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~isPartOf:"International Journal of Energy Economics and Policy : IJEEP"
~isPartOf:"International review of economics & finance : IREF"
~subject:"Kointegration"
~subject:"Volatilität"
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Exchange rate uncertainty and...
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Kointegration
Volatilität
Volatility
534
Cointegration
410
Estimation
290
Schätzung
290
Oil price
258
Ölpreis
258
Welt
201
World
201
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199
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199
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175
Wirtschaftswachstum
175
Energiekonsum
166
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166
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77
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70
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898
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899
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899
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899
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Arize, Augustine Chuck
8
Burakov, Dmitry
8
Gupta, Rangan
8
Adam, Pasrun
7
Ma, Feng
7
Mahmood, Haider
7
Tanattrin Bunnag
7
Hawaldar, Iqbal Thonse
6
Myrzabekkyzy, Kundyz
6
Wohar, Mark E.
6
Bass, Alexander
5
Freidin, Max
5
Hammoudeh, Shawkat
5
Kang, Sang Hoon
5
Khobai, Hlalefang
5
Mensi, Walid
5
Mustofa Usman
5
Raju, Guntur Anjana
5
Russel, Edwin
5
Saidi, La Ode
5
Tiwari, Aviral Kumar
5
Abakah, Emmanuel Joel Aikins
4
Alkahteeb, Tarek Tawfik
4
Apergēs, Nikolaos
4
Bouri, Elie
4
Caporin, Massimiliano
4
Chen, Shyh-Wei
4
Gil-Alaña, Luis A.
4
Liang, Chao
4
Malik, Farooq
4
Malindretos, John
4
McAleer, Michael
4
Meher, Bharat Kumar
4
Qabhobho, Thobekile
4
Sultan, Zafar Ahmad
4
Wu, Chunchi
4
Xie, Zixiong
4
Xuan Vinh Vo
4
Yin, Libo
4
Adam, Anokye M.
3
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International Journal of Energy Economics and Policy : IJEEP
International review of economics & finance : IREF
Energy economics
819
Applied economics
717
Finance research letters
606
Economic modelling
585
NBER working paper series
499
Working paper / National Bureau of Economic Research, Inc.
478
Journal of econometrics
476
International review of financial analysis
460
Applied economics letters
435
NBER Working Paper
431
Journal of banking & finance
405
Economics letters
400
The journal of futures markets
384
The North American journal of economics and finance : a journal of financial economics studies
368
Applied financial economics
321
Working paper
320
Research in international business and finance
308
Journal of international money and finance
292
Journal of international financial markets, institutions & money
291
Journal of empirical finance
278
International journal of economics and financial issues : IJEFI
276
Discussion paper / Centre for Economic Policy Research
260
CESifo working papers
250
International journal of theoretical and applied finance
249
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
246
International journal of economics and finance
242
Discussion paper / Tinbergen Institute
233
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
229
Journal of risk and financial management : JRFM
221
The empirical economics letters : a monthly international journal of economics
221
Quantitative finance
197
Cogent economics & finance
196
International journal of finance & economics : IJFE
195
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
189
International journal of forecasting
187
Journal of financial economics
184
IMF working papers
182
Pacific-Basin finance journal
176
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ECONIS (ZBW)
899
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1
Jumps in foreign exchange rates and stochastic unwinding of carry trades
Nirei, Makoto
;
Sushko, Vladyslav
- In:
International review of economics & finance : IREF
20
(
2011
)
1
,
pp. 110-127
Persistent link: https://www.econbiz.de/10009304196
Saved in:
2
Asset prices with stochastic volatilities and a UIP puzzle
Lee, Eunhee
- In:
International review of economics & finance : IREF
64
(
2019
),
pp. 41-61
Persistent link: https://www.econbiz.de/10012322223
Saved in:
3
Co-integration
between electricity supply and economic growth in South Africa
Khobai, Hlalefang
;
Abel, Sanderson
;
Le Roux, Pierre
- In:
International Journal of Energy Economics and Policy : IJEEP
6
(
2016
)
3
,
pp. 637-645
Persistent link: https://www.econbiz.de/10011550592
Saved in:
4
On profitability of
volatility
trading on S&P 500 equity index options : the role of trading frictions
Hong, Hui
;
Sung, Hao-Chang
;
Yang, Jingjing
- In:
International review of economics & finance : IREF
55
(
2018
),
pp. 295-307
Persistent link: https://www.econbiz.de/10012033481
Saved in:
5
Using VIX futures to hedge forward implied
volatility
risk
Lin, Yueh-neng
;
Lin, Anchor Y.
- In:
International review of economics & finance : IREF
43
(
2016
),
pp. 88-106
Persistent link: https://www.econbiz.de/10011625539
Saved in:
6
Survey sentiment and interest rate option smile
Chen, Cathy Yi-Hsuan
;
Kuo, I.-doun
- In:
International review of economics & finance : IREF
37
(
2015
),
pp. 125-137
Persistent link: https://www.econbiz.de/10011538263
Saved in:
7
Forward-looking information on growth and uncertainty implied by derivative securities : evidence from an emerging market
Yen, Yu-min
- In:
International review of economics & finance : IREF
62
(
2019
),
pp. 240-266
Persistent link: https://www.econbiz.de/10012205548
Saved in:
8
Stochastic
volatility
vs. jump diffusions : evidence from the Chinese convertible bond market
Fan, Chenxi
;
Luo, Xingguo
;
Wu, Qingbiao
- In:
International review of economics & finance : IREF
49
(
2017
),
pp. 1-16
Persistent link: https://www.econbiz.de/10011748345
Saved in:
9
Option pricing with stochastic valotility following a finite Markov Chain
Guo, Chen
- In:
International review of economics & finance : IREF
7
(
1998
)
4
,
pp. 407-415
Persistent link: https://www.econbiz.de/10001427810
Saved in:
10
Trading platform, market
volatility
and pricing efficiency in the floor-traded and E-mini index futures markets
Chung, Huimin
;
Sheu, Her-jiun
;
Hsu, Shufang
- In:
International review of economics & finance : IREF
19
(
2010
)
4
,
pp. 742-754
Persistent link: https://www.econbiz.de/10009006975
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