Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Applied economics"
~isPartOf:"International Finance"
~isPartOf:"Working Paper Series / European Central Bank"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Stochastic modelling of financ...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Exchange Rates
26
exchange rates
21
Exchange rate
16
Wechselkurs
16
Estimation
11
Exchange rates
11
Schätzung
11
stock prices
11
Börsenkurs
10
Share price
10
Time series analysis
9
Zeitreihenanalyse
9
Cointegration
7
Kointegration
7
Forecasting model
6
Prognoseverfahren
6
Volatility
6
Volatilität
6
Oil price
5
Theorie
5
Theory
5
United States
5
Welt
5
World
5
Ölpreis
5
ARCH model
4
ARCH-Modell
4
Electric power industry
4
Electricity price
4
Elektrizitätswirtschaft
4
Strompreis
4
asset prices
4
forecasting
4
heavy tails
4
monetary policy
4
EU countries
3
EU-Staaten
3
Exchange rate policy
3
Granger causality
3
Kaufkraftparität
3
more ...
less ...
Online availability
All
Free
26
Undetermined
26
Type of publication
All
Book / Working Paper
48
Article
34
Type of publication (narrower categories)
All
Article in journal
34
Aufsatz in Zeitschrift
34
Language
All
English
52
Undetermined
30
Author
All
Fratzscher, Marcel
8
Liew, Venus Khim-Sen
3
Lothian, James R.
3
Moosa, Imad A.
3
Sarno, Lucio
3
Baharumshah, Ahmad Zubaidi
2
Bussière, Matthieu
2
Ehrmann, Michael
2
Engel, Charles
2
Kohli, Renu
2
Lim, Kian-Ping
2
McCarthy, Cornelia H.
2
Osbat, Chiara
2
Schnabl, Gunther
2
Österholm, Pär
2
Afonso, António
1
Al-Jassar, Sulaiman A.
1
Alberola, Enrique
1
Albulescu, Claudiu Tiberiu
1
Almalki, Abdullah Mohammed
1
Anderson, Keith
1
Aubin, Christian
1
Barteková, Eva
1
Belgacem, Aymen
1
Bhattacharya, Madhumita
1
Biekpe, Nicholas
1
Bijnens, Gert
1
Blau, Benjamin
1
Bokil, Madhavi
1
Boroumand, Raphaël Homayoun
1
Bouraoui, Taoufik
1
Bucci, Alberto
1
Carbonari, Lorenzo
1
Castrén, Olli
1
Chen, Shiu-Sheng
1
Chen, Shujuan
1
Chudik, Alexander
1
Coenen, Günter
1
Creti, Anna
1
Dang Khoa Tran
1
more ...
less ...
Institution
All
EconWPA
25
European Central Bank
23
Published in...
All
Applied economics
International Finance
Working Paper Series / European Central Bank
IMF Working Papers
604
IMF Staff Country Reports
313
CEPR Discussion Papers
171
MPRA Paper
133
Journal of Economic Studies
79
Energy economics
75
Physica A: Statistical Mechanics and its Applications
63
Managerial Finance
57
Journal of Documentation
56
Working Papers / Bank of Canada
54
Working Paper
53
Journal of international money and finance
51
European journal of operational research : EJOR
47
CESifo Working Paper
46
Tinbergen Institute Discussion Papers
43
CESifo working papers
37
Open Economies Review
35
ECB Working Paper
34
Journal of information & knowledge management : JIKM
34
Discussion papers / CEPR
32
Economic modelling
32
Discussion paper / Tinbergen Institute
31
IMF Occasional Papers
31
Working paper
31
Tinbergen Institute Discussion Paper
30
Finance research letters
28
Staff working paper / Bank of Canada
28
Journal of international economics
26
Journal of international financial markets, institutions & money
26
Research in international business and finance
26
The North American journal of economics and finance : a journal of financial economics studies
26
International review of economics & finance : IREF
25
Applied economics letters
23
CESifo Working Paper Series
23
Global Business and Economics Review
23
International Journal of Energy Economics and Policy : IJEEP
23
Studies in Economics and Finance
23
more ...
less ...
Source
All
RePEc
48
ECONIS (ZBW)
34
Showing
1
-
10
of
82
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Some stylized facts of the cryptocurrency market
Zhang, Wei
;
Wang, Pengfei
;
Li, Xiao
;
Shen, Dehua
- In:
Applied economics
50
(
2018
)
55
,
pp. 5950-5965
Persistent link: https://www.econbiz.de/10012062951
Saved in:
2
CAUSAL RELATIONSHIPS BETWEEN EXCHANGE RATES AND STOCK PRICES IN MALAYSIA AND THAILAND DURING THE 1997 CURRENCY CRISIS TURMOIL
Hussain, Huzaimi
;
Liew, Venus Khim-Sen
-
EconWPA
-
2004
Using Granger (1969), Sim (1972) and Geweke et al. (1982) causality tests, this study finds a feedback causal relationship between exchange rate and stock price in Malaysia, whereas a unidirectional causal relationship running from exchange rate to stock price in Thailand. The stock markets of...
Persistent link: https://www.econbiz.de/10005556595
Saved in:
3
Performance analysis of nowcasting of GDP growth when allowing for conditional heteroscedasticity and non-Gaussianity
Javed, Farrukh
;
Kiss, Tamás
;
Österholm, Pär
- In:
Applied economics
54
(
2022
)
58
,
pp. 6669-6686
Persistent link: https://www.econbiz.de/10013494234
Saved in:
4
Long memory and efficiency of Bitcoin under heavy tails
Wu, Liang
;
Chen, Shujuan
- In:
Applied economics
52
(
2020
)
48
,
pp. 5298-5309
Persistent link: https://www.econbiz.de/10012307228
Saved in:
5
Jumps and volatility dynamics in agricultural commodity spot prices
Boroumand, Raphaël Homayoun
;
Goutte, Stéphane
; …
- In:
Applied economics
49
(
2017
)
40
,
pp. 4035-4054
Persistent link: https://www.econbiz.de/10011820009
Saved in:
6
Fundamentals and joint currency crises
Hartmann, Philipp
;
Straetmans, Stefan
;
de Vries, Casper
-
European Central Bank
-
2004
fundamentals. JEL
Classification
: G12, F31, G39, C49 …
Persistent link: https://www.econbiz.de/10005162917
Saved in:
7
The impact of electricity prices on European manufacturing jobs
Bijnens, Gert
;
Konings, Jozef
;
Vanormelingen, Stijn
- In:
Applied economics
54
(
2022
)
1
,
pp. 38-56
Persistent link: https://www.econbiz.de/10012873866
Saved in:
8
The impact of electricity prices on foreign direct investment : evidence from the European Union
Barteková, Eva
;
Ziesemer, Thomas
- In:
Applied economics
51
(
2019
)
11
,
pp. 1183-1198
Persistent link: https://www.econbiz.de/10012196523
Saved in:
9
Do German renewable energy resources affect prices and mitigate market power in the French electricity market ?
Pham, Thao
- In:
Applied economics
51
(
2019
)
54
,
pp. 5829-5842
Persistent link: https://www.econbiz.de/10012197283
Saved in:
10
The role of renewable energy sources in residential electricity prices : a club convergence analysis across selected European countries
Bhattacharya, Madhumita
;
Inekwe, John Nkwoma
;
Liddle, …
- In:
Applied economics
55
(
2023
)
44
,
pp. 5157-5171
Persistent link: https://www.econbiz.de/10014335041
Saved in:
1
2
3
4
5
6
7
8
9
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
