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Börsenkurs
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Gupta, Rangan
78
Caporale, Guglielmo Maria
70
Hautsch, Nikolaus
57
Pierdzioch, Christian
54
Bohl, Martin T.
46
Gil-Alaña, Luis A.
42
Narayan, Paresh Kumar
42
Zaremba, Adam
40
McMillan, David G.
39
McAleer, Michael
33
Wohar, Mark E.
33
Lettau, Martin
29
Theissen, Erik
29
Tiwari, Aviral Kumar
29
Hess, Dieter
27
Lux, Thomas
27
Entorf, Horst
26
Bollerslev, Tim
25
Todorov, Viktor
25
Allen, David E.
23
Ludvigson, Sydney C.
23
Cheung, Yin-Wong
22
Döpke, Jörg
22
Engle, Robert F.
22
Stulz, René M.
22
Bali, Turan G.
21
Cakici, Nusret
21
Pesaran, M. Hashem
21
Salisu, Afees A.
21
Schröder, Michael
21
Siklos, Pierre L.
21
Weber, Enzo
21
Belke, Ansgar
20
Herwartz, Helmut
20
Hong, Harrison G.
20
Härdle, Wolfgang
20
Schrimpf, Andreas
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Werner, Thomas
20
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19
Chiang, Thomas C.
19
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Kansantaloustieteen Laitos <Tampere>
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Shaker Verlag
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University of Canterbury / Dept. of Economics and Finance
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Verlag Dr. Kovač
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Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
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Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
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Österreichisches Institut für Wirtschaftsforschung
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Centre of Financial Studies
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Christian-Albrechts-Universität zu Kiel
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Finance research letters
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Applied economics letters
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NBER working paper series
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128
International review of economics & finance : IREF
120
International review of financial analysis
120
Applied economics
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Journal of banking & finance
111
NBER Working Paper
105
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99
The North American journal of economics and finance : a journal of financial economics studies
96
Applied financial economics
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Journal of empirical finance
86
Research in international business and finance
84
Journal of international financial markets, institutions & money
82
Journal of risk and financial management : JRFM
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Energy economics
68
Discussion paper / Centre for Economic Policy Research
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Pacific-Basin finance journal
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Journal of financial economics
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Journal of econometrics
56
CESifo working papers
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Review of quantitative finance and accounting
52
International journal of finance & economics : IJFE
51
The European journal of finance
51
Cogent economics & finance
50
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
49
International journal of economics and finance
47
International journal of economics and financial issues : IJEFI
43
The journal of finance : the journal of the American Finance Association
41
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
40
Working paper
40
The journal of futures markets
39
Journal of financial markets
38
Economic research
37
Economics letters
37
Emerging markets, finance and trade : EMFT
37
Journal of international money and finance
36
Management science : journal of the Institute for Operations Research and the Management Sciences
36
Quantitative finance
33
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ECONIS (ZBW)
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EconStor
196
USB Cologne (EcoSocSci)
1
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1
The effects of interest rates, stock prices and trading day to the
duration
of daily exchange rate pattern : using survival analysis
Lee, Seo-Hyeong
;
Lee, Ki-dong
;
Kim, Yoon-chul
- In:
International journal of monetary economics and finance
10
(
2017
)
3/4
,
pp. 404-425
Persistent link: https://www.econbiz.de/10011863270
Saved in:
2
Interest rate risk of bond prices on Macedonian Stock Exchange - empirical test of the
duration
, modified
duration
and convexity and bonds valuation
Ivanovski, Zoran
;
Stojanovski, Toni Draganov
; …
- In:
Economic research
26
(
2013
)
3
,
pp. 47-62
Persistent link: https://www.econbiz.de/10010196415
Saved in:
3
Asset prices and
unemployment
fluctuations
Kehoe, Patrick J.
;
Lopez, Pierlauro
;
Midrigan, Virgiliu
; …
-
2020
Persistent link: https://www.econbiz.de/10012182810
Saved in:
4
Forecasting the frequency of changes in quoted foreign exchange prices with the autoregressive conditional
duration
model
Engle, Robert F.
;
Russell, Jeffrey R.
-
1995
Persistent link: https://www.econbiz.de/10000929607
Saved in:
5
Intraday Value-at-Risk : an asymmetric autoregressive conditional
duration
approach
Liu, Shouwei
;
Tse, Yiu Kuen
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 437-446
Persistent link: https://www.econbiz.de/10011504612
Saved in:
6
Is stock market overpriced? : a benchmark approach
Emekter, Riza
;
Beaves, Robert
;
Dennick-Ream, Zane
- In:
Cogent economics & finance
6
(
2018
)
1
,
pp. 1-16
exists in that market using the
duration
dependence test. …
Persistent link: https://www.econbiz.de/10012023192
Saved in:
7
Evidences of Bull and Bear Markets in the Bovespa index : an application of Markovian regime-switching models with
duration
dependence
Mendes, Fernando Henrique de Paula e Silva
;
Moura, …
- In:
Brazilian review of econometrics : BRE ; the review of …
38
(
2018
)
1
,
pp. 39-74
Persistent link: https://www.econbiz.de/10012129029
Saved in:
8
Nonstationary autoregressive conditional
duration
models
Mishra, Anuj
;
Ramanathan, Thekke Variyam
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
4
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011743716
Saved in:
9
Structural change test in
duration
of bull and bear markets
Nicolau, João
- In:
Economics letters
146
(
2016
),
pp. 64-67
Persistent link: https://www.econbiz.de/10011619060
Saved in:
10
A compound
duration
model for high-frequency asset returns
Aldrich, Eric M.
;
Heckenbach, Indra
;
Laughlin, Gregory
- In:
Journal of empirical finance
39
(
2016
),
pp. 105-128
Persistent link: https://www.econbiz.de/10011663312
Saved in:
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