//--> //--> //--> //-->
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:"Journal of forecasting"
~isPartOf:"Research in international business and finance"
~subject:"Estimation"
~subject:"Exchange rate"
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
Term structures of implied vol...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Estimation
Exchange rate
Volatility
418
Volatilität
418
Forecasting model
162
Prognoseverfahren
162
ARCH model
153
ARCH-Modell
153
Capital income
139
Kapitaleinkommen
139
Börsenkurs
129
Share price
129
Aktienmarkt
116
Stock market
116
Schätzung
115
Theorie
100
Theory
100
Welt
85
World
85
Yield curve
64
Zinsstruktur
64
Spillover effect
61
Spillover-Effekt
61
Time series analysis
59
Zeitreihenanalyse
59
Wechselkurs
45
Oil price
42
Ölpreis
42
USA
34
United States
34
Financial crisis
33
Finanzkrise
33
Financial market
32
Finanzmarkt
32
Risiko
32
Risk
32
China
31
Emerging economies
28
Schwellenländer
28
Virtual currency
27
more ...
less ...
Online availability
All
Undetermined
91
Free
10
Type of publication
All
Article
146
Type of publication (narrower categories)
All
Article in journal
146
Aufsatz in Zeitschrift
146
Language
All
English
146
Author
All
Gupta, Rangan
4
Aboura, Sofiane
3
Caporale, Guglielmo Maria
3
Chevallier, Julien
3
Guesmi, Khaled
3
Umar, Zaghum
3
Härdle, Wolfgang
2
McMillan, David G.
2
Nguyen, Duc Khuong
2
Owusu Junior, Peterson
2
Papadamou, Stephanos
2
Pierdzioch, Christian
2
Speight, Alan E. H.
2
Ullah, Wali
2
Abakah, Emmanuel Joel Aikins
1
Abdullah, Mat Yusoff
1
Adusei, Michael
1
Agarwal, Vineet
1
Agudelo, Diego A.
1
Ahmad, Muhammad Idrees
1
Almahadin, Hamed Ahmad
1
Almeida, Thiago Ramos
1
Aloui, Donia
1
Alsarhan, Abdulwahab A.
1
Andrikopoulos, Panagiotis
1
Antonakakis, Nikolaos
1
Assaf, Ata
1
Aydoğan, Berna
1
Bahmani-Oskooee, Mohsen
1
Bajo Rubio, Oscar
1
Baklaci, Hasan Fehmi
1
Balcilar, Mehmet
1
Bales, Stephan
1
Barbedo, Claudio Henrique da Silveira
1
Bassil, Charbel
1
Bellelah, M. A.
1
Bellelah, M. O.
1
Ben Ameur, Hachmi
1
Ben Ammar, Imen
1
Ben Omrane, Walid
1
more ...
less ...
Published in...
All
Journal of forecasting
Research in international business and finance
Applied economics
186
Energy economics
177
Finance research letters
175
International review of economics & finance : IREF
175
NBER working paper series
174
Economic modelling
157
Journal of international money and finance
157
Working paper / National Bureau of Economic Research, Inc.
157
NBER Working Paper
154
The North American journal of economics and finance : a journal of financial economics studies
139
International review of financial analysis
132
Journal of banking & finance
130
Applied economics letters
126
Journal of econometrics
120
Working paper
117
Journal of international financial markets, institutions & money
116
Applied financial economics
113
Journal of empirical finance
111
Discussion paper / Centre for Economic Policy Research
106
CESifo working papers
96
Economics letters
90
International journal of finance & economics : IJFE
90
Discussion paper / Tinbergen Institute
79
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
76
The journal of futures markets
69
Journal of financial economics
68
Journal of risk and financial management : JRFM
67
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
62
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
61
International Journal of Energy Economics and Policy : IJEEP
60
The European journal of finance
60
International journal of forecasting
57
International journal of economics and financial issues : IJEFI
56
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
55
Journal of economic dynamics & control
51
IMF working papers
50
International journal of economics and finance
50
Discussion papers / CEPR
46
more ...
less ...
Source
All
ECONIS (ZBW)
146
Showing
1
-
10
of
146
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Moving beyond Volatility Index (VIX) : HARnessing the term structure of implied volatility
Clements, Adam
;
Liao, Yin
;
Tang, Yusui
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 86-99
Persistent link: https://www.econbiz.de/10012796271
Saved in:
2
Affine term structure model with macroeconomic factors : do no-arbitrage restriction and macroeconomic factors imply better out-of-sample forecasts?
Ullah, Wali
- In:
Journal of forecasting
35
(
2016
)
4
,
pp. 329-346
Persistent link: https://www.econbiz.de/10011580766
Saved in:
3
The term structure of yield curve and connectedness among ESG investments
Iqbal, Najaf
;
Umar, Zaghum
;
Ruman, Asif M.
;
Jiang, Shaohua
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014451520
Saved in:
4
Estimating time-varying factors’ variance in the string-term structure model with stochastic volatility
Almeida, Thiago Ramos
- In:
Research in international business and finance
70
(
2024
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10015055200
Saved in:
5
The importance of interest rates for forecasting the exchange rate
Bjørnland, Hilde Christiane
;
Hungnes, Håvard
- In:
Journal of forecasting
25
(
2006
)
3
,
pp. 209-221
Persistent link: https://www.econbiz.de/10003318080
Saved in:
6
Forecasting interest rate swap spreads using domestic and international risk factors : evidence from linear and non-linear models
Lekkos, Ilias
;
Milas, Costas
;
Panagiōtidēs, Theodōros
- In:
Journal of forecasting
26
(
2007
)
8
,
pp. 601-619
Persistent link: https://www.econbiz.de/10003608157
Saved in:
7
Term structure forecasting of government bond yields with latent and macroeconomic factors : do macroeconomic factors imply better out-of-sample forecasts?
Ullah, Wali
;
Tsukuda, Yoshihiko
;
Matsuda, Yasumasa
- In:
Journal of forecasting
32
(
2013
)
8
,
pp. 702-723
Persistent link: https://www.econbiz.de/10010344463
Saved in:
8
Risk premia and long rates in Ireland
Cuthbertson, Keith
;
Bredin, Donal
- In:
Journal of forecasting
20
(
2001
)
6
,
pp. 391-403
Persistent link: https://www.econbiz.de/10001611473
Saved in:
9
Nexus between the banking sector interest rate spread and interbank borrowing rate : an econometric investigation for Bangladesh
Kashem, Mohammad Abul
;
Rahman, Mohammad Mafizur
- In:
Research in international business and finance
43
(
2018
),
pp. 34-47
Persistent link: https://www.econbiz.de/10011982917
Saved in:
10
Towards an asymmetric long run equilibrium between stock market uncertainty and the yield spread : a threshold vector error correction approach
Evgenidis, Anastasios
;
Tsagkanos, Athanasios
; …
- In:
Research in international business and finance
39
(
2017
),
pp. 267-279
Persistent link: https://www.econbiz.de/10011876475
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...
//-->