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~isPartOf:"Der Betrieb"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of monetary economics"
~isPartOf:"Monatsbericht"
~subject:"Deutschland"
~subject:"Forecasting model"
~subject:"Volatilität"
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Deutschland
Forecasting model
Volatilität
Exchange rate
122
Wechselkurs
122
Theorie
52
Theory
52
Devisenkurs
42
Volatility
34
Geldpolitik
24
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23
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20
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20
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Devereux, Michael B.
3
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2
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2
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Der Betrieb
Journal of empirical finance
Journal of monetary economics
Monatsbericht
Journal of international money and finance
150
NBER working paper series
99
Applied economics
87
NBER Working Paper
87
Working paper / National Bureau of Economic Research, Inc.
84
Journal of international financial markets, institutions & money
66
Economic modelling
59
Discussion paper / Centre for Economic Policy Research
58
The North American journal of economics and finance : a journal of financial economics studies
55
International review of economics & finance : IREF
54
Journal of forecasting
52
International journal of finance & economics : IJFE
50
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49
CESifo working papers
49
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48
International journal of forecasting
46
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International Journal of Energy Economics and Policy : IJEEP
35
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International review of financial analysis
32
Research in international business and finance
32
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ECONIS (ZBW)
72
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1
On the driving forces of real exchange rates : is the Japanese Yen different?
Maio, Paulo
;
Zeng, Ming
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014477065
Saved in:
2
Forecasting realized volatility with wavelet decomposition
Souropanis, Ioannis
;
Vivian, Andrew
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014477112
Saved in:
3
Multiple testing of the forward rate unbiasedness hypothesis across currencies
Fu, Hsuan
;
Luger, Richard
- In:
Journal of empirical finance
68
(
2022
),
pp. 232-245
Persistent link: https://www.econbiz.de/10013464493
Saved in:
4
Do interest rate differentials drive the volatility of exchange rates? : evidence from an extended stochastic volatility model
Ulm, Maren
;
Hambuckers, Julien
- In:
Journal of empirical finance
65
(
2022
),
pp. 125-148
Persistent link: https://www.econbiz.de/10013286403
Saved in:
5
Can interest rate factors explain exchange rate fluctuations?
Yung, Julieta
- In:
Journal of empirical finance
61
(
2021
),
pp. 34-56
Persistent link: https://www.econbiz.de/10012693233
Saved in:
6
Trading the foreign exchange market with technical analysis and Bayesian Statistics
Hassanniakalager, Arman
;
Sermpinis, Georgios
; …
- In:
Journal of empirical finance
63
(
2021
),
pp. 230-251
Persistent link: https://www.econbiz.de/10013259265
Saved in:
7
The time-varying asymmetry of exchange rate returns : a stochastic volatility : stochastic skewness model
Iseringhausen, Martin
- In:
Journal of empirical finance
58
(
2020
),
pp. 275-292
Persistent link: https://www.econbiz.de/10012430700
Saved in:
8
Cross-sectional return dispersion and currency momentum
Eriksen, Jonas Nygaard
- In:
Journal of empirical finance
53
(
2019
),
pp. 91-108
Persistent link: https://www.econbiz.de/10012171641
Saved in:
9
The role of technical indicators in exchange rate forecasting
Panopulu, Aikaterinē
;
Souropanis, Ioannis
- In:
Journal of empirical finance
53
(
2019
),
pp. 197-221
Persistent link: https://www.econbiz.de/10012171693
Saved in:
10
Using extracted forward rate term structure information to forecast foreign exchange rates
Kearney, Fearghal
;
Cummins, Mark
;
Murphy, Finbarr
- In:
Journal of empirical finance
53
(
2019
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012171702
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