//--> //--> //--> //-->
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:"Economic modelling"
~isPartOf:"Finance research letters"
~subject:"ARCH-Modell"
~subject:"Börsenkurs"
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
Exchange rate uncertainty and...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
Börsenkurs
Volatility
854
Volatilität
850
Estimation
388
Schätzung
388
Cointegration
309
Share price
309
Kointegration
304
Theorie
256
Theory
256
ARCH model
251
Stock market
243
Aktienmarkt
242
Capital income
227
Kapitaleinkommen
227
Welt
193
World
193
Forecasting model
159
Prognoseverfahren
159
Option pricing theory
152
Optionspreistheorie
152
Time series analysis
143
Zeitreihenanalyse
143
Risk
126
Risiko
124
Oil price
116
Ölpreis
116
China
114
Spillover effect
106
Spillover-Effekt
106
Exchange rate
104
USA
104
United States
104
Wechselkurs
104
Deutschland
99
Germany
99
Financial crisis
87
Finanzkrise
87
Impact assessment
81
more ...
less ...
Online availability
All
Undetermined
398
Free
1
Type of publication
All
Article
485
Type of publication (narrower categories)
All
Article in journal
485
Aufsatz in Zeitschrift
485
Conference paper
2
Konferenzbeitrag
2
Language
All
English
485
Author
All
Roubaud, David
10
Bouri, Elie
8
Ma, Feng
7
Tiwari, Aviral Kumar
6
Zhang, Yaojie
6
Lyócsa, Štefan
5
Molnár, Peter
5
Shen, Dehua
5
Wu, Xinyu
5
Zhang, Wei
5
Arouri, Mohamed
4
Corbet, Shaen
4
Gupta, Rangan
4
Huang, Zhuo
4
Kumar, Dilip
4
Lin, Ling
4
Liu, Jing
4
Liu, Li
4
Lucey, Brian M.
4
Shahzad, Syed Jawad Hussain
4
Shi, Yanlin
4
Xie, Haibin
4
Xiong, Xiong
4
Zhou, Zhongbao
4
Charfeddine, Lanouar
3
Chevallier, Julien
3
Gil-Alaña, Luis A.
3
Gozgor, Giray
3
Jiang, Yong
3
Lau, Chi Keung
3
Li, Bin
3
Li, Xiao
3
Li, Yan
3
Liang, Fang
3
Luo, Xingguo
3
Maheswaran, S.
3
Narayan, Paresh Kumar
3
Pal, Debdatta
3
Todorova, Neda
3
Wang, Tianyi
3
more ...
less ...
Published in...
All
Economic modelling
Finance research letters
Energy economics
311
International review of financial analysis
224
The North American journal of economics and finance : a journal of financial economics studies
206
Applied economics
191
International review of economics & finance : IREF
177
Journal of banking & finance
168
Research in international business and finance
163
Journal of empirical finance
162
NBER working paper series
144
Journal of international financial markets, institutions & money
142
Applied financial economics
141
Working paper / National Bureau of Economic Research, Inc.
135
Applied economics letters
134
The journal of futures markets
124
Journal of risk and financial management : JRFM
119
Journal of econometrics
115
NBER Working Paper
102
International Journal of Energy Economics and Policy : IJEEP
99
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
99
Economics letters
96
Working paper
96
Pacific-Basin finance journal
91
The European journal of finance
89
Discussion paper / Tinbergen Institute
80
Journal of forecasting
80
Journal of financial economics
79
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
75
International journal of forecasting
75
International journal of economics and financial issues : IJEFI
72
Journal of international money and finance
71
Cogent economics & finance
70
CESifo working papers
69
International journal of finance & economics : IJFE
69
Review of quantitative finance and accounting
67
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
65
International journal of economics and finance
64
Finance India : the quarterly journal of Indian Institute of Finance
62
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
59
more ...
less ...
Source
All
ECONIS (ZBW)
485
Showing
1
-
10
of
485
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Volatility
discovery : can the CDS market beat the equity options market?
Forte, Santiago
;
Lovreta, Lidija
- In:
Finance research letters
28
(
2019
),
pp. 107-111
Persistent link: https://www.econbiz.de/10012388022
Saved in:
2
Interrelationships among the Taiwanese, Japanese and Korean TFT-LCD panel industry stock market indexes : an application of the trivariate FIEC-FIGARCH model
Liu, Hsiang-hsi
- In:
Economic modelling
29
(
2012
)
6
,
pp. 2724-2733
Persistent link: https://www.econbiz.de/10009673617
Saved in:
3
Time-varying exchange rate exposure and exchange rate risk pricing in the Canadian Equity Market
Al-Shboul, Mohammad
;
Anwar, Sajid
- In:
Economic modelling
37
(
2014
),
pp. 451-463
Persistent link: https://www.econbiz.de/10010417631
Saved in:
4
The January effect in the foreign exchange market : evidence for seasonal equity carry trades
Girardin, Eric
;
Namin, Fatemeh Salimi
- In:
Economic modelling
81
(
2019
),
pp. 422-439
Persistent link: https://www.econbiz.de/10012202131
Saved in:
5
Analyzing exchange rate uncertainty and bilateral export growth in China : a multivariate GARCH-based approach
Smallwood, Aaron D.
- In:
Economic modelling
82
(
2019
),
pp. 332-344
Persistent link: https://www.econbiz.de/10012203131
Saved in:
6
Volatility
risk premium implications of GARCH option pricing models
Papantonis, Ioannis
- In:
Economic modelling
58
(
2016
),
pp. 104-115
Persistent link: https://www.econbiz.de/10011647056
Saved in:
7
Stochastic
volatility
and leverage : application to a panel of S&P500 stocks
Ozturk, Serda Selin
;
Richard, Jean-François
- In:
Finance research letters
12
(
2015
),
pp. 67-76
Persistent link: https://www.econbiz.de/10011552253
Saved in:
8
Impact of macroeconomic announcements on implied
volatility
slope of SPX options and VIX
Onan, Mustafa
;
Altay-Salih, Aslihan
;
Yasar, Burze
- In:
Finance research letters
11
(
2014
)
4
,
pp. 454-462
Persistent link: https://www.econbiz.de/10011300430
Saved in:
9
A conditional autoregressive range model with gamma distribution for financial
volatility
modelling
Xie, Haibin
;
Wu, Xinyu
- In:
Economic modelling
64
(
2017
),
pp. 349-356
Persistent link: https://www.econbiz.de/10011761274
Saved in:
10
Traders' heterogeneous beliefs about stock
volatility
and the implied
volatility
skew in financial options markets
Nappo, Giovanna
;
Marchetti, Fabio Massimo
;
Vagnani, Gianluca
- In:
Finance research letters
53
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472484
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->