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~isPartOf:"Applied financial economics"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~subject:"Volatility"
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ECONIS (ZBW)
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1
Trading foreign exchange portfolios with volatility filters : the carry model revisited
Dunis, Christian
;
Miao, Jia
- In:
Applied financial economics
17
(
2007
)
1/3
,
pp. 249-255
Persistent link: https://www.econbiz.de/10003427070
Saved in:
2
Comparing U.S. and European market volatility responses to interest rate policy announcements
Krieger, Kevin
;
Mauck, Nathan
;
Vazquez, Joseph
- In:
International review of financial analysis
39
(
2015
),
pp. 127-136
Persistent link: https://www.econbiz.de/10011573113
Saved in:
3
An asymmetric impact analysis of the exchange rate volatility on commodity trade between the US and China
Lee, Chien-hui
;
Li, Shu-Hui
;
Lee, Jen-Yu
- In:
International review of economics & finance : IREF
82
(
2022
),
pp. 399-415
Persistent link: https://www.econbiz.de/10013543233
Saved in:
4
Empirical tests of short-term interest rate models : a nonparametric approach
Niizeki, Mikiyo Kii
- In:
Applied financial economics
8
(
1998
)
4
,
pp. 347-352
Persistent link: https://www.econbiz.de/10001363502
Saved in:
5
A comparison of short-term interest rate models : empirical tests of interest rate volatility
Niizeki, Mikiyo Kii
- In:
Applied financial economics
8
(
1998
)
5
,
pp. 505-512
Persistent link: https://www.econbiz.de/10001363824
Saved in:
6
Trading hours, information flow, and international cross-listing
Forster, Margaret M.
- In:
International review of financial analysis
4
(
1995
)
1
,
pp. 19-34
Persistent link: https://www.econbiz.de/10001201562
Saved in:
7
Variance of ADR returns : information effect and influence of trading in the US market
Park, Jinwoo
- In:
International review of economics & finance : IREF
4
(
1995
)
2
,
pp. 105-114
Persistent link: https://www.econbiz.de/10001188910
Saved in:
8
Stock returns and volatility in two regime markets : international evidence
Paudyal, Krishna
- In:
International review of financial analysis
6
(
1997
)
3
,
pp. 209-228
Persistent link: https://www.econbiz.de/10001248794
Saved in:
9
Extreme downside risk spillover from the United States and
Japan
to Asia-Pacific stock markets
Liu, Lu
- In:
International review of financial analysis
33
(
2014
),
pp. 39-48
Persistent link: https://www.econbiz.de/10010520085
Saved in:
10
The effects of Japanese foreign exchange market interventions on the yen/US dollar exchange rate volatility
Frenkel, Michael
;
Pierdzioch, Christian
;
Stadtmann, Georg
- In:
International review of economics & finance : IREF
14
(
2005
)
1
,
pp. 27-39
Persistent link: https://www.econbiz.de/10002468020
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