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~subject:"Exchange rate"
~subject:"Option pricing theory"
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Search: subject_exact:"Volatility"
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Exchange rate
Option pricing theory
Stochastic process
Volatility
341
Volatilität
339
Estimation
116
Schätzung
116
ARCH model
108
ARCH-Modell
108
Börsenkurs
93
Share price
93
Theorie
77
Theory
77
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72
Stock market
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Capital income
71
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62
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58
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47
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36
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36
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35
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30
Rohstoffderivat
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29
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74
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Han, Liyan
2
Li, Yong
2
Yin, Libo
2
Aftab, Muhammad
1
Agiomirgianakis, George M.
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Asteriou, Dimitrios
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1
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Cheffou, Abdoulkarim Idi
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Economic modelling
International journal of theoretical and applied finance
181
Journal of econometrics
132
Quantitative finance
130
Journal of banking & finance
111
Applied economics
90
The North American journal of economics and finance : a journal of financial economics studies
89
The journal of futures markets
89
Applied mathematical finance
87
Journal of international money and finance
86
Finance research letters
84
NBER working paper series
82
Discussion paper / Tinbergen Institute
79
Mathematical finance : an international journal of mathematics, statistics and financial theory
75
NBER Working Paper
72
The journal of computational finance
71
International review of economics & finance : IREF
68
Working paper
68
Computational economics
67
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
66
Energy economics
65
Journal of empirical finance
62
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62
Economics letters
60
Finance and stochastics
60
Journal of economic dynamics & control
60
Journal of international financial markets, institutions & money
60
Applied economics letters
55
Review of derivatives research
54
Applied financial economics
53
International journal of financial engineering
51
Econometric reviews
49
European journal of operational research : EJOR
49
International journal of finance & economics : IJFE
49
International review of financial analysis
48
Journal of mathematical finance
47
The European journal of finance
47
Journal of risk and financial management : JRFM
46
Research paper series / Swiss Finance Institute
44
Risks : open access journal
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ECONIS (ZBW)
74
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1
Does exchange rate volatility affect the impact of appreciation and depreciation on the trade balance? : a nonlinear bivariate approach
Bosupeng, Mpho
;
Naranpanawa, Athula
;
Su, Jen-je
- In:
Economic modelling
130
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014451157
Saved in:
2
Pricing cryptocurrency options with machine learning regression for handling market volatility
Brini, Alessio
;
Lenz, Jimmie
- In:
Economic modelling
136
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014549153
Saved in:
3
On the role of interest rate differentials in the dynamic asymmetry of exchange rates
Hambuckers, J.
;
Ulm, M.
- In:
Economic modelling
129
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014472153
Saved in:
4
Sequential Bayesian analysis for semiparametric stochastic volatility model with applications
Wang, Nianling
;
Lou, Zhusheng
- In:
Economic modelling
123
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014462582
Saved in:
5
How do monetary shock, financial crisis, and quotation reform affect the long memory of exchange rate volatility? : evidence from major currencies
Wang, Xinyu
;
Qi, Zikang
;
Huang, Jianglu
- In:
Economic modelling
120
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014383984
Saved in:
6
Transition risk of a petroleum currency
Benedictow, Andreas
;
Hammersland, Roger
- In:
Economic modelling
128
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014464326
Saved in:
7
Exchange rates and the global transmission of equity market shocks
Ojea-Ferreiro, Javier
;
Reboredo, Juan Carlos
- In:
Economic modelling
114
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013367523
Saved in:
8
What determines volatility smile in China?
Li, Pengshi
;
Xian, Aichuan
;
Lin, Yan
- In:
Economic modelling
96
(
2021
),
pp. 326-335
Persistent link: https://www.econbiz.de/10012745422
Saved in:
9
In no uncertain terms : the effect of uncertainty on credit frictions and monetary policy
Balke, Nathan S.
;
Martínez-García, Enrique
;
Zeng, Zheng
- In:
Economic modelling
100
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012795898
Saved in:
10
Forecasting natural gas prices using highly flexible time-varying parameter models
Gao, Shen
;
Hou, Chenghan
;
Bao Hoang Nguyen
- In:
Economic modelling
105
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013367152
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