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Research on the Volatility Cha...
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Volatilität
116
volatility
18
Theorie
17
Asien
16
Asia
15
USA
15
Schätzung
14
Volatility
13
Welt
13
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Working Paper
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Aizenman, Joshua
11
Bacchetta, Philippe
5
Trojani, Fabio
5
Aghion, Philippe
4
Caballero, Ricardo J.
4
Medvedev, Alexey
4
Pasricha, Gurnain Kaur
4
Schenk-Hoppé, Klaus Reiner
4
Seibel, Hans Dieter
4
Zha, Tao
4
Audrino, Francesco
3
Barone-Adesi, Giovanni
3
Buraschi, Andrea
3
Byström, Hans
3
Galindo, Arturo
3
Riera-Crichton, Daniel
3
Schweizer, Martin
3
Valchev, Stoyan
3
Banerjee, Abhijit
2
Batra, Amita
2
Benzoni, Luca
2
Cipollini, Andrea
2
Corradi, Valentina
2
Corsi, Fulvio
2
Curci, Giuseppe
2
Demarmels, Ricarda
2
Demiralp, Selva
2
Dempster, Michael A.H.
2
Distaso, Walter
2
Evstigneev, Igor V.
2
Ewald, Christian-Oliver
2
Gu, Chao
2
Hansen, Peter Reinhard
2
Ito, Hiro
2
Jinjarak, Yothin
2
Jondeau, Eric
2
Kapetanios, George
2
Leippold, Markus
2
Liu, Zheng
2
Lunde, Asger
2
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Institut für Schweizerisches Bankwesen <Zürich>
41
National Centre of Competence in Research North South <Bern>
17
Swiss National Centre of Competence in Research North South <Bern>
5
National Centre of Competence in ResearchFinancial Valuation and Risk Management
3
London School of Economics and Political Science
1
Manchester Business School
1
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Working Paper
Energy economics
850
NBER working paper series
584
Finance research letters
565
Working paper / National Bureau of Economic Research, Inc.
545
NBER Working Paper
503
International review of financial analysis
441
Applied economics
437
International review of economics & finance : IREF
403
Journal of banking & finance
394
Economic modelling
381
The journal of futures markets
372
The North American journal of economics and finance : a journal of financial economics studies
345
Journal of econometrics
321
Working paper
320
International Journal of Energy Economics and Policy : IJEEP
308
Applied economics letters
297
Research in international business and finance
287
IMF working papers
282
Applied financial economics
279
Discussion paper / Centre for Economic Policy Research
274
Journal of international money and finance
273
Journal of empirical finance
269
MPRA Paper
266
Economics letters
264
Journal of international financial markets, institutions & money
262
Working papers / ADB Institute
261
International journal of theoretical and applied finance
252
CESifo working papers
221
Pacific-Basin finance journal
213
Journal of risk and financial management : JRFM
212
ADB economics working paper series
210
Discussion paper / Tinbergen Institute
206
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
202
Journal of Asian economics
200
SpringerLink / Bücher
196
Quantitative finance
192
Journal of financial economics
187
ADBI Working Paper
182
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
180
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EconStor
120
USB Cologne (business full texts)
52
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1
Pipeline Power
Hubert, Franz
;
Cobanli, Onur
-
2012
, Nabucco, aims at diversifying Europe's gas imports by accessing producers in Middle East and Central
Asia
. It curtails Russia …
Persistent link: https://www.econbiz.de/10010500225
Saved in:
2
International reserves and swap lines: Substitutes or complements?
Aizenman, Joshua
;
Jinjarak, Yothin
;
Park, Donghyun
-
2010
Developing
Asia
experienced a sharp surge in foreign currency reserves prior to the 2008-9 crisis. The global crisis …
Persistent link: https://www.econbiz.de/10010287777
Saved in:
3
Pan-Asianism in Meiji and Taishô Japan : A Preliminary Framework
Saaler, Sven
-
2002
Pan-Asianism in Japanese history has not received much scholarly attention so far. Indeed, as some scholars have pointed out (Beasley 1987a), it is questionable whether the notion of an ideology that only existed as a loose set of ideas and, moreover, had its foundations in European concepts,...
Persistent link: https://www.econbiz.de/10005850185
Saved in:
4
Structural change in developing countries: Has it decreased gender inequality?
Rendall, Michelle
-
2012
This paper examines the evolution of female labor market outcomes from 1987 to 2008 by assessing the role of changing labor demand requirements in four developing countries: Brazil, Mexico, India and Thailand. The results highlight the importance of structural change in reducing gender...
Persistent link: https://www.econbiz.de/10010316911
Saved in:
5
Surfing the waves of globalization:
Asia
and financial globalization in the context of the trilemma
Aizenman, Joshua
;
Chinn, Menzie D.
;
Ito, Hiro
-
2011
choices matter for output
volatility
and the medium-term level of inflation. Greater monetary independence is associated with … lower output
volatility
while greater exchange rate stability implies greater output
volatility
, which can be mitigated if a … inflation rate. We find that trilemma policy configurations affect output
volatility
through the investment or trade channel …
Persistent link: https://www.econbiz.de/10010331079
Saved in:
6
Volatility
, Information and Stock Market Crashes
Antonakakis, Nikolaos
;
Scharler, Johann
-
2009
In this paper, we examine the evolution of the S&P500 returns
volatility
around market crashes using a Markov …-Switching model. We find that
volatility
typically switches into the high
volatility
state well before a crash and remains in the high …
volatility
by uniformed traders result in a crash. …
Persistent link: https://www.econbiz.de/10010294846
Saved in:
7
Return and
volatility
spillovers among the East Asian equity markets
Yilmaz, Kamil
-
2009
autoregression, we derive return and
volatility
spillover indices over the rolling sub-sample windows. We show that there is … substantial difference between the behavior of the East Asian return and
volatility
spillover indices over time. While the return … spillover index reveals increased integration among the East Asian equity markets, the
volatility
spillover index experiences …
Persistent link: https://www.econbiz.de/10010277265
Saved in:
8
Real exchange rate and international reserves in an era of growing financial and trade integration
Aizenman, Joshua
;
Riera-Crichton, Daniel
-
2006
This paper evaluates the impact of international reserves, terms of trade shocks and capital flows on the real exchange rate (REER). We observe that international reserves cushions the impact of TOT shocks on the REER, and that this effect is important for developing but not for industrial...
Persistent link: https://www.econbiz.de/10010285305
Saved in:
9
Measuring the stability of a dynamic system: The case of the stock market turmoil 2007-2008
Bask, Mikael
;
Widerberg, Anna
-
2010
The aim of this paper is to demonstrate how the change in actual and potential market risks in the Dow Jones Industrial Average (DJIA) during the two-year period 2007-2008 can be analyzed with the help of-analysis. In the empirical analysis, the average of the Lyapunov exponents for the dynamic...
Persistent link: https://www.econbiz.de/10010321428
Saved in:
10
Real exchange rate and international reserves in the era of growing financial and trade integration
Aizenman, Joshua
;
Riera-Crichton, Daniel
-
2006
This paper evaluates the impact of international reserves, terms of trade shocks and capital flows on the real exchange rate (REER). We observe that international reserves cushions the impact of TOT shocks on the REER, and that this effect is important for developing but not for industrial...
Persistent link: https://www.econbiz.de/10010322720
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