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~isPartOf:"Journal of international money and finance"
~subject:"Estimation"
~subject:"Stochastic volatility"
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Estimation
Stochastic volatility
Volatility
222
Volatilität
221
Exchange rate
78
Wechselkurs
78
Schätzung
68
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64
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64
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Caporale, Guglielmo Maria
3
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2
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2
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2
Vu, Nam T.
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Journal of international money and finance
Energy economics
155
Finance research letters
126
Applied economics
125
Economic modelling
122
Journal of econometrics
121
International review of economics & finance : IREF
114
International review of financial analysis
106
The North American journal of economics and finance : a journal of financial economics studies
104
Journal of banking & finance
92
Journal of empirical finance
82
Working paper / National Bureau of Economic Research, Inc.
81
NBER working paper series
77
Working paper
77
Applied economics letters
75
Applied financial economics
75
NBER Working Paper
71
Research in international business and finance
69
Journal of international financial markets, institutions & money
68
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
67
Economics letters
65
Discussion paper / Tinbergen Institute
62
Quantitative finance
62
The journal of futures markets
61
CESifo working papers
54
Journal of risk and financial management : JRFM
53
International journal of forecasting
50
Discussion paper / Centre for Economic Policy Research
49
Journal of economic dynamics & control
46
The European journal of finance
46
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
44
International journal of finance & economics : IJFE
44
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
42
Journal of financial economics
40
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
39
International Journal of Energy Economics and Policy : IJEEP
37
Journal of financial econometrics : official journal of the Society for Financial Econometrics
34
Pacific-Basin finance journal
34
International journal of economics and finance
32
Journal of financial econometrics
31
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ECONIS (ZBW)
69
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1
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:
2
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:
3
Global risk sentiment and the Swiss franc : a time-varying daily factor decomposition model
Fink, Fabian
;
Frei, Lukas
;
Gloede, Oliver
- In:
Journal of international money and finance
122
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013433368
Saved in:
4
A new angle on excess consumption volatility in emerging countries : does house price matter?
Shin, Wonmun
- In:
Journal of international money and finance
124
(
2022
),
pp. 1-37
Persistent link: https://www.econbiz.de/10013435212
Saved in:
5
The impact of option hedging on the spot market volatility
Anderegg, Benjamin
;
Ulmann, Florian Michael Till
; …
- In:
Journal of international money and finance
124
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013435214
Saved in:
6
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:
7
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:
8
A counterfactual economic analysis of Covid-19 using a threshold augmented multi-country model
Chudik, Alexander
;
Mohaddes, Kamiar
;
Pesaran, M. Hashem
; …
- In:
Journal of international money and finance
119
(
2021
),
pp. 1-26
Persistent link: https://www.econbiz.de/10013285015
Saved in:
9
Asymmetric volatility connectedness on the forex market
Baruník, Jozef
;
Kočenda, Evžen
;
Vácha, Lukáš
- In:
Journal of international money and finance
77
(
2017
),
pp. 39-56
Persistent link: https://www.econbiz.de/10011788089
Saved in:
10
Explosive dynamics in house prices? : an exploration of financial market spillovers in housing markets around the world
Martínez-García, Enrique
;
Grossman, Valerie
- In:
Journal of international money and finance
101
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012392290
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