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~isPartOf:"Journal of multinational financial management"
~isPartOf:"The review of economics and statistics"
~subject:"ARCH model"
~subject:"Germany"
~subject:"Kapitaleinkommen"
~subject:"USA"
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Search: subject_exact:"Devisenbörse"
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ARCH model
Germany
Kapitaleinkommen
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37
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13
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12
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Aabo, Tom
1
Abankwa, Samuel
1
Blenman, Lloyd P.
1
Bollerslev, Tim
1
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1
Clarida, Richard H.
1
DeJong, David Neil
1
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1
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1
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Journal of multinational financial management
The review of economics and statistics
Journal of international money and finance
36
Working paper / National Bureau of Economic Research, Inc.
34
Journal of international financial markets, institutions & money
23
Journal of banking & finance
20
NBER Working Paper
19
NBER working paper series
19
Discussion paper / Centre for Economic Policy Research
13
International review of financial analysis
13
CESifo working papers
12
International review of economics & finance : IREF
11
International finance discussion papers
10
Research in international business and finance
10
The review of financial studies
10
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9
Economic modelling
9
Applied financial economics
8
Economics letters
8
Journal of financial economics
8
Finance research letters
7
Journal of international economics
7
The North American journal of economics and finance : a journal of financial economics studies
7
The journal of finance : the journal of the American Finance Association
7
The journal of futures markets
7
Journal of financial markets
6
Journal of money, credit and banking : JMCB
6
The journal of trading
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Applied economics letters
5
Global finance journal
5
Journal of empirical finance
5
Working paper
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CFS working paper series
4
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4
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
4
Europäische Hochschulschriften / 5
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IMF working paper
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International economics research paper
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Journal of applied econometrics
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ECONIS (ZBW)
20
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1
Further evidence on the returns to technical trading rules : insights from fourteen currencies
Dockery, Everton
;
Todorov, Ivan
- In:
Journal of multinational financial management
69
(
2023
),
pp. 1-31
Persistent link: https://www.econbiz.de/10014440162
Saved in:
2
Measuring liquidity risk effects on carry trades across currencies and regimes
Abankwa, Samuel
;
Blenman, Lloyd P.
- In:
Journal of multinational financial management
60
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012794687
Saved in:
3
Volatility connectedness in global foreign exchange markets
Wen, Tiange
;
Wang, Gang-Jin
- In:
Journal of multinational financial management
54
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012597032
Saved in:
4
Diversification role of currency momentum for carry trade : evidence from financial crises
Yamani, Ehab
- In:
Journal of multinational financial management
49
(
2019
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012314313
Saved in:
5
Relationship between stock and currency markets conditional on the US stock returns : a vine copula approach
Tachibana, Minoru
- In:
Journal of multinational financial management
46
(
2018
),
pp. 75-106
Persistent link: https://www.econbiz.de/10012055790
Saved in:
6
The German humpback : internationalization and foreign exchange hedging
Aabo, Tom
;
Ploeen, Rasmus
- In:
Journal of multinational financial management
27
(
2014
),
pp. 114-129
Persistent link: https://www.econbiz.de/10010516807
Saved in:
7
Measuring market integration : foreign exchange arbitrage and the gold standard, 1879 - 1913
Canjels, Eugene
;
Prakash-Canjels, Gauri
;
Taylor, Alan M.
- In:
The review of economics and statistics
86
(
2004
)
4
,
pp. 868-882
Persistent link: https://www.econbiz.de/10002535627
Saved in:
8
Macroeconomic news announcements and the role of expectations : evidence for US bond, stock and foreign exchange markets
Kim, Suk-Joong
;
McKenzie, Michael D.
;
Faff, Robert W.
- In:
Journal of multinational financial management
14
(
2004
)
3
,
pp. 217-232
Persistent link: https://www.econbiz.de/10002539268
Saved in:
9
Testing for forward-rate unbiasedness : on regression in levels and in returns
Maynard, Alex
- In:
The review of economics and statistics
85
(
2003
)
2
,
pp. 313-327
Persistent link: https://www.econbiz.de/10001762629
Saved in:
10
Nonlinear features of realized FX volatility
Maheu, John M.
;
McCurdy, Thomas H.
- In:
The review of economics and statistics
84
(
2002
)
4
,
pp. 668-681
Persistent link: https://www.econbiz.de/10001711218
Saved in:
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