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~isPartOf:"Economics letters"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"United States"
~subject:"Wechselkurs"
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Search: subject_exact:"Volatility"
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United States
Wechselkurs
Volatility
806
Volatilität
806
Theorie
242
Theory
242
Estimation
227
Schätzung
227
ARCH model
191
ARCH-Modell
191
Börsenkurs
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Nichtparametrisches Verfahren
49
Nonparametric statistics
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Spillover effect
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Bollerslev, Tim
4
Beltratti, Andrea
3
Du, Ding
3
Engle, Robert F.
3
Hu, Ou
3
Morana, Claudio
3
Aloui, Chaker
2
Cecen, A. A.
2
Chkili, Walid
2
Christensen, Bent Jesper
2
Erkal, Cahit
2
Ghysels, Eric
2
Grobys, Klaus
2
Gupta, Rangan
2
Hammoudeh, Shawkat
2
Harvey, Andrew C.
2
Kang, Wensheng
2
Kim, Suk-Joong
2
McKenzie, Michael D.
2
Mensi, Walid
2
Narayan, Paresh Kumar
2
Nguyen, Duc Khuong
2
Nielsen, Morten Ørregaard
2
Ratti, Ronald A.
2
Shahbaz, Muhammad
2
Solakoğlu, Mehmet Nihat
2
Taylor, Stephen
2
Tunç, Cengiz
2
Vithessonthi, Chaiporn
2
Xuan Vinh Vo
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2
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1
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1
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1
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1
Al-Abri, Almukhtar S.
1
Alcalá Agulló, Francisco
1
Alshater, Muneer Maher
1
Andersen, Torben
1
Andrada Félix, Julián
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Economics letters
Journal of econometrics
Journal of international financial markets, institutions & money
Working paper / National Bureau of Economic Research, Inc.
211
The journal of futures markets
133
Discussion paper / Centre for Economic Policy Research
99
Journal of international money and finance
99
Applied economics
85
The North American journal of economics and finance : a journal of financial economics studies
83
Journal of banking & finance
82
The review of financial studies
82
NBER working paper series
81
Applied financial economics
76
Energy economics
74
International review of economics & finance : IREF
69
NBER Working Paper
69
Economic modelling
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Working paper
63
Finance research letters
62
The journal of finance : the journal of the American Finance Association
59
Applied economics letters
57
Journal of empirical finance
57
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
57
International review of financial analysis
56
CESifo working papers
52
International journal of finance & economics : IJFE
49
Journal of financial and quantitative analysis : JFQA
48
Research in international business and finance
46
Journal of financial economics
44
International Journal of Energy Economics and Policy : IJEEP
39
International journal of economics and financial issues : IJEFI
39
Discussion paper / Tinbergen Institute
37
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
36
Global finance journal
35
IMF working papers
34
Journal of money, credit and banking : JMCB
33
Finance and economics discussion series
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Journal of risk and financial management : JRFM
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The review of economics and statistics
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ECONIS (ZBW)
155
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1
The nonlinear and negative tail dependence and risk spillovers between foreign exchange and stock markets in emerging economies
Tian, Maoxi
;
El Khoury, Rim
;
Alshater, Muneer Maher
- In:
Journal of international financial markets, …
82
(
2023
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014246021
Saved in:
2
Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 389-415
Persistent link: https://www.econbiz.de/10014339985
Saved in:
3
Global financial uncertainty shocks and external monetary vulnerability : the role of dominance, exposure, and history
Köhler, Karsten
;
Bonizzi, Bruno
;
Kaltenbrunner, Annina
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014482973
Saved in:
4
Dynamic connectedness between investors' sentiment and asset prices : a comparison between major markets in Europe and USA
Sakariyahu, Rilwan
;
Johan, Sofia Atiqah
;
Lawal, Rodiat
; …
- In:
Journal of international financial markets, …
89
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014490069
Saved in:
5
Did cryptomarket chaos unleash Silvergate's bankruptcy? : investigating the high-frequency volatility and connectedness behind the collapse
Esparcia, Carlos
;
Escribano, Ana
;
Jareño, Francisco
- In:
Journal of international financial markets, …
89
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014490072
Saved in:
6
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
7
A parsimonious model of trade, finance and endogenous currency choices in international reserves
Lu, Dong
;
Mu, Yuhao
- In:
Economics letters
225
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014308612
Saved in:
8
Exchange-rate and news : evidence from the COVID pandemic
Aquilante, Tommaso
;
Di Pace, Federico
;
Masolo, Riccardo M.
- In:
Economics letters
213
(
2022
),
pp. 1-3
Persistent link: https://www.econbiz.de/10013442144
Saved in:
9
Exchange rate volatility connectedness during Covid-19 outbreak : DECO-GARCH and Transfer Entropy approaches
Ngo Thai Hung
;
Linh Thi My Nguyen
;
Xuan Vinh Vo
- In:
Journal of international financial markets, …
81
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013533345
Saved in:
10
The yen-dollar risk premium : a story of regime shifts in bond markets
Cho, Sungjun
;
Hyde, Stuart
;
Liu, Liu
- In:
Journal of international financial markets, …
78
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013357263
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