saved in:
7
Industry portfolio allocation with asymmetric correlations
Kim, Myeong Hyeon
;
Park, Seyoung
;
Yoon, Jong Mun
- In:
The European journal of finance
27
(
2021
)
1/2
,
pp. 178-198
Persistent link: https://www.econbiz.de/10012424937
Saved in:
8
U.S. unconventional monetary policy and risk tolerance in major currency markets
Fassas, Athanasios P.
;
Kenourgios, Dimitris
;
Papadamou, …
- In:
The European journal of finance
27
(
2021
)
10
,
pp. 994-1008
Persistent link: https://www.econbiz.de/10012609247
Saved in:
9
Spot exchange rate volatility, uncertain policies and export investment decision of firms : a mean-variance decision approach
Mukherjee, Subhadip
;
Mukherjee, Soumyatanu
;
Mishra, Tapas
; …
- In:
The European journal of finance
27
(
2021
)
8
,
pp. 752-773
Persistent link: https://www.econbiz.de/10012516131
Saved in:
10
The variance implied conditional correlation
Algaba, Andres
;
Boudt, Kris
;
Vanduffel, Steven
- In:
The European journal of finance
26
(
2020
)
2/3
,
pp. 200-222
Persistent link: https://www.econbiz.de/10012207197
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