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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"ARCH model"
~subject:"Impact assessment"
~type:"article"
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ARCH model
Impact assessment
Exchange rate
102
Wechselkurs
101
Volatility
54
Volatilität
54
Estimation
43
Schätzung
43
Theorie
29
Theory
29
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29
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29
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28
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28
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24
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Beckmann, Joscha
2
Rodriguez, Gabriel
2
Abrego, Lisandro E.
1
Aloui, Riadh
1
Anjum, Hassan
1
Arellano, Miguel Ataurima
1
Aristy-Escuder, Jaime
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Baak, Saang Joon
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Belke, Ansgar
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Ben Aïssa, Mohamed Safouane
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Castillo B., Paul
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Ding, Shusheng
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1
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1
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1
Jesús, Raúl de
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1
Pilbeam, Keith
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The North American journal of economics and finance : a journal of financial economics studies
Journal of international money and finance
35
Economic modelling
27
Journal of international financial markets, institutions & money
27
Applied economics
23
Journal of international economics
22
Finance research letters
18
International review of economics & finance : IREF
18
Applied economics letters
17
International journal of economics and financial issues : IJEFI
17
International journal of finance & economics : IJFE
17
Applied financial economics
16
Research in international business and finance
15
Energy economics
14
International Journal of Energy Economics and Policy : IJEEP
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
Open economies review
12
International journal of economics and finance
11
International review of financial analysis
11
Journal of empirical finance
11
Journal of forecasting
11
Journal of risk and financial management : JRFM
11
CBN journal of applied statistics
10
Iranian economic review : journal of University of Tehran
10
Macroeconomics and finance in emerging market economies
10
Cogent economics & finance
9
Journal of banking & finance
9
Economics letters
8
Emerging markets review
8
Finance a úvěr
8
International journal of forecasting
8
Journal of Asian economics
8
The Indian economic journal
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
Asia-Pacific financial markets
7
Asian economic papers
7
Global business review
7
International economic journal
7
Journal of economic integration
7
Journal of money, credit and banking : JMCB
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ECONIS (ZBW)
24
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date (oldest first)
1
Does the Central Bank of Peru respond to
exchange
rate
movements? : a Bayesian estimation of a New Keynesian DSGE model with FX interventions
Rodriguez, Gabriel
;
Castillo B., Paul
;
Hasegawa, Harumi
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014485281
Saved in:
2
Time-varying risk aversion and renminbi
exchange
rate
volatility : evidence from CARR-MIDAS model
Wu, Xinyu
;
Xie, Haibin
;
Zhang, Huanming
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013449372
Saved in:
3
How oil price and
exchange
rate
affect stock price in China using Bayesian Quantile_on_Quantile with GARCH approach
Chang, Hao Wen
;
Chang, Tsangyao
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014247010
Saved in:
4
Effects of Japanese quantitative easing policy on the economies of Japan and Korea
Ryou, Jai-won
;
Baak, Saang Joon
;
Kim, Won Joong
- In:
The North American journal of economics and finance : a …
48
(
2019
),
pp. 241-252
Persistent link: https://www.econbiz.de/10012120236
Saved in:
5
Contagion effects in ASEAN-5 exchange rates during the Covid-19 pandemic
Nur Ain Shahrier
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013534059
Saved in:
6
Forecasting risk in the US Dollar
exchange
rate
under volatility shifts
Anjum, Hassan
;
Malik, Farooq
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012664814
Saved in:
7
Incorporating the RMB internationalization effect into its
exchange
rate
volatility forecasting
Ding, Shusheng
;
Cui, Tianxiang
;
Zhang, Yongmin
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012665485
Saved in:
8
Jump probability using volatility periodicity filters in US Dollar/Euro exchange rates
Yi, Chae-Deug
- In:
The North American journal of economics and finance : a …
53
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012632203
Saved in:
9
Empirical modeling of high-income and emerging stock and Forex market return volatility using Markov-switching GARCH models
Arellano, Miguel Ataurima
;
Perez Rodriguez, Gabriel
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012654810
Saved in:
10
Time-varying effects of macroeconomic news on euro-dollar returns
Ben Omrane, Walid
;
Savaser, Tanseli
;
Welch, Robert L.
; …
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012201385
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