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~isPartOf:"Journal of international money and finance"
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Volatility
232
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Caporale, Guglielmo Maria
4
Li, Jie
3
Sornette, Didier
3
Triantafyllou, Athanasios
3
Aizenman, Joshua
2
Ali, Faek Menla
2
Arezki, Rabah
2
Baum, Christopher F.
2
Caglayan, Mustafa
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Campa, José Manuel
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Chang, P. H. Kevin
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Choudhry, Taufiq
2
Gnabo, Jean-Yves
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2
In, Francis Haeuck
2
Loungani, Prakash
2
Ma, Jun
2
Martens, Martin
2
Neely, Christopher J.
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Pierdzioch, Christian
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Ploeg, Frederick van der
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Prokopczuk, Marcel
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Sercu, Piet
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Workshop on Developments in Exchange Rate Modelling <1997, Maastricht>>
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Journal of international money and finance
Energy economics
721
Finance research letters
696
NBER working paper series
570
International journal of theoretical and applied finance
567
The journal of futures markets
548
Working paper / National Bureau of Economic Research, Inc.
541
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522
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International review of economics & finance : IREF
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Applied financial economics
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Journal of empirical finance
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Applied mathematical finance
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The journal of computational finance
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Discussion paper / Centre for Economic Policy Research
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Finance and stochastics
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Journal of international financial markets, institutions & money
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Journal of financial economics
246
Journal of risk and financial management : JRFM
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Computational economics
237
The European journal of finance
226
European journal of operational research : EJOR
225
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
211
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
200
Risks : open access journal
196
CESifo working papers
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ECONIS (ZBW)
251
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1
Spurious long memory, uncommon breaks and the implied-realized
volatility
puzzle
Kellard, Neil M.
;
Jiang, Ying
;
Wohar, Mark E.
- In:
Journal of international money and finance
56
(
2015
),
pp. 36-54
Persistent link: https://www.econbiz.de/10011477872
Saved in:
2
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:
3
How important is the term structure in implied
volatility
surface modeling? : evidence from foreign exchange options
Chalamandaris, Georgios
;
Tsekrekos, Andrianos E.
- In:
Journal of international money and finance
30
(
2011
)
4
,
pp. 623-640
Persistent link: https://www.econbiz.de/10009268799
Saved in:
4
Cross-hedging strategies between CDS spreads and option
volatility
during crises
Fonseca, José da
;
Gottschalk, Katrin
- In:
Journal of international money and finance
49
(
2014
),
pp. 386-400
Persistent link: https://www.econbiz.de/10010464998
Saved in:
5
The impact of option hedging on the spot market
volatility
Anderegg, Benjamin
;
Ulmann, Florian Michael Till
; …
- In:
Journal of international money and finance
124
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013435214
Saved in:
6
Monetary policy shocks and financial conditions : a Monte Carlo experiment
Castelnouvo, Efrem
- In:
Journal of international money and finance
32
(
2013
),
pp. 282-303
Persistent link: https://www.econbiz.de/10009732883
Saved in:
7
The Feldstein-Horioka puzzle revisited : a Monte Carlo study
Caporale, Guglielmo Maria
;
Panopulu, Aikaterinē
; …
- In:
Journal of international money and finance
24
(
2005
)
7
,
pp. 1143-1149
Persistent link: https://www.econbiz.de/10003210065
Saved in:
8
Measurement of contagion in banks' equity prices
Gropp, Reint
;
Moerman, Gerard A.
- In:
Journal of international money and finance
23
(
2004
)
3
,
pp. 405-459
Persistent link: https://www.econbiz.de/10002030541
Saved in:
9
Misspecification versus bubbles in hyperinflation data : Monte Carlo and interwar European evidence
Hooker, Mark Allan
- In:
Journal of international money and finance
19
(
2000
)
4
,
pp. 583-600
Persistent link: https://www.econbiz.de/10001496579
Saved in:
10
Long-run purchasing power parity with short-run data : evidence with a null hypothesis of stationarity
Culver, Sarah E.
;
Papell, David H.
- In:
Journal of international money and finance
18
(
1999
)
5
,
pp. 751-768
Persistent link: https://www.econbiz.de/10001415350
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