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Realized volatility
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Exchange rate
Volatility
41,108
Volatilität
40,839
Kapitaleinkommen
39,523
Capital income
39,423
Zeitreihenanalyse
29,889
Time series analysis
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Risk
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Risiko
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Anlageverhalten
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Behavioural finance
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Bahmani-Oskooee, Mohsen
73
Caporale, Guglielmo Maria
53
Belke, Ansgar
37
Hegerty, Scott W.
31
Kočenda, Evžen
31
Sarno, Lucio
26
MacDonald, Ronald
25
Neely, Christopher J.
25
Schnabl, Gunther
25
Pierdzioch, Christian
23
Gros, Daniel
21
Diebold, Francis X.
20
De Grauwe, Paul
18
Rodriguez, Gabriel
18
Égert, Balázs
18
Beine, Michel
17
Brandt, Michael W.
17
Rose, Andrew
17
Bollerslev, Tim
16
Gil-Alaña, Luis A.
16
Gupta, Rangan
16
McAleer, Michael
16
Moosa, Imad A.
16
Spagnolo, Fabio
16
Spagnolo, Nicola
16
Devereux, Michael B.
15
Frenkel, Michael
15
Lanne, Markku
15
Melvin, Michael
15
Rime, Dagfinn
15
Aizenman, Joshua
14
Engel, Charles
14
Fratzscher, Marcel
14
Harvey, Hanafiah
14
Laurent, Sébastien
14
Stadtmann, Georg
14
Taylor, Mark P.
14
Ben Omrane, Walid
13
Bodnar, Gordon M.
13
Frömmel, Michael
13
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National Bureau of Economic Research
72
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
7
European University Institute / Department of Economics
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Centre for Quantitative Economics & Computing
4
Ekonomiska forskningsinstitutet <Stockholm>
4
International Monetary Fund
4
Internationaler Währungsfonds / Research Department
4
Rodney L. White Center for Financial Research
4
School of Economics and Finance <Brisbane>
4
Federal Reserve Bank of St. Louis
3
Federal Reserve System / Board of Governors
3
Umeå Universitet / Institutionen för Nationalekonomi
3
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
3
Centre for Economic Policy Research
2
European University Institute / Department of Law
2
Europäisches Institut für Internationale Wirtschaftsbeziehungen
2
Institut für Weltwirtschaft
2
Instituto Valenciano de Investigaciones Económicas
2
Umeå universitet
2
Universität Basel / Institut für Statistik und Ökonometrie
2
William Davidson Institute <Ann Arbor, Mich.>
2
African Economic Research Consortium
1
American Enterprise Institute for Public Policy Research
1
Australian National University / Faculty of Economics and Commerce
1
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
1
Birkbeck College / Department of Economics
1
Brown University / Department of Economics
1
CFA Institute <Charlottesville, Va.>
1
Center for International Development <Cambridge, Mass.>
1
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification <Paris>
1
Centre d'Etudes Prospectives et d'Informations Internationales
1
Centre for Analytical Finance <Århus>
1
Centre for International Economic Studies
1
Centre for International Macroeconomics
1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
Conference Board
1
Conference on Exchange Rates Effects on Corporations <1992, New York, NY>
1
Deakin University
1
Dhanāgār-Heeṅ-P̱raḥdeś-Daiy
1
Erasmus Research Institute of Management
1
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Journal of international money and finance
112
Applied economics
76
NBER working paper series
68
Journal of international financial markets, institutions & money
63
NBER Working Paper
61
International review of economics & finance : IREF
58
Economic modelling
55
Working paper / National Bureau of Economic Research, Inc.
54
The North American journal of economics and finance : a journal of financial economics studies
53
International journal of finance & economics : IJFE
51
Applied economics letters
46
Applied financial economics
45
CESifo working papers
42
Finance research letters
40
International journal of economics and financial issues : IJEFI
39
Research in international business and finance
39
IMF working papers
37
Energy economics
36
International Journal of Energy Economics and Policy : IJEEP
36
Working paper
34
Discussion paper / Centre for Economic Policy Research
33
Economics letters
33
Journal of banking & finance
29
International review of financial analysis
28
Journal of empirical finance
27
Open economies review
26
International journal of economics and finance
25
International journal of forecasting
25
The European journal of finance
25
Discussion paper / Tinbergen Institute
24
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
23
Journal of forecasting
23
Cogent economics & finance
22
IMF working paper
22
International economic journal
22
Journal of multinational financial management
22
The empirical economics letters : a monthly international journal of economics
22
Journal of risk and financial management : JRFM
20
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
20
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
19
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ECONIS (ZBW)
5,489
EconStor
12
RePEc
12
BASE
1
ArchiDok
1
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5,515
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date (oldest first)
1
Modeling
volatility
in the Gambian exchange rates : an ARMA-GARCH approach
Marreh, Sambujang
;
Olubusoye, Olusanya E.
;
Kihoro, John M.
- In:
International journal of economics and finance
6
(
2014
)
10
,
pp. 118-128
Persistent link: https://www.econbiz.de/10010422149
Saved in:
2
Exchange rate influences on stock market returns and
volatility
dynamics : empirical evidence from the Australian stock market
Karunanayake, Indika
- In:
Review of applied economics
10
(
2014
)
1/2
,
pp. 83-97
Persistent link: https://www.econbiz.de/10010506487
Saved in:
3
Conditional heteroskedasticity in the
volatility
of asset returns
Ding, Yashuang
-
2021
Persistent link: https://www.econbiz.de/10013262866
Saved in:
4
An application of a random level shifts model to the
volatility
of Peruvian stock and exchange rate returns
Ojeda Cunya, Junior Alex
;
Rodriguez, Gabriel
- In:
Macroeconomics and finance in emerging market economies
9
(
2016
)
1/3
,
pp. 34-55
Persistent link: https://www.econbiz.de/10011583531
Saved in:
5
Exchange rate influences on stock market returns and
volatility
dynamics : empirical evidence from the Australian stock market
Karunanayake, Indika
- In:
Journal of international economic review
9
(
2016
)
2
,
pp. 225-239
Persistent link: https://www.econbiz.de/10011673059
Saved in:
6
Interest and exchange rate risk and stock returns : a multivariate Garch-M modelling approach
Beirne, John
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003641941
Saved in:
7
Long memory and
volatility
dynamics in the US dollar exchange rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2010
particularly interested in
volatility
modelling and forecasting given their importance for FOREX dealers. Compared with previous … ;
volatility
…
Persistent link: https://www.econbiz.de/10003931070
Saved in:
8
Forecast evaluation of explanatory models of financial return variability
Sucarrat, Genaro
(
contributor
)
-
2008
; financial
volatility
; explanatory modelling …
Persistent link: https://www.econbiz.de/10003694144
Saved in:
9
Long memory and
volatility
dynamics in the US dollar exchange rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2010
Persistent link: https://www.econbiz.de/10003963286
Saved in:
10
Robust estimation of intraweek periodicity in
volatility
and jump detection
Boudt, Kris
;
Croux, Christophe
;
Laurent, Sébastien
- In:
Journal of empirical finance
18
(
2011
)
2
,
pp. 353-367
Persistent link: https://www.econbiz.de/10009301110
Saved in:
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