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~isPartOf:"Applied financial economics"
~isPartOf:"Journal of international money and finance"
~subject:"Prognoseverfahren"
~subject:"Theorie"
~type_genre:"Article in journal"
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Search: subject_exact:"Volatilität"
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Prognoseverfahren
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Volatility
495
Volatilität
495
Estimation
145
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145
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115
Wechselkurs
115
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Degiannakis, Stavros
3
McMillan, David G.
3
Aizenman, Joshua
2
Becchetti, Leonardo
2
Gupta, Rangan
2
Niizeki, Mikiyo Kii
2
Pierdzioch, Christian
2
Ploeg, Frederick van der
2
Reeves, Jonathan J.
2
Xie, Xuan
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1
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1
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1
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1
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1
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1
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1
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1
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1
Ap Gwilym, Owain
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1
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Asai, Manabu
1
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1
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1
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1
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Applied financial economics
Journal of international money and finance
Finance research letters
175
Journal of econometrics
153
Energy economics
152
Journal of banking & finance
144
International journal of forecasting
134
International review of financial analysis
124
Journal of forecasting
123
Economic modelling
116
International review of economics & finance : IREF
106
Journal of empirical finance
106
Economics letters
97
Applied economics
93
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85
The North American journal of economics and finance : a journal of financial economics studies
85
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
82
International journal of theoretical and applied finance
80
Journal of economic dynamics & control
76
Mathematical finance : an international journal of mathematics, statistics and financial theory
73
The European journal of finance
71
The journal of futures markets
69
Applied economics letters
68
The review of financial studies
64
Quantitative finance
63
Econometric reviews
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
57
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
56
Computational economics
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International journal of finance & economics : IJFE
54
Journal of international financial markets, institutions & money
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Journal of risk and financial management : JRFM
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Applied mathematical finance
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The journal of finance : the journal of the American Finance Association
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Finance and stochastics
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Journal of financial econometrics
39
Journal of monetary economics
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ECONIS (ZBW)
130
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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
Monetary policy and information shocks in a block-recursive SVAR
Keweloh, Sascha Alexander
;
Hetzenecker, Stephan
;
Seepe, …
- In:
Journal of international money and finance
137
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014478082
Saved in:
3
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:
4
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:
5
The origin of the law of one price deviations : insights from the good-level real exchange rate volatility
Nakamura, Fumitaka
- In:
Journal of international money and finance
128
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013438376
Saved in:
6
Switching volatility in a nonlinear open economy
Benchimol, Jonathan
;
Ivashchenko, Sergey
- In:
Journal of international money and finance
110
(
2021
),
pp. 1-31
Persistent link: https://www.econbiz.de/10012795525
Saved in:
7
Forecasting realized oil-price volatility : the role of financial stress and asymmetric loss
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
Journal of international money and finance
104
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012395236
Saved in:
8
Spillover effects of capital controls on capital flows and financial risk contagion
Fan, Haichao
;
Gou, Qin
;
Peng, Yuchao
;
Xie, Wenjing
- In:
Journal of international money and finance
105
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012395259
Saved in:
9
The determinants of the model-free positive and negative volatilities
Bevilacqua, Mattia
;
Morelli, David
;
Tunaru, Radu
- In:
Journal of international money and finance
92
(
2019
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012134504
Saved in:
10
Regime-switching in emerging market business cycles : interest rate volatility and sudden stops
Reyes-Heroles, Ricardo
;
Tenorio, Gabriel
- In:
Journal of international money and finance
93
(
2019
),
pp. 81-100
Persistent link: https://www.econbiz.de/10012138617
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