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~isPartOf:"Finance research letters"
~subject:"Börsenkurs"
~subject:"Forecasting model"
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Exchange rate uncertainty and...
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Börsenkurs
Forecasting model
Volatility
955
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952
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407
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407
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341
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Ma, Feng
11
Roubaud, David
10
Bouri, Elie
8
Gupta, Rangan
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7
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5
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4
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Economic modelling
Finance research letters
Energy economics
261
International review of financial analysis
212
International journal of forecasting
190
International review of economics & finance : IREF
176
The North American journal of economics and finance : a journal of financial economics studies
174
Applied economics
169
Journal of forecasting
159
Journal of banking & finance
156
NBER working paper series
155
Working paper / National Bureau of Economic Research, Inc.
144
Journal of empirical finance
140
Applied economics letters
134
Research in international business and finance
129
Journal of international financial markets, institutions & money
115
The journal of futures markets
115
NBER Working Paper
114
Applied financial economics
113
Journal of econometrics
113
Journal of risk and financial management : JRFM
99
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94
Journal of financial economics
91
Pacific-Basin finance journal
88
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88
Economics letters
87
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84
CESifo working papers
80
International Journal of Energy Economics and Policy : IJEEP
78
Discussion paper / Centre for Economic Policy Research
71
International journal of finance & economics : IJFE
69
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
69
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
67
Discussion paper / Tinbergen Institute
66
Quantitative finance
66
Journal of international money and finance
65
Cogent economics & finance
56
Finance India : the quarterly journal of Indian Institute of Finance
55
International journal of economics and financial issues : IJEFI
55
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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
Can signal extraction help predict risk premia in foreign exchange rates
Kiani, Khurshid M.
- In:
Economic modelling
33
(
2013
),
pp. 926-939
Persistent link: https://www.econbiz.de/10010195543
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5
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:
6
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
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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
Stochastic
volatility
models for the implied correlation index : evidence, properties and pricing
Escobar, Marcos
;
Lin, Fang
- In:
Finance research letters
35
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012438998
Saved in:
9
Comparison of utility indifference pricing and mean-variance approach under a normal mixture distribution with time-varying
volatility
Hodoshima, Jiro
;
Yamawake, Toshiyuki
- In:
Finance research letters
28
(
2019
),
pp. 74-81
Persistent link: https://www.econbiz.de/10012388014
Saved in:
10
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
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