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~isPartOf:"Working paper"
~person:"Lahaye, Jérôme"
~subject:"Volatilität"
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Volatility spillovers and cont...
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Volatilität
Volatility
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Lahaye, Jérôme
McAleer, Michael
40
Neely, Christopher J.
15
Chang, Chia-Lin
14
Mumtaz, Haroon
14
Manera, Matteo
12
Guo, Hui
9
Nguyen, Hoang
7
Raunig, Burkhard
7
Christiansen, Charlotte
6
Kapetanios, George
5
Roengchai Tansuchat
5
Skiadopoulos, George
5
Theodoridis, Konstantinos
5
Österholm, Pär
5
Allen, David E.
4
Asai, Manabu
4
Chen, Chi-chung
4
Escribano, Álvaro
4
Hammoudeh, Shawkat
4
Karlsson, Sune
4
Laurent, Sébastien
4
Mignon, Valérie
4
Rebucci, Alessandro
4
Savickas, Robert
4
Wen, Yi
4
Baker, Scott
3
Bastianin, Andrea
3
Behmiri, Niaz Bashiri
3
Blazsek, Szabolcs
3
Bloom, Nicholas
3
Caporin, Massimiliano
3
Davis, Steven J.
3
Erdemlioglu, Deniz
3
Héricourt, Jérôme
3
Kiss, Tamás
3
Mazur, Stepan
3
Medeiros, Marcelo C.
3
Nicolini, Marcella
3
Piger, Jeremy Max
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Annals of economics and statistics
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Economics letters
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International journal of finance & economics : IJFE
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Journal of applied econometrics
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Journal of banking & finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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The role of jumps in volatility spillovers in foreign exchange markets: meteor shower and heat waves revisited
Lahaye, Jérôme
;
Neely, Christopher J.
-
2014
Persistent link: https://www.econbiz.de/10010423538
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2
Central bank intervention and exchange rate volatility, its continuous and jump components
Beine, Michel
;
Lahaye, Jérôme
;
Laurent, Sébastien
; …
-
2007
-
Rev.
Persistent link: https://www.econbiz.de/10003740039
Saved in:
3
Jumps, cojumps and macro announcements
Lahaye, Jérôme
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003740681
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