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subject:"USA"
~isPartOf:"Journal of applied econometrics"
~subject:"Currency changeover"
~subject:"Volatilität"
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USA
Currency changeover
Volatilität
Estimation
362
Schätzung
362
Theorie
172
Theory
172
United States
107
Welt
49
World
49
Statistical test
48
Statistischer Test
48
Estimation theory
46
Schätztheorie
46
Time series analysis
44
Zeitreihenanalyse
44
Forecasting model
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Prognoseverfahren
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Panel study
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Volatility
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25
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Bayes-Statistik
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Bayesian inference
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Nichtparametrisches Verfahren
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Nonparametric statistics
23
Schock
21
Shock
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19
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English
131
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Marcellino, Massimiliano
5
Pesaran, M. Hashem
3
Altavilla, Carlo
2
Chesher, Andrew
2
Dijk, Dick van
2
Fleissig, Adrian R.
2
Giannone, Domenico
2
Kapetanios, George
2
Li, Mingliang
2
Mavroeidis, Sophocles
2
Nielsen, Morten Ørregaard
2
Phillips, Peter C. B.
2
Serletis, Apostolos
2
Sola, Martin
2
Spagnolo, Fabio
2
Urbain, Jean-Pierre
2
Vahid, Farshid
2
Wel, Michel van der
2
Aassve, Arnstein
1
Andersen, Torben
1
Anderson, Gordon
1
Anderson, Heather M.
1
Ando, Tomohiro
1
Artis, Michael J.
1
Ascari, Guido
1
Assenmacher-Wesche, Katrin
1
Athanasopoulos, George
1
Augurzky, Boris
1
Bae, Youngsoo
1
Bai, Jushan
1
Bailey, Natalia
1
Banerjee, Anindya
1
Baum, Christopher F.
1
Baumeister, Christiane
1
Bearse, Peter M.
1
Beck, Günter W.
1
Bekdache, Basma
1
Belzil, Christian
1
Benati, Luca
1
Bhat, Chandra R.
1
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Journal of applied econometrics
Working paper / National Bureau of Economic Research, Inc.
1,886
Discussion paper / Centre for Economic Policy Research
541
Discussion paper series / IZA
445
Applied economics
432
NBER working paper series
381
CESifo working papers
258
Finance research letters
251
Working paper
249
Applied economics letters
246
Energy economics
245
Journal of international money and finance
245
NBER Working Paper
237
Economic modelling
230
Journal of banking & finance
223
International review of economics & finance : IREF
222
Finance and economics discussion series
217
Applied financial economics
212
The journal of finance : the journal of the American Finance Association
210
The American economic review
202
IZA Discussion Papers
201
International review of financial analysis
200
The review of economics and statistics
197
The North American journal of economics and finance : a journal of financial economics studies
179
The review of financial studies
178
Economics letters
177
Journal of econometrics
170
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
166
The journal of futures markets
166
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
147
Research in international business and finance
147
Journal of international financial markets, institutions & money
146
Journal of financial economics
142
Journal of money, credit and banking : JMCB
131
Journal of financial and quantitative analysis : JFQA
125
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
123
Journal of empirical finance
119
Working Paper
117
CESifo Working Paper
115
IMF working papers
115
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ECONIS (ZBW)
131
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1
Structural breaks and GARCH models of exchange rate volatility
Rapach, David E.
;
Strauss, Jack
- In:
Journal of applied econometrics
23
(
2008
)
1
,
pp. 65-90
Persistent link: https://www.econbiz.de/10003682842
Saved in:
2
The conditional heteroscedasticity of the yen-dollar exchange rate
Tse, Yiu Kuen
- In:
Journal of applied econometrics
13
(
1998
)
1
,
pp. 49-55
Persistent link: https://www.econbiz.de/10001237949
Saved in:
3
Nonlinear granger causality : guidelines for multivariate analysis
Diks, Cees G. H.
;
Wolski, Marcin
- In:
Journal of applied econometrics
31
(
2016
)
7
,
pp. 1333-1351
Persistent link: https://www.econbiz.de/10011687494
Saved in:
4
Robust tests of forward exchange market efficiency with empirical evidence from the 1920s
Phillips, Peter C. B.
- In:
Journal of applied econometrics
11
(
1996
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10001196180
Saved in:
5
Inference on self-exciting jumps in prices and volatility using high-frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
- In:
Journal of applied econometrics
32
(
2017
)
3
,
pp. 504-532
Persistent link: https://www.econbiz.de/10011694633
Saved in:
6
Anchoring the yield curve using survey expectations
Altavilla, Carlo
;
Giacomini, Raffaella
;
Ragusa, Giuseppe
- In:
Journal of applied econometrics
32
(
2017
)
6
,
pp. 1055-1068
Persistent link: https://www.econbiz.de/10011862313
Saved in:
7
Purchasing power parity and the Taylor rule
Kim, Hyeongwoo
;
Fujiwara, Ippei
;
Hansen, Bruce E.
; …
- In:
Journal of applied econometrics
30
(
2015
)
6
,
pp. 874-903
Persistent link: https://www.econbiz.de/10011431583
Saved in:
8
Real exchange rate persistence and the excess return puzzle : the case of Switzerland versus the US
Jusélius, Katarina
;
Assenmacher-Wesche, Katrin
- In:
Journal of applied econometrics
32
(
2017
)
6
,
pp. 1145-1155
Persistent link: https://www.econbiz.de/10011862570
Saved in:
9
Testing the unbiased forward exchange rate hypothesis using a Markov switching model and instrumental variables
Spagnolo, Fabio
;
Psaradakis, Zacharias G.
;
Sola, Martin
- In:
Journal of applied econometrics
20
(
2005
)
3
,
pp. 423-437
Persistent link: https://www.econbiz.de/10002807278
Saved in:
10
Poverty comparisons with dependent samples
Zheng, Buhong
- In:
Journal of applied econometrics
19
(
2004
)
3
,
pp. 419-428
Persistent link: https://www.econbiz.de/10002102178
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