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~isPartOf:"Journal of economics and finance"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Aufsatzsammlung"
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Exchange rate uncertainty and...
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Zeitreihenanalyse
Volatility
72
Volatilität
72
Estimation
34
Schätzung
34
USA
32
United States
32
Capital income
26
Cointegration
26
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16
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Murthy, Vasudeva N. R.
2
Accioly, Victor Bello
1
Andréosso-O'Callaghan, Bernadette
1
Anjum, Hassan
1
Anoruo, Emmanuel
1
Ané, Thierry
1
Auer, Benjamin R.
1
Balcilar, Mehmet
1
Bassil, Charbel
1
Caporale, Guglielmo Maria
1
Demirer, Rıza
1
DiSario, Robert
1
Fu, Richard
1
Gil-Alaña, Luis A.
1
Giudici, Emiliano
1
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1
Gupta, Rangan
1
Hamadi, Hassan
1
Hughes, Michael P.
1
Ketenci, Natalya Shevchik
1
Labidi, Chiraz
1
Li, H. C.
1
Makarenko, Inna
1
Mardini, Patrick
1
McCarthy, Joseph
1
Mendes, Beatriz Vaz de Melo
1
Morales, Lucia
1
Murphy, Finbarr
1
O'Brien, Fergal
1
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1
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1
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Shaw, Frances
1
Siakoulis, Vasileios G.
1
Simpson, Marc W.
1
Venetis, Ioannis A.
1
Winters, Drew B.
1
Wohar, Mark E.
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Journal of economics and finance
Journal of econometrics
158
Economic modelling
101
Energy economics
96
International journal of forecasting
84
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
73
Applied economics
72
Economics letters
66
Econometric reviews
54
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
53
Journal of empirical finance
52
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
51
Finance research letters
47
Applied economics letters
44
Journal of forecasting
43
The North American journal of economics and finance : a journal of financial economics studies
39
Econometric theory
37
Econometrics : open access journal
35
International Journal of Energy Economics and Policy : IJEEP
35
International review of economics & finance : IREF
35
International review of financial analysis
33
Computational economics
31
Quantitative finance
30
Journal of financial econometrics
29
Research in international business and finance
29
Journal of banking & finance
28
International journal of economics and financial issues : IJEFI
26
Journal of risk and financial management : JRFM
26
Journal of financial econometrics : official journal of the Society for Financial Econometrics
25
The econometrics journal
25
The empirical economics letters : a monthly international journal of economics
25
Applied financial economics
23
Journal of applied econometrics
23
Journal of international financial markets, institutions & money
21
Empirical economics : a quarterly journal of the Institute for Advanced Studies
20
Journal of economic dynamics & control
20
Journal of international money and finance
20
CBN journal of applied statistics
18
International journal of finance & economics : IJFE
18
International journal of economics and finance
16
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ECONIS (ZBW)
16
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1
Interest rate dynamics and
volatility
transmission in the European short term interest rate market
Shaw, Frances
;
Murphy, Finbarr
;
O'Brien, Fergal
- In:
Journal of economics and finance
40
(
2016
)
4
,
pp. 754-772
Persistent link: https://www.econbiz.de/10011659069
Saved in:
2
On the
cointegration
of international stock indices
Fu, Richard
;
Pagani, Marco
- In:
Journal of economics and finance
36
(
2012
)
2
,
pp. 463-480
Persistent link: https://www.econbiz.de/10009581862
Saved in:
3
Some determinants of life expectancy in the United States : results from
cointegration
tests under structural breaks
Ketenci, Natalya Shevchik
;
Murthy, Vasudeva N. R.
- In:
Journal of economics and finance
42
(
2018
)
3
,
pp. 508-525
Persistent link: https://www.econbiz.de/10012031075
Saved in:
4
Gold and oil prices : stable or unstable long-run relationship
Bassil, Charbel
;
Hamadi, Hassan
;
Mardini, Patrick
- In:
Journal of economics and finance
43
(
2019
)
1
,
pp. 57-72
Persistent link: https://www.econbiz.de/10012170984
Saved in:
5
What is the source of different levels of time-series return
volatility
? : The intraday u-shaped pattern or time-series persistence
Hughes, Michael P.
;
Winters, Drew B.
- In:
Journal of economics and finance
29
(
2005
)
3
,
pp. 300-312
Persistent link: https://www.econbiz.de/10003316993
Saved in:
6
An investigation of long memory in various measures of stock market
volatility
, using wavelets and aggregate series
DiSario, Robert
;
Saraoglu, Hakan
;
McCarthy, Joseph
;
Li, …
- In:
Journal of economics and finance
32
(
2008
)
2
,
pp. 136-147
Persistent link: https://www.econbiz.de/10003710699
Saved in:
7
Volatility
analysis of precious metals returns and oil returns : an ICSS approach
Morales, Lucia
;
Andréosso-O'Callaghan, Bernadette
- In:
Journal of economics and finance
38
(
2014
)
3
,
pp. 492-517
Persistent link: https://www.econbiz.de/10010490962
Saved in:
8
Euro conversion and return dynamics of European financial markets : a frequency domain approach
Grossmann, Axel
;
Giudici, Emiliano
;
Simpson, Marc W.
- In:
Journal of economics and finance
38
(
2014
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10010388029
Saved in:
9
Implied
volatility
surfaces and market activity over time
Ané, Thierry
;
Labidi, Chiraz
- In:
Journal of economics and finance
25
(
2001
)
3
,
pp. 259-275
Persistent link: https://www.econbiz.de/10001662839
Saved in:
10
Estimating
volatility
transmission between oil prices and the US Dollar exchange rate under structural breaks
Anjum, Hassan
- In:
Journal of economics and finance
43
(
2019
)
4
,
pp. 750-763
Persistent link: https://www.econbiz.de/10012385205
Saved in:
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