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~isPartOf:"Economic modelling"
~isPartOf:"Finance research letters"
~subject:"Börsenkurs"
~subject:"Time series analysis"
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Exchange rate uncertainty and...
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Börsenkurs
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Volatility
911
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907
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400
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400
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333
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Roubaud, David
9
Bouri, Elie
6
Gil-Alaña, Luis A.
6
Ma, Feng
6
Tiwari, Aviral Kumar
6
Arouri, Mohamed
5
Gupta, Rangan
5
Lyócsa, Štefan
5
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4
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4
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4
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3
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2
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Economic modelling
Finance research letters
Energy economics
220
Journal of econometrics
194
International review of financial analysis
182
Applied economics
180
The North American journal of economics and finance : a journal of financial economics studies
164
NBER working paper series
157
International review of economics & finance : IREF
156
Journal of banking & finance
145
Working paper / National Bureau of Economic Research, Inc.
144
Applied economics letters
142
Journal of empirical finance
130
Research in international business and finance
124
NBER Working Paper
117
Economics letters
115
Discussion paper / Tinbergen Institute
112
Journal of international financial markets, institutions & money
107
CESifo working papers
102
Applied financial economics
101
International journal of forecasting
101
International Journal of Energy Economics and Policy : IJEEP
97
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94
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92
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91
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
84
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81
Pacific-Basin finance journal
77
International journal of economics and financial issues : IJEFI
73
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71
The European journal of finance
69
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
68
Cogent economics & finance
64
Econometric reviews
64
Discussion paper / Centre for Economic Policy Research
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The empirical economics letters : a monthly international journal of economics
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CREATES research paper
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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
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
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
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
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:
10
Price discovery in the
volatility
index option market : a univariate GARCH approach
Venter, Pierre J
;
Maré, E.
- In:
Finance research letters
44
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014494881
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