//--> //--> //--> //-->
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:"International journal of theoretical and applied finance"
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
The effect of exchange rate ch...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
245
Volatilität
245
Option pricing theory
163
Optionspreistheorie
163
Stochastic process
136
Stochastischer Prozess
136
Theorie
81
Theory
81
Derivat
40
Derivative
40
Option trading
40
Optionsgeschäft
40
Black-Scholes model
39
Black-Scholes-Modell
39
stochastic volatility
24
Swap
21
Hedging
19
Exchange rate
18
Experiment
18
Stochastic volatility
18
Wechselkurs
18
Yield curve
18
Zinsstruktur
18
Statistical distribution
16
Statistische Verteilung
16
CAPM
15
Estimation
15
Schätzung
15
option pricing
15
Börsenkurs
14
Share price
14
Estimation theory
13
Portfolio selection
13
Portfolio-Management
13
Schätztheorie
13
Correlation
12
Korrelation
12
Markov chain
11
Monte Carlo simulation
11
Monte-Carlo-Simulation
11
more ...
less ...
Online availability
All
Undetermined
71
Type of publication
All
Article
265
Type of publication (narrower categories)
All
Article in journal
265
Aufsatz in Zeitschrift
265
Conference paper
4
Konferenzbeitrag
4
Language
All
English
265
Author
All
Benth, Fred Espen
6
Brigo, Damiano
5
Takahashi, Akihiko
5
Pallavicini, Andrea
4
Rebonato, Riccardo
4
Chiarella, Carl
3
Forde, Martin
3
Fouque, Jean-Pierre
3
Gatheral, Jim
3
Grzelak, Lech A.
3
Liu, Rui Hua
3
Oosterlee, Cornelis W.
3
Radoičić, Radoš
3
Schoutens, Wim
3
Soofi, Abdollah S.
3
Stoep, Anthonie W. van der
3
Vives, Josep
3
Zubelli, Jorge P.
3
Ahlip, Rehez
2
Alòs, Elisa
2
Antonelli, Fabio
2
Avellaneda, Marco
2
Bianchi, Michele Leonardo
2
Boyarchenko, Mitya
2
Carr, Peter
2
Cui, Zhenyu
2
Ekström, Erik
2
Fabozzi, Frank J.
2
Fukasawa, Masaaki
2
Funahashi, Hideharu
2
Grasselli, Martino
2
Gulisashvili, Archil
2
Hok, Julien
2
Jacquier, Antoine
2
Kwok, Yue-Kuen
2
Levendorskij, Sergej Z.
2
Macrina, Andrea
2
McWalter, Thomas A.
2
Mercurio, Fabio
2
Merino, Raúl
2
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
NBER working paper series
1,196
Working paper / National Bureau of Economic Research, Inc.
1,106
NBER Working Paper
1,031
Energy economics
732
Journal of international money and finance
719
Finance research letters
655
Applied economics
647
Discussion paper / Centre for Economic Policy Research
593
IMF working papers
590
IMF Working Papers
547
International review of economics & finance : IREF
527
Economic modelling
525
Working paper
513
International review of financial analysis
480
Journal of banking & finance
441
The North American journal of economics and finance : a journal of financial economics studies
407
Applied economics letters
403
MPRA Paper
398
CESifo working papers
381
The journal of futures markets
381
IMF working paper
379
Economics letters
376
Applied financial economics
354
Journal of international financial markets, institutions & money
350
Journal of econometrics
335
Research in international business and finance
324
Working papers / ADB Institute
299
Journal of empirical finance
295
Journal of international economics
290
Journal of Asian economics
262
Discussion paper / Tinbergen Institute
257
International journal of finance & economics : IJFE
254
International Journal of Energy Economics and Policy : IJEEP
251
Working Paper
241
Journal of risk and financial management : JRFM
233
Pacific-Basin finance journal
225
ECB Working Paper
223
ADB economics working paper series
222
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
222
more ...
less ...
Source
All
ECONIS (ZBW)
265
Showing
1
-
10
of
265
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A generalized multiscale analysis of the predictive content of Eurodollar implied volatilities
Cardinali, Alessandro
- In:
International journal of theoretical and applied finance
12
(
2009
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10003847543
Saved in:
2
A stochastic
volatility
model for risk-reversals in foreign exchange
Albanese, Claudio
;
Mijatovi´c, Aleksandar
- In:
International journal of theoretical and applied finance
12
(
2009
)
6
,
pp. 877-899
Persistent link: https://www.econbiz.de/10003911250
Saved in:
3
Long-range dependence in exchange rates: the case of the European Monetary System
Souza, Sergio R. S.
;
Tabak, Benjamin Miranda
;
Cajueiro, …
- In:
International journal of theoretical and applied finance
11
(
2008
)
2
,
pp. 199-223
Persistent link: https://www.econbiz.de/10003703073
Saved in:
4
The stress-dependent random walk
Gremm, Martin
- In:
International journal of theoretical and applied finance
18
(
2015
)
8
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011419399
Saved in:
5
Statistical causes for the Epps effect in microstructure noise
Münnix, Michael C.
;
Schäfer, Rudi
;
Guhr, Thomas
- In:
International journal of theoretical and applied finance
14
(
2011
)
8
,
pp. 1231-1246
Persistent link: https://www.econbiz.de/10009541998
Saved in:
6
The affine rational potential model
Nguyen, The Anh
;
Seifried, Frank Thomas
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012808016
Saved in:
7
CVA with wrong way risk : sensitivities,
volatility
and hedging
El Hajjaji, Omar
;
Subbotin, Alexander
- In:
International journal of theoretical and applied finance
18
(
2015
)
3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011403747
Saved in:
8
Dynamic probabilistic forecasting with uncertainty
Benth, Fred Espen
;
Kutrolli, Gleda
;
Stefani, Silvana
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012807773
Saved in:
9
Values of mortgages with top-up payment options
Lai, Rose Neng
;
Ong, Seow-eng
;
Sing, Tien-foo
- In:
International journal of theoretical and applied finance
9
(
2006
)
5
,
pp. 801-824
Persistent link: https://www.econbiz.de/10003379044
Saved in:
10
Conditional Asian options
Feng, Runhuan
;
Volkmer, Hans W.
- In:
International journal of theoretical and applied finance
18
(
2015
)
6
,
pp. 1-24
Persistent link: https://www.econbiz.de/10011403926
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...
//-->