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type_genre:"Article in journal"
~person:"Bollerslev, Tim"
~person:"Salisu, Afees A."
~subject:"Wechselkurs"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation"
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Wechselkurs
Estimation
64
Schätzung
64
Volatility
30
Volatilität
30
Capital income
27
Kapitaleinkommen
27
Börsenkurs
25
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25
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22
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22
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20
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20
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16
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16
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14
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14
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11
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11
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11
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10
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10
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9
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9
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9
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Article in journal
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11
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Bollerslev, Tim
Salisu, Afees A.
Bahmani-Oskooee, Mohsen
61
MacDonald, Ronald
16
Hsing, Yu
15
Beckmann, Joscha
14
Hegerty, Scott W.
12
Arize, Augustine Chuck
11
Belke, Ansgar
11
Gupta, Rangan
11
Rashid, Abdul
10
Tiwari, Aviral Kumar
10
Caporale, Guglielmo Maria
9
Chinn, Menzie David
9
Grossmann, Axel
9
Pierdzioch, Christian
9
Baharumshah, Ahmad Zubaidi
8
Harvey, Hanafiah
8
Malindretos, John
8
Moosa, Imad A.
8
Sarno, Lucio
8
Sosvilla-Rivero, Simón
8
Aftab, Muhammad
7
Cho, Dooyeon
7
Morley, Bruce
7
Nouira, Ridha
7
Rahman, A. K. M. Matiur
7
Shahbaz, Muhammad
7
Su, Chi-Wei
7
Wohar, Mark E.
7
Baek, Jungho
6
Cheung, Yin-Wong
6
Frömmel, Michael
6
Karamelikli, Huseyin
6
Kitamura, Yoshihiro
6
Kutan, Ali Mustafa
6
Maitra, Biswajit
6
Menkhoff, Lukas
6
Ozcelebi, Oguzhan
6
Simpson, Marc W.
6
Adam, Pasrun
5
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics and Business Letters : EBL
1
Emerging markets, finance and trade : EMFT
1
Energy economics
1
International journal of finance & economics : IJFE
1
International review of economics & finance : IREF
1
Journal of econometrics
1
Journal of economic dynamics & control
1
Journal of macroeconomics
1
The North American journal of economics and finance : a journal of financial economics studies
1
The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
11
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1
Modeling exchange rate -interest rate differential nexus in BRICS : the role asymmetry and structural breaks
Sani, Zainab
;
Salisu, Afees A.
;
Onyia, Eucharia
;
Anih, …
- In:
Economics and Business Letters : EBL
9
(
2020
)
2
,
pp. 73-83
Persistent link: https://www.econbiz.de/10012216768
Saved in:
2
A firm level analysis of asymmetric response of U.S. stock returns to exchange rate movements
Salisu, Afees A.
;
Isah, Kazeem
;
Ogbonnaya-Orji, Nnenna
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 1220-1239
Persistent link: https://www.econbiz.de/10012815021
Saved in:
3
Exchange rate predictability with nine alternative models for BRICS countries
Salisu, Afees A.
;
Gupta, Rangan
;
Kim, Won Joong
- In:
Journal of macroeconomics
71
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013328218
Saved in:
4
Oil tail risk and the tail risk of the US Dollar exchange rates
Salisu, Afees A.
;
Olaniran, Abeeb
;
Tchankam, Jean Paul
- In:
Energy economics
109
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013283764
Saved in:
5
Analysis of asymmetric response of exchange rate to interest rate differentials : the case of African Big 4
Musa, Abdullahi Usman
;
Salisu, Afees A.
;
Aliyu, Victoria O.
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012668019
Saved in:
6
The behavior of exchange rate and stock returns in high and low interest rate environments
Salisu, Afees A.
;
Xuan Vinh Vo
- In:
International review of economics & finance : IREF
74
(
2021
),
pp. 138-149
Persistent link: https://www.econbiz.de/10012792945
Saved in:
7
Asymmetric and time-varying behavior of exchange rate and interest rate differential in emerging markets
Salisu, Afees A.
;
Adeleke, Ibrahim Adegoke
;
Akanni, …
- In:
Emerging markets, finance and trade : EMFT
57
(
2021
)
14
,
pp. 3944-3959
Persistent link: https://www.econbiz.de/10012650068
Saved in:
8
Modeling and forecasting realized volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
2
,
pp. 579-625
Persistent link: https://www.econbiz.de/10001750369
Saved in:
9
Estimating stochastic volatility diffusion using conditional moments of integrated volatility
Bollerslev, Tim
;
Zhou, Hao
- In:
Journal of econometrics
109
(
2002
)
1
,
pp. 33-65
Persistent link: https://www.econbiz.de/10001663892
Saved in:
10
Order flow and the bid-ask spread : an empirical probability model of screen-based trading
Bollerslev, Tim
- In:
Journal of economic dynamics & control
21
(
1997
)
8
,
pp. 1471-1491
Persistent link: https://www.econbiz.de/10001222036
Saved in:
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