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~accessRights:"restricted"
~isPartOf:"Journal of financial economics"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Autokorrelation"
~subject:"EU-Staaten"
~subject:"Estimation"
~subject:"Monetary policy"
~subject:"Structural innovations"
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~subject:"Ökonometrisches Modell"
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~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Conference paper"
~type_genre:"Übersichtsarbeit"
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ARCH model
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298
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Morellec, Erwan
5
Kelly, Bryan T.
4
Pedersen, Lasse Heje
4
Boons, Martijn
3
Della Corte, Pasquale
3
Edmans, Alex
3
Garlappi, Lorenzo
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Journal of financial economics
European journal of operational research : EJOR
2,757
Economics letters
1,259
Energy economics
1,245
Computers & operations research : and their applications to problems of world concern ; an international journal
1,223
Finance research letters
1,097
International journal of production research
1,077
Economic modelling
1,034
Management science : journal of the Institute for Operations Research and the Management Sciences
823
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756
Journal of economic behavior & organization : JEBO
747
International review of economics & finance : IREF
709
Journal of economic dynamics & control
670
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
646
International journal of production economics
624
Applied economics letters
601
Journal of international money and finance
585
Operations research letters
566
International review of financial analysis
556
Technological forecasting & social change : an international journal
547
Journal of banking & finance
533
European economic review : EER
530
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522
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508
Omega : the international journal of management science
493
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475
International journal of forecasting
431
The North American journal of economics and finance : a journal of financial economics studies
423
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422
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409
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393
Computational economics
392
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389
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Journal of the Operational Research Society
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Journal of econometrics
362
Journal of monetary economics
358
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353
Journal of macroeconomics
342
Journal of international financial markets, institutions & money
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1
International R&D spillovers and asset prices
Gavazzoni, Federico
;
Santacreu, Ana Maria
- In:
Journal of financial economics
136
(
2020
)
2
,
pp. 330-354
Persistent link: https://www.econbiz.de/10012545550
Saved in:
2
Factors and risk premia in individual international stock returns
Chaieb, Ines
;
Langlois, Hugues
;
Scaillet, Olivier
- In:
Journal of financial economics
141
(
2021
)
2
,
pp. 669-692
Persistent link: https://www.econbiz.de/10013259849
Saved in:
3
The cross-section of currency volatility premia
Della Corte, Pasquale
;
Kozhan, Roman
;
Neuberger, Anthony
- In:
Journal of financial economics
139
(
2021
)
3
,
pp. 950-970
Persistent link: https://www.econbiz.de/10012693854
Saved in:
4
Volatility risk premia and exchange rate predictability
Della Corte, Pasquale
;
Ramadorai, Tarun
;
Sarno, Lucio
- In:
Journal of financial economics
120
(
2016
)
1
,
pp. 21-40
Persistent link: https://www.econbiz.de/10011590062
Saved in:
5
Disaster resilience and asset prices
Pagano, Marco
;
Wagner, Christian
;
Zechner, Josef
- In:
Journal of financial economics
150
(
2023
)
2
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014462593
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6
Smart money, dumb money, and capital market anomalies
Akbas, Ferhat
;
Armstrong, Will J.
;
Sorescu, Sorin
; …
- In:
Journal of financial economics
118
(
2015
)
2
,
pp. 355-382
Persistent link: https://www.econbiz.de/10011480515
Saved in:
7
Feedback loops in industry trade networks and the term structure of momentum profits
Sharifkhani, Ali
;
Simutin, Mikhail
- In:
Journal of financial economics
141
(
2021
)
3
,
pp. 1171-1187
Persistent link: https://www.econbiz.de/10012873189
Saved in:
8
Volatility and the cross-section of returns on FX options
Fullwood, Jonathan
;
James, Jessica
;
Marsh, Ian
- In:
Journal of financial economics
141
(
2021
)
3
,
pp. 1262-1284
Persistent link: https://www.econbiz.de/10012873205
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9
Economic momentum and currency returns
Dahlquist, Magnus
;
Hasseltoft, Henrik
- In:
Journal of financial economics
136
(
2020
)
1
,
pp. 152-167
Persistent link: https://www.econbiz.de/10012545382
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10
Global currency hedging with common risk factors
Opie, Wei
;
Riddiough, Steven J.
- In:
Journal of financial economics
136
(
2020
)
3
,
pp. 780-805
Persistent link: https://www.econbiz.de/10012545731
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