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~isPartOf:"Journal of international money and finance"
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Volatility
230
Volatilität
230
Exchange rate
129
Wechselkurs
129
Theorie
121
Theory
121
Estimation
109
Schätzung
109
Forecasting model
104
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English
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MacDonald, Ronald
6
Caporale, Guglielmo Maria
4
Chinn, Menzie David
4
Beckmann, Joscha
3
Cheung, Yin-Wong
3
Fernald, John G.
3
Hsu, Eric
3
Li, Jie
3
Neely, Christopher J.
3
Sornette, Didier
3
Spiegel, Mark
3
Triantafyllou, Athanasios
3
Aizenman, Joshua
2
Ali, Faek Menla
2
Arezki, Rabah
2
Banerjee, Ryan
2
Baum, Christopher F.
2
Buncic, Daniel
2
Caglayan, Mustafa
2
Campa, José Manuel
2
Chang, P. H. Kevin
2
Chen, Jian
2
Choudhry, Taufiq
2
De Grauwe, Paul
2
Dewachter, Hans
2
Dumas, Bernard
2
Florackis, Chris
2
Garcia Pascual, Antonio
2
Gnabo, Jean-Yves
2
Harvey, Campbell R.
2
Hecq, Alain W. J.
2
Herwartz, Helmut
2
Huber, Florian
2
In, Francis Haeuck
2
Ince, Onur
2
Issler, João Victor
2
Jiang, Fuwei
2
Jondeau, Eric
2
Kang, Kyu Ho
2
Loungani, Prakash
2
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Workshop on Developments in Exchange Rate Modelling <1997, Maastricht>>
1
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Journal of international money and finance
International journal of forecasting
1,626
European journal of operational research : EJOR
1,025
Finance research letters
995
Energy economics
957
Journal of forecasting
915
NBER working paper series
887
Journal of econometrics
811
Working paper / National Bureau of Economic Research, Inc.
780
NBER Working Paper
766
Journal of banking & finance
732
Applied economics
727
International journal of theoretical and applied finance
683
Economic modelling
652
International review of financial analysis
632
The journal of futures markets
613
Economics letters
609
Working paper
590
Applied economics letters
549
International review of economics & finance : IREF
525
Insurance / Mathematics & economics
503
Discussion paper / Centre for Economic Policy Research
499
The North American journal of economics and finance : a journal of financial economics studies
484
Discussion paper / Tinbergen Institute
478
IMF Working Papers
475
Journal of empirical finance
454
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
450
Journal of economic dynamics & control
424
Quantitative finance
408
Computational economics
402
Research in international business and finance
397
Applied financial economics
396
CESifo working papers
373
Risks : open access journal
368
Journal of risk and financial management : JRFM
363
Technological forecasting & social change : an international journal
361
Finance and stochastics
351
Journal of financial economics
350
International journal of production research
340
Mathematical finance : an international journal of mathematics, statistics and financial theory
339
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ECONIS (ZBW)
361
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1
Volatility
linkages across three major equity markets : a financial arbitrage approach
Cifarelli, Giulio
;
Paladino, Giovanna
- In:
Journal of international money and finance
24
(
2005
)
3
,
pp. 413-439
Persistent link: https://www.econbiz.de/10002738497
Saved in:
2
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:
3
Forecasting the comovements of spot interest rates
Ferreira, Miguel A.
- In:
Journal of international money and finance
24
(
2005
)
5
,
pp. 766-792
Persistent link: https://www.econbiz.de/10002972586
Saved in:
4
What drives international equity correlations? :
volatility
or market direction?
Amira, Khaled
;
Taamouti, Abderrahim
;
Tsafack, Georges
- In:
Journal of international money and finance
30
(
2011
)
6
,
pp. 1234-1263
Persistent link: https://www.econbiz.de/10009373944
Saved in:
5
Intra-daily
volatility
spillovers in international stock markets
Golosnoy, Vasyl
;
Gribisch, Bastian
;
Liesenfeld, Roman
- In:
Journal of international money and finance
53
(
2015
),
pp. 95-114
Persistent link: https://www.econbiz.de/10011475912
Saved in:
6
System-wide tail comovements : a bootstrap test for cojump identification on the S&P 500, US bonds and currencies
Gnabo, Jean-Yves
;
Hvozdyk, Lyudmyla
;
Lahaye, Jérôme
- In:
Journal of international money and finance
48
(
2014
),
pp. 147-174
Persistent link: https://www.econbiz.de/10010464002
Saved in:
7
How past market movements affect
correlation
and
volatility
Becker, Christoph
;
Schmidt, Wolfgang M.
- In:
Journal of international money and finance
50
(
2015
),
pp. 78-107
Persistent link: https://www.econbiz.de/10010465421
Saved in:
8
Size matters : the impact of financial liberalization on individual firms
Chritoffersen, Peter
;
Chung, Hyunchul
;
Errunza, Vihang R.
- In:
Journal of international money and finance
25
(
2006
)
8
,
pp. 1296-1318
Persistent link: https://www.econbiz.de/10003398660
Saved in:
9
Jumps and time-varying correlations in daily foreign exchange rates
Chang, Kook-hyun
;
Kim, Myung-jig
- In:
Journal of international money and finance
20
(
2001
)
5
,
pp. 611-637
Persistent link: https://www.econbiz.de/10001612879
Saved in:
10
Dynamic stock market covariances in the Eurozone
Connor, Gregory
;
Suurlaht, Anita
- In:
Journal of international money and finance
37
(
2013
),
pp. 353-370
Persistent link: https://www.econbiz.de/10010209054
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