//--> //--> //--> //-->
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:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"Working paper"
~subject:"Kointegration"
~subject:"Volatilität"
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
Exchange rate uncertainty and...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Kointegration
Volatilität
Volatility
578
Schätzung
306
Estimation
305
Arbeitsmarkt
234
Labour market
233
Deutschland
231
Germany
229
Börsenkurs
197
Share price
197
Theorie
185
Theory
185
USA
156
United States
155
ARCH model
150
ARCH-Modell
150
Capital income
140
Kapitaleinkommen
140
Stock market
139
Aktienmarkt
138
Cointegration
137
Beschäftigungseffekt
134
Welt
134
World
134
Employment effect
133
Optionspreistheorie
119
Option pricing theory
116
Wechselkurs
101
Exchange rate
100
Forecasting model
98
Prognoseverfahren
98
Spillover effect
95
Spillover-Effekt
95
Risk
85
Time series analysis
82
Zeitreihenanalyse
82
Risiko
81
Impact assessment
80
Wirkungsanalyse
80
more ...
less ...
Online availability
All
Undetermined
312
Free
242
Type of publication
All
Article
368
Book / Working Paper
337
Type of publication (narrower categories)
All
Article in journal
369
Aufsatz in Zeitschrift
369
Arbeitspapier
319
Working Paper
319
Graue Literatur
311
Non-commercial literature
311
Aufsatzsammlung
1
more ...
less ...
Language
All
English
705
Author
All
McAleer, Michael
48
Chang, Chia-Lin
19
Manera, Matteo
16
Neely, Christopher J.
15
Mumtaz, Haroon
14
Gupta, Rangan
12
Hammoudeh, Shawkat
11
Kapetanios, George
10
Mensi, Walid
10
Mignon, Valérie
10
Guo, Hui
9
Kang, Sang Hoon
9
Allen, David E.
7
Christiansen, Charlotte
7
Escribano, Álvaro
7
Raunig, Burkhard
7
Zhu, Huiming
7
Asai, Manabu
6
Nguyen, Hoang
6
Reed, W. Robert
6
Roengchai Tansuchat
6
Wohar, Mark E.
6
Xuan Vinh Vo
6
Balcilar, Mehmet
5
Caporin, Massimiliano
5
Pierdzioch, Christian
5
Skiadopoulos, George
5
Theodoridis, Konstantinos
5
Ur Rehman, Mobeen
5
Zhuang, Xintian
5
Al-Yahyaee, Khamis Hamed
4
Bastianin, Andrea
4
Beckmann, Joscha
4
Belke, Ansgar
4
Chen, Chi-chung
4
Dai, Zhifeng
4
Gao, Yang
4
Hau, Liya
4
Karlsson, Sune
4
Laurent, Sébastien
4
more ...
less ...
Institution
All
Federal Reserve Bank of St. Louis
14
University of Canterbury / Dept. of Economics and Finance
13
Institut für Schweizerisches Bankwesen <Zürich>
7
Queen Mary College / Department of Economics
5
Institut for Miljø- og Erhvervsøkonomi <Esbjerg>
2
Brussels European and Global Economic Laboratory
1
Centre d'Etudes Prospectives et d'Informations Internationales
1
Cornell University / Cornell Food and Nutrition Policy Program
1
more ...
less ...
Published in...
All
The North American journal of economics and finance : a journal of financial economics studies
Working paper
Energy economics
856
Applied economics
720
Finance research letters
652
Economic modelling
585
NBER working paper series
499
Working paper / National Bureau of Economic Research, Inc.
478
Journal of econometrics
476
International Journal of Energy Economics and Policy : IJEEP
460
International review of financial analysis
460
International review of economics & finance : IREF
439
Applied economics letters
435
NBER Working Paper
431
Economics letters
406
Journal of banking & finance
405
The journal of futures markets
384
Research in international business and finance
342
Applied financial economics
321
Journal of international financial markets, institutions & money
292
Journal of international money and finance
292
International journal of economics and financial issues : IJEFI
279
Journal of empirical finance
278
Discussion paper / Centre for Economic Policy Research
260
CESifo working papers
252
International journal of theoretical and applied finance
249
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
246
International journal of economics and finance
242
Discussion paper / Tinbergen Institute
234
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
229
Journal of risk and financial management : JRFM
221
The empirical economics letters : a monthly international journal of economics
221
International journal of finance & economics : IJFE
201
Quantitative finance
200
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
197
Cogent economics & finance
196
IMF working papers
196
International journal of forecasting
187
Journal of financial economics
184
Pacific-Basin finance journal
175
more ...
less ...
Source
All
ECONIS (ZBW)
698
USB Cologne (business full texts)
7
Showing
1
-
10
of
705
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The empirical performance of option based densities of foreign exchange
Craig, Ben R.
;
Keller, Joachim G.
-
2002
Persistent link: https://www.econbiz.de/10001650407
Saved in:
2
Testing the forward
volatility
unbiasedness hypothesis in exchange rates under long-range dependence
Pérez Rodríguez, Jorge V.
;
Andrada Félix, Julián
; …
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012822266
Saved in:
3
Exchange rate and industrial commodity
volatility
transmissions, asymmetries and hedging strategies
Hammoudeh, Shawkat
;
Yuan, Yuan
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689068
Saved in:
4
Dynamic risk spillovers and portfolio risk management between precious metals and global foreign exchange markets
Mensi, Walid
;
Hammoudeh, Shawkat
;
Ur Rehman, Mobeen
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012659807
Saved in:
5
Higher moment exchange rate exposure of S&P500 firms
Bianconi, Marcelo
;
Cai, Zhe
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 513-530
Persistent link: https://www.econbiz.de/10011938192
Saved in:
6
Arbitrage-free implied
volatility
surfaces for options on single stock futures
Kotzé, Antonie
;
Labuschagne, Coenraad C. A.
;
Nair, …
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 380-399
Persistent link: https://www.econbiz.de/10010367577
Saved in:
7
An analysis of implied
volatility
jump dynamics : novel functional data representation in crude oil markets
Kearney, Fearghal
;
Murphy, Finbarr
;
Cummins, Mark
- In:
The North American journal of economics and finance : a …
33
(
2015
),
pp. 199-216
Persistent link: https://www.econbiz.de/10011535207
Saved in:
8
Implied
volatility
and the risk-free rate of return in options markets
Bianconi, Marcelo
;
McLachlan, Scott
;
Sammon, Marco
- In:
The North American journal of economics and finance : a …
31
(
2015
),
pp. 1-26
Persistent link: https://www.econbiz.de/10011511024
Saved in:
9
To sigmoid-based functional description of the
volatility
smile
Itkin, Andrey
- In:
The North American journal of economics and finance : a …
31
(
2015
),
pp. 264-291
Persistent link: https://www.econbiz.de/10011514245
Saved in:
10
Explicit approximate analytic formulas for timer option pricing with stochastic interest rates
Ma, Jingtang
;
Deng, Dongya
;
Lai, Yongzeng
- In:
The North American journal of economics and finance : a …
34
(
2015
),
pp. 1-21
Persistent link: https://www.econbiz.de/10011539653
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...
//-->