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~isPartOf:"Applied economics letters"
~subject:"Kointegration"
~subject:"Optionspreistheorie"
~subject:"Volatilität"
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Kointegration
Optionspreistheorie
Volatilität
Volatility
265
Estimation
248
Schätzung
248
Cointegration
179
Deutschland
143
Germany
143
Theorie
109
Theory
109
Börsenkurs
102
Share price
102
Arbeitsmarkt
80
Labour market
80
Aktienmarkt
72
Stock market
72
Capital income
66
Kapitaleinkommen
66
Welt
59
World
59
ARCH model
54
ARCH-Modell
54
Exchange rate
49
Wechselkurs
49
Forecasting model
47
Prognoseverfahren
47
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46
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46
Time series analysis
45
Zeitreihenanalyse
45
Arbeitslosigkeit
44
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44
Beschäftigungseffekt
40
Employment effect
40
EU countries
37
EU-Staaten
37
Economic growth
35
Kaufkraftparität
35
Purchasing power parity
35
Wirtschaftswachstum
35
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464
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Chang, Tsangyao
9
Gupta, Rangan
7
Herzer, Dierk
5
Narayan, Paresh Kumar
5
Ryu, Doojin
5
Wang, Xingchun
5
Chevallier, Julien
4
Cook, Steven
4
Gil-Alaña, Luis A.
4
Hamori, Shigeyuki
4
Lee, Chia-hao
4
Li, Ming-yuan Leon
4
Ma, Feng
4
Bahmani-Oskooee, Mohsen
3
Caporale, Guglielmo Maria
3
Grobys, Klaus
3
Ielpo, Florian
3
Jawadi, Fredj
3
Liu, Xiaoquan
3
Morana, Claudio
3
Narayan, Seema
3
Olson, Eric
3
Power, Gabriel J.
3
Tang, Tuck Cheong
3
Wu, Xinyu
3
Yang, Heejin
3
You, Yu
3
Abedin, Md. Thasinul
2
Akdoğan, Kurmaş
2
Apergēs, Nikolaos
2
Baek, Changryong
2
Bahmani, Sahar
2
Boroumand, Raphaël Homayoun
2
Chakrabarti, Prasenjit
2
Demirer, Rıza
2
Diao, Xundi
2
Emerson, Jamie
2
Esteve García, Vicente
2
Ford, Nicholas
2
Garg, Bhavesh
2
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Applied economics letters
Energy economics
901
Applied economics
744
Finance research letters
724
Economic modelling
617
The journal of futures markets
567
International journal of theoretical and applied finance
560
NBER working paper series
553
Journal of banking & finance
539
Journal of econometrics
521
Working paper / National Bureau of Economic Research, Inc.
519
International review of financial analysis
488
NBER Working Paper
465
International Journal of Energy Economics and Policy : IJEEP
464
International review of economics & finance : IREF
464
Economics letters
428
The North American journal of economics and finance : a journal of financial economics studies
414
Working paper
363
Research in international business and finance
349
Applied financial economics
348
Journal of international money and finance
307
Journal of empirical finance
299
Journal of international financial markets, institutions & money
299
Mathematical finance : an international journal of mathematics, statistics and financial theory
295
Quantitative finance
294
Applied mathematical finance
287
International journal of economics and financial issues : IJEFI
287
Discussion paper / Centre for Economic Policy Research
282
The journal of computational finance
269
Journal of economic dynamics & control
266
CESifo working papers
262
Discussion paper / Tinbergen Institute
257
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
255
Finance and stochastics
253
Journal of risk and financial management : JRFM
253
International journal of economics and finance
249
The journal of derivatives : the official publication of the International Association of Financial Engineers
247
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
246
Journal of financial economics
245
The European journal of finance
229
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ECONIS (ZBW)
464
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1
The effects of exchange rate
volatility
on exports : evidence from Armenia
Barseghyan, Gayane
;
Hambardzumyan, Hayk
- In:
Applied economics letters
25
(
2018
)
18
,
pp. 1266-1268
Persistent link: https://www.econbiz.de/10012135379
Saved in:
2
Calculating implied
volatility
using the bisection algorithm : a note
Berry, R. H.
;
Zuo, X.
- In:
Applied economics letters
16
(
2009
)
13/15
,
pp. 1399-1402
Persistent link: https://www.econbiz.de/10003894265
Saved in:
3
The instantaneous return and
volatility
of a covered call position
Edwards, Craig Steven
- In:
Applied economics letters
22
(
2015
)
13/15
,
pp. 1059-1063
Persistent link: https://www.econbiz.de/10011312207
Saved in:
4
Pricing European basket warrants with default risk under stochastic
volatility
models
Wang, Xingchun
- In:
Applied economics letters
29
(
2022
)
3
,
pp. 253-260
Persistent link: https://www.econbiz.de/10012803500
Saved in:
5
Intraday option price changes and net buying pressure
Ryu, Doojin
;
Yang, Heejin
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 292-297
Persistent link: https://www.econbiz.de/10012803523
Saved in:
6
Intraday hedging with financial options : the case of electricity
Boroumand, Raphaël Homayoun
;
Goutte, Stéphane
- In:
Applied economics letters
24
(
2017
)
20
,
pp. 1448-1454
Persistent link: https://www.econbiz.de/10011853065
Saved in:
7
Vega-informed trading and options market reform
Ryu, Doojin
;
Ryu, Doowon
;
Yang, Heejin
- In:
Applied economics letters
27
(
2020
)
1
,
pp. 19-24
Persistent link: https://www.econbiz.de/10012205363
Saved in:
8
Pricing options on the maximum of two average prices under stochastic
volatility
models
Wang, Xingchun
- In:
Applied economics letters
29
(
2022
)
10
,
pp. 887-894
Persistent link: https://www.econbiz.de/10013411818
Saved in:
9
Exchange options and spread options with stochastically correlated underlyings
Wang, Xingchun
- In:
Applied economics letters
29
(
2022
)
12
,
pp. 1060-1068
Persistent link: https://www.econbiz.de/10013412038
Saved in:
10
Delta-hedged gains of SSE 50 ETF options
Li, Xiaoping
;
Zhou, Chunyang
;
Huang, Wei
- In:
Applied economics letters
29
(
2022
)
20
,
pp. 1864-1867
Persistent link: https://www.econbiz.de/10013412320
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