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~isPartOf:"Journal of banking & finance"
~isPartOf:"Working paper"
~subject:"Kointegration"
~subject:"Volatilität"
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Exchange rate uncertainty and...
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Kointegration
Volatilität
Volatility
620
Deutschland
298
Theorie
294
Theory
294
Germany
289
Estimation
287
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287
Optionspreistheorie
244
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241
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190
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McAleer, Michael
42
Neely, Christopher J.
16
Chang, Chia-Lin
15
Manera, Matteo
15
Mumtaz, Haroon
14
Mignon, Valérie
11
Skiadopoulos, George
11
Guo, Hui
10
Kapetanios, George
10
Christiansen, Charlotte
9
Escribano, Álvaro
7
Raunig, Burkhard
7
Nguyen, Hoang
6
Reed, W. Robert
6
Hammoudeh, Shawkat
5
Laurent, Sébastien
5
Medeiros, Marcelo C.
5
Roengchai Tansuchat
5
Taylor, Stephen
5
Theodoridis, Konstantinos
5
Österholm, Pär
5
Allen, David E.
4
Asai, Manabu
4
Bastianin, Andrea
4
Caporin, Massimiliano
4
Chen, Chi-chung
4
Clements, Adam
4
Coudert, Virginie
4
Couharde, Cécile
4
Erdemlioglu, Deniz
4
Faff, Robert W.
4
Jiang, George J.
4
Karlsson, Sune
4
Konstantinidi, Eirini
4
Lahaye, Jérôme
4
Mangeloja, Esa
4
Prokopczuk, Marcel
4
Savickas, Robert
4
Wen, Yi
4
Alexander, Carol
3
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14
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13
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7
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5
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2
Brussels European and Global Economic Laboratory
1
Centre d'Etudes Prospectives et d'Informations Internationales
1
Cornell University / Cornell Food and Nutrition Policy Program
1
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Journal of banking & finance
Working paper
Energy economics
819
Applied economics
717
Finance research letters
605
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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
International Journal of Energy Economics and Policy : IJEEP
459
International review of economics & finance : IREF
440
Applied economics letters
435
NBER Working Paper
431
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
Research in international business and finance
308
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292
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291
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278
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276
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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)
718
USB Cologne (business full texts)
7
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1
The empirical performance of option based densities of foreign exchange
Craig, Ben R.
;
Keller, Joachim G.
-
2002
Persistent link: https://www.econbiz.de/10001650407
Saved in:
2
A two-factor cointegrated commodity price model with an application to spread option pricing
Farkas, Walter
;
Gourier, Elise
;
Huitema, Robert
; …
- In:
Journal of banking & finance
77
(
2017
),
pp. 249-268
Persistent link: https://www.econbiz.de/10011814773
Saved in:
3
The pricing of leverage products : an empirical investigation of the German market for "long" and "short" stock index certificates
Wilkens, Sascha
;
Stoimenov, Pavel A.
- In:
Journal of banking & finance
31
(
2007
)
3
,
pp. 735-750
Persistent link: https://www.econbiz.de/10003429769
Saved in:
4
Understanding the price of
volatility
risk in carry trades
Ahmed, Shamim
;
Valente, Giorgio
- In:
Journal of banking & finance
57
(
2015
),
pp. 118-129
Persistent link: https://www.econbiz.de/10011543818
Saved in:
5
Exchange rate and industrial commodity
volatility
transmissions, asymmetries and hedging strategies
Hammoudeh, Shawkat
;
Yuan, Yuan
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689068
Saved in:
6
Portfolio reallocation and exchange rate dynamics
Ding, Liang
;
Ma, Jun
- In:
Journal of banking & finance
37
(
2013
)
8
,
pp. 3100-3124
Persistent link: https://www.econbiz.de/10009777107
Saved in:
7
Impact of macro-economic surprises on carry trade activity
Hutchison, Michael M.
;
Sushko, Vladyslav
- In:
Journal of banking & finance
37
(
2013
)
4
,
pp. 1133-1147
Persistent link: https://www.econbiz.de/10009716241
Saved in:
8
Foreign exchange risk and the predictability of carry trade returns
Cenedese, Gino
;
Sarno, Lucio
;
Tsiakas, Ilias
- In:
Journal of banking & finance
42
(
2014
),
pp. 302-313
Persistent link: https://www.econbiz.de/10010408374
Saved in:
9
Downside and upside risk spillovers between exchange rates and stock prices
Reboredo, Juan Carlos
;
Rivera-Castro, Miguel A.
; …
- In:
Journal of banking & finance
62
(
2016
),
pp. 76-96
Persistent link: https://www.econbiz.de/10011634069
Saved in:
10
Why do we smile? : On the determinants of the implied
volatility
function
Peña Sánchez de Rivera, Juan Ignacio
;
Rubio, Gonzalo
; …
- In:
Journal of banking & finance
23
(
1999
)
8
,
pp. 1151-1179
Persistent link: https://www.econbiz.de/10001391604
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