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1
Forecasting daily exchange rate volatility using intraday returns
Martens, Martin
- In:
Journal of international money and finance
20
(
2001
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10001546106
Saved in:
2
International tail risk and
world
fear
Hollstein, Fabian
;
Nguyen, Duc Binh Benno
;
Prokopczuk, …
- In:
Journal of international money and finance
93
(
2019
),
pp. 244-259
Persistent link: https://www.econbiz.de/10012138644
Saved in:
3
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:
4
Exchange rate forecasting on a napkin
Ca'Zorzi, Michele
;
Rubaszek, Michał
- In:
Journal of international money and finance
104
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012395198
Saved in:
5
Cross-country uncertainty spillovers : evidence from international survey data
Beckmann, Joscha
;
Davidson, Sharada Nia
;
Koop, Gary
; …
- In:
Journal of international money and finance
130
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014248782
Saved in:
6
Forecasting exchange rates out-of-sample with
panel
methods and real-time data
Ince, Onur
- In:
Journal of international money and finance
43
(
2014
),
pp. 1-18
Persistent link: https://www.econbiz.de/10010372648
Saved in:
7
Exchange rate shocks and trade : a multivariate GARCH-M approach
Grier, Kevin
;
Smallwood, Aaron D.
- In:
Journal of international money and finance
37
(
2013
),
pp. 282-305
Persistent link: https://www.econbiz.de/10010209078
Saved in:
8
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:
9
Recent developments in exchange rate pass-through : what have we learned from uncertain times?
Cheikh, Nidhaleddine Ben
;
Zaied, Younes Ben
;
Ben Ameur, …
- In:
Journal of international money and finance
131
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014248861
Saved in:
10
Exchange rate predictability in a changing
world
Byrne, Joseph P.
;
Korobilis, Dimitris
;
Ribeiro, Pinho J.
- In:
Journal of international money and finance
62
(
2016
),
pp. 1-24
Persistent link: https://www.econbiz.de/10011668284
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