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~isPartOf:"CREATES research paper"
~isPartOf:"Empirica : journal of european economics"
~person:"Andersen, Torben"
~person:"Bahmani-Oskooee, Mohsen"
~person:"Degiannakis, Stavros"
~person:"Hammoudeh, Shawkat"
~person:"Yoon, Seong-min"
~subject:"Aktienmarkt"
~subject:"Kapitaleinkommen"
~subject:"Oil price"
~subject:"Prognoseverfahren"
~subject:"Risk"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Volatilität"
~subject:"Ölpreis"
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Aktienmarkt
Kapitaleinkommen
Oil price
Prognoseverfahren
Risk
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Time series analysis
Volatilität
Ölpreis
Volatility
13
Exchange rate
7
Wechselkurs
7
Estimation
6
Exchange rate volatility
6
Schätzung
6
ARCH model
4
ARCH-Modell
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Asymmetry effects
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Bounds testing
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Andersen, Torben
Bahmani-Oskooee, Mohsen
Degiannakis, Stavros
Hammoudeh, Shawkat
Yoon, Seong-min
Lunde, Asger
8
Santucci de Magistris, Paolo
8
Bollerslev, Tim
7
Christiansen, Charlotte
7
Christoffersen, Peter F.
7
Todorov, Viktor
7
Teräsvirta, Timo
6
Christensen, Bent Jesper
5
Hansen, Peter Reinhard
5
Hounyo, Ulrich
5
Podolskij, Mark
5
Jacobs, Kris
4
Silvennoinen, Annastiina
4
Veliyev, Bezirgen
4
Asgharian, Hossein
3
Barndorff-Nielsen, Ole E.
3
Christensen, Kim
3
Hou, Ai Jun
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Rossi, Eduardo
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Veraart, Almut E. D.
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Violante, Francesco
3
Aftab, Muhammad
2
Amado, Cristina
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Andreasen, Martin Møller
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Barletta, Andrea
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Bennedsen, Mikkel
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Caporin, Massimiliano
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Ergemen, Yunus Emre
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Fusari, Nicola
2
Grassi, Stefano
2
Hegerty, Scott W.
2
Heston, Steven L.
2
Kristensen, Dennis
2
Kruse, Robinson
2
Meddahi, Nour
2
Olesen, Kasper V.
2
Pakkanen, Mikko S.
2
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CREATES research paper
Empirica : journal of european economics
Energy economics
26
Working paper / National Bureau of Economic Research, Inc.
15
Applied economics
12
Journal of econometrics
12
The North American journal of economics and finance : a journal of financial economics studies
11
International review of financial analysis
8
Journal of international financial markets, institutions & money
6
The journal of finance : the journal of the American Finance Association
6
CFS working paper series
5
Economic systems
5
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
5
International review of economics & finance : IREF
5
The energy journal
5
Working papers / Financial Institutions Center
5
Economic modelling
4
Global finance journal
4
Research in international business and finance
4
Working Paper / Bank of Greece
4
Working paper
4
Australian economic papers
3
Bank of Greece Working Paper
3
Econometric Institute research papers
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Economic change and restructuring : empirical and policy research on the transitional and emerging economies
3
Economic issues
3
Finance research letters
3
Financial Institutions Center
3
International review of applied economics
3
Korea and the world economy
3
Pacific-Basin finance journal
3
The International trade journal
3
The Korean economic review
3
Working papers / Federal Reserve Bank of Chicago
3
Applied economics quarterly
2
Applied financial economics
2
Dae oe gyeong je yeon gu
2
Economic change & restructuring
2
Energy policy
2
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ECONIS (ZBW)
13
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1
Time-varying periodicity in intraday volatility
Andersen, Torben
;
Thyrsgaard, Martin
;
Todorov, Viktor
-
2018
Persistent link: https://www.econbiz.de/10011797522
Saved in:
2
Short-term market risks implied by weekly options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2018
Persistent link: https://www.econbiz.de/10011797670
Saved in:
3
Exchange rate volatility and Turkey-EU commodity trade : an asymmetry analysis
Bahmani-Oskooee, Mohsen
;
Durmaz, Nazif
- In:
Empirica : journal of european economics
48
(
2021
)
2
,
pp. 429-482
Persistent link: https://www.econbiz.de/10012543870
Saved in:
4
Exchange rate volatility and domestic investment in G7 : are the effects asymmetric?
Bahmani-Oskooee, Mohsen
;
Baek, Jungho
- In:
Empirica : journal of european economics
48
(
2021
)
3
,
pp. 775-799
Persistent link: https://www.econbiz.de/10012588145
Saved in:
5
Malaysia-EU trade at the industry level : is there an asymmetric response to exchange rate volatility?
Bahmani-Oskooee, Mohsen
;
Aftab, Muhammad
- In:
Empirica : journal of european economics
45
(
2018
)
3
,
pp. 425-455
Persistent link: https://www.econbiz.de/10012031218
Saved in:
6
Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2012
Persistent link: https://www.econbiz.de/10009524097
Saved in:
7
Asymmetric effects of exchange rate changes on the Malaysia-EU trade : evidence from industry data
Bahmani-Oskooee, Mohsen
;
Aftab, Muhammad
- In:
Empirica : journal of european economics
44
(
2017
)
2
,
pp. 339-365
Persistent link: https://www.econbiz.de/10011782904
Saved in:
8
Coherent model-free implied volatility : a corridor fix for high-frequency VIX
Andersen, Torben
;
Bondarenko, Oleg
;
Gonzalez-Perez, Maria T.
-
2011
Persistent link: https://www.econbiz.de/10009385071
Saved in:
9
Stochastic volatility
Andersen, Torben
;
Benzoni, Luca
-
2010
Persistent link: https://www.econbiz.de/10003937010
Saved in:
10
Exchange-rate volatility and commodity trade between the EU and Egypt : evidence from 59 industries
Bahmani-Oskooee, Mohsen
;
Hegerty, Scott W.
;
Hosny, Amr
- In:
Empirica : journal of european economics
42
(
2015
)
1
,
pp. 109-129
Persistent link: https://www.econbiz.de/10011318424
Saved in:
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