//--> //--> //--> //-->
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 international money and 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
Modelling volatility in the Ma...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Estimation
466
Schätzung
465
Volatility
232
Volatilität
232
Theorie
210
Theory
210
Welt
186
World
186
Exchange rate
163
Wechselkurs
163
Aktienmarkt
120
Stock market
120
USA
102
United States
102
Capital income
91
Kapitaleinkommen
91
Geldpolitik
89
Monetary policy
89
Kaufkraftparität
74
Purchasing power parity
74
Börsenkurs
72
Share price
72
Schock
68
Shock
68
EU countries
60
EU-Staaten
60
Japan
57
Financial crisis
56
Finanzkrise
56
International financial market
53
Internationaler Finanzmarkt
53
VAR model
53
VAR-Modell
52
Risikoprämie
50
Risk premium
50
Capital mobility
49
Forecasting model
49
Kapitalmobilität
49
Prognoseverfahren
49
Devisenmarkt
48
more ...
less ...
Online availability
All
Undetermined
334
Free
3
Type of publication
All
Article
700
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
700
Aufsatz in Zeitschrift
700
Conference paper
7
Konferenzbeitrag
7
Aufsatzsammlung
1
Collection of articles of several authors
1
Conference proceedings
1
Konferenzschrift
1
Sammelwerk
1
more ...
less ...
Language
All
English
701
Author
All
Taylor, Mark P.
7
MacDonald, Ronald
6
Caporale, Guglielmo Maria
5
Chinn, Menzie David
5
Fatum, Rasmus
5
Herwartz, Helmut
5
Tavlas, George S.
5
Beckmann, Joscha
4
Cheung, Yin-Wong
4
Choudhry, Taufiq
4
Fuertes, Ana María
4
Hall, Stephen G.
4
Koedijk, Kees
4
Neely, Christopher J.
4
Nitschka, Thomas
4
Papell, David H.
4
Phylaktis, Kate
4
Zampolli, Fabrizio
4
Aizenman, Joshua
3
Alberola, Enrique
3
Aysun, Uluc
3
Baillie, Richard
3
Bergin, Paul R.
3
Bodart, Vincent
3
Byrne, Joseph P.
3
Choudhri, Ehsan U.
3
Christopulos, Dēmētrēs K.
3
Florackis, Chris
3
Furceri, Davide
3
Jiang, Fuwei
3
Kollmann, Robert
3
Kontonikas, Alexandros
3
Li, Jie
3
Lothian, James R.
3
Loungani, Prakash
3
Lyons, Richard K.
3
Milas, Costas
3
Nguyen, Duc Khuong
3
Ntellas, Charēs
3
Sarno, Lucio
3
more ...
less ...
Institution
All
Workshop on Developments in Exchange Rate Modelling <1997, Maastricht>>
1
Published in...
All
Journal of international money and finance
Working paper / National Bureau of Economic Research, Inc.
3,193
Discussion paper series / IZA
3,056
NBER working paper series
2,968
NBER Working Paper
2,659
Applied economics
2,220
Discussion paper / Centre for Economic Policy Research
1,704
IZA Discussion Papers
1,582
CESifo working papers
1,573
Applied economics letters
1,538
IZA Discussion Paper
1,310
Finance research letters
1,221
Working paper
1,172
Economic modelling
1,170
Energy economics
1,085
Economics letters
992
International review of economics & finance : IREF
892
International review of financial analysis
891
Journal of banking & finance
881
Applied financial economics
834
Discussion paper
813
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
805
CESifo Working Paper
750
Journal of econometrics
732
The North American journal of economics and finance : a journal of financial economics studies
634
Research in international business and finance
615
Discussion paper / Tinbergen Institute
582
Journal of international financial markets, institutions & money
580
ZEW discussion papers
577
Pacific-Basin finance journal
556
IMF working papers
546
Discussion papers / CEPR
544
International journal of economics and financial issues : IJEFI
544
CESifo Working Paper Series
543
International journal of economics and finance
532
Journal of empirical finance
523
The journal of futures markets
509
Journal of financial economics
485
Working Paper
484
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
479
more ...
less ...
Source
All
ECONIS (ZBW)
701
Showing
1
-
10
of
701
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
On the persistence and
volatility
in European, American and Asian stocks bull and bear markets
Gil-Alaña, Luis A.
;
Shittu, Olanrewaju I.
;
Yaya, …
- In:
Journal of international money and finance
40
(
2014
),
pp. 149-162
Persistent link: https://www.econbiz.de/10010239995
Saved in:
2
Stock market
volatility
and international business cycle dynamics : evidence from OECD economies
Vu, Nam T.
- In:
Journal of international money and finance
50
(
2015
),
pp. 1-15
Persistent link: https://www.econbiz.de/10010465429
Saved in:
3
European equity market integration and joint relationship of conditional
volatility
and correlations
Virk, Nader
;
Javed, Farrukh
- In:
Journal of international money and finance
71
(
2017
),
pp. 53-77
Persistent link: https://www.econbiz.de/10011787669
Saved in:
4
The role of jumps and leverage in forecasting
volatility
in international equity markets
Buncic, Daniel
;
Gisler, Katja Ida Maria
- In:
Journal of international money and finance
79
(
2017
),
pp. 1-19
Persistent link: https://www.econbiz.de/10011788346
Saved in:
5
International
volatility
risk and Chinese stock return predictability
Chen, Jian
;
Jiang, Fuwei
;
Liu, Yangshu
;
Tu, Jun
- In:
Journal of international money and finance
70
(
2017
),
pp. 183-203
Persistent link: https://www.econbiz.de/10011752322
Saved in:
6
Liquidity shocks and the negative premium of liquidity
volatility
around the world
Feng, Frank Y.
;
Kang, Wenjin
;
Zhang, Huiping
- In:
Journal of international money and finance
139
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014478240
Saved in:
7
The low-magnitude and high-magnitude asymmetries in tail dependence structures in international equity markets and the role of bilateral exchange rate
Chang, Kuang-Liang
- In:
Journal of international money and finance
133
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014304729
Saved in:
8
Stock returns and
volatility
in emerging financial markets
De Santis, Giorgio
- In:
Journal of international money and finance
16
(
1997
)
4
,
pp. 561-579
Persistent link: https://www.econbiz.de/10001225540
Saved in:
9
Linkages between extreme stock market and currency returns
Cumperayot, Phornchanok J.
;
Keijzer, Tjeert
;
Kouwenberg, Roy
- In:
Journal of international money and finance
25
(
2006
)
3
,
pp. 528-550
Persistent link: https://www.econbiz.de/10003336184
Saved in:
10
Global regional sources of risk in equity markets : evidence from factor models with time-varying conditional skewness
Hashmi, Aamir R.
;
Tay, Anthony S. A.
- In:
Journal of international money and finance
26
(
2007
)
3
,
pp. 430-453
Persistent link: https://www.econbiz.de/10003442014
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...
//-->