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Exchange rate
Volatility
40,439
Volatilität
40,261
Theorie
18,033
Theory
17,680
Preis
14,863
Derivat
13,891
Derivative
13,856
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10,656
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7,993
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7,894
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7,579
Welt
6,889
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6,749
Aktienmarkt
6,454
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6,382
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5,839
Wechselkurs
5,056
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4,730
Forecasting model
4,662
Stochastischer Prozess
4,369
Rohstoffderivat
4,314
Stochastic process
4,299
Commodity derivative
4,293
Zeitreihenanalyse
4,181
Time series analysis
4,075
Portfolio-Management
3,787
Portfolio selection
3,772
Risk
3,557
Risiko
3,534
Hedging
3,368
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Bahmani-Oskooee, Mohsen
71
Caporale, Guglielmo Maria
38
Belke, Ansgar
37
Kočenda, Evžen
30
Hegerty, Scott W.
28
Sarno, Lucio
25
Schnabl, Gunther
25
Neely, Christopher J.
24
Pierdzioch, Christian
23
Gros, Daniel
21
MacDonald, Ronald
20
Beine, Michel
17
Brandt, Michael W.
17
Diebold, Francis X.
17
Rodriguez, Gabriel
17
Rose, Andrew
17
Égert, Balázs
17
Gupta, Rangan
16
Ito, Takatoshi
16
Spagnolo, Fabio
16
Spagnolo, Nicola
16
Bollerslev, Tim
15
Devereux, Michael B.
15
Frenkel, Michael
15
Funke, Michael
15
Itō, Takatoshi
15
Lanne, Markku
15
McAleer, Michael
15
Rime, Dagfinn
15
Aizenman, Joshua
14
Engel, Charles
14
Harvey, Hanafiah
14
Herwartz, Helmut
14
Laurent, Sébastien
14
Stadtmann, Georg
14
Flood, Robert P.
13
Frömmel, Michael
13
Gil-Alaña, Luis A.
13
Kim, Suk-Joong
13
McMillan, David G.
13
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National Bureau of Economic Research
70
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
6
European University Institute / Department of Economics
5
Internationaler Währungsfonds / Research Department
4
Rodney L. White Center for Financial Research
4
Federal Reserve Bank of St. Louis
3
Federal Reserve System / Board of Governors
3
Institut für Weltwirtschaft
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Instituto Valenciano de Investigaciones Económicas
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International Monetary Fund
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
3
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2
Ekonomiska forskningsinstitutet <Stockholm>
2
Europäisches Institut für Internationale Wirtschaftsbeziehungen
2
School of Economics and Finance <Brisbane>
2
Umeå Universitet / Institutionen för Nationalekonomi
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
Brown University / Department of Economics
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
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Centre for International Macroeconomics
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
Commodity Research Bureau
1
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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
Federal Reserve Bank of Cleveland
1
Federal Reserve Bank of Dallas
1
Federal Reserve Bank of San Francisco / Center for Pacific Basin Monetary and Economic Studies
1
Forschungsinstitut zur Zukunft der Arbeit
1
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Journal of international money and finance
85
NBER working paper series
66
NBER Working Paper
61
Applied economics
60
Journal of international financial markets, institutions & money
54
Working paper / National Bureau of Economic Research, Inc.
52
The North American journal of economics and finance : a journal of financial economics studies
51
International review of economics & finance : IREF
50
Economic modelling
49
CESifo working papers
40
International journal of finance & economics : IJFE
40
Applied economics letters
39
Discussion paper / Centre for Economic Policy Research
37
Applied financial economics
36
International journal of economics and financial issues : IJEFI
36
Energy economics
35
IMF working papers
34
International Journal of Energy Economics and Policy : IJEEP
33
Finance research letters
30
Research in international business and finance
30
Working paper
27
Economics letters
26
International review of financial analysis
25
Journal of banking & finance
24
Journal of empirical finance
24
International economic journal
23
IMF working paper
22
Open economies review
22
Discussion paper / Tinbergen Institute
21
International journal of economics and finance
19
Journal of multinational financial management
19
Journal of risk and financial management : JRFM
19
The empirical economics letters : a monthly international journal of economics
19
Cogent economics & finance
18
International journal of forecasting
18
The European journal of finance
18
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
18
Journal of international economics
16
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
Global business review
15
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ECONIS (ZBW)
4,890
RePEc
13
EconStor
12
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1
ArchiDok
1
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date (oldest first)
1
Forecasting spot
price
volatility
using the short-term forward curve
Haugom, Erik
;
Ullrich, Carl J.
- In:
Energy economics
34
(
2012
)
6
,
pp. 1826-1833
Persistent link: https://www.econbiz.de/10009687854
Saved in:
2
The effect of USD/EURO exchange rate
volatility
on futures market for gold
Bhatt, Suyash
- In:
International journal of applied business and economic …
10
(
2012
)
2
,
pp. 269-282
Persistent link: https://www.econbiz.de/10009731700
Saved in:
3
Price
discovery and
volatility
transmission in currency spot and futures markets in India : an empirical analysis
Sakthivel, P.
;
Chittedi, Krishna Reddy
;
Sakyi, Daniel
- In:
Global business review
20
(
2019
)
4
,
pp. 931-945
Persistent link: https://www.econbiz.de/10012137518
Saved in:
4
Non-parametric estimation of intraday spot
volatility
: disentangling Instantaneous Trend and Seasonality
Vatter, Thibault
;
Wu, Hau-tieng
;
Chavez-Demoulin, Valérie
- In:
Econometrics : open access journal
3
(
2015
)
4
,
pp. 864-887
's dynamic properties may lead to misestimation of the intraday spot
volatility
. …
Persistent link: https://www.econbiz.de/10011411344
Saved in:
5
Information and
volatility
in futures and spot markets : the case of Japanese Yen
Song, Frank M.
;
Chatrath, Arjun
-
1997
Persistent link: https://www.econbiz.de/10000977581
Saved in:
6
Return and
volatility
spillover among commodity futures, stock market and exchange rate : evidence from India
Maitra, Debasish
;
Dawar, Varun
- In:
Global business review
20
(
2019
)
1
,
pp. 214-237
Persistent link: https://www.econbiz.de/10011984156
Saved in:
7
An empirical analysis of the WTI oil
price
returns and
volatility
spillover in the USA
Wei, Ching Chun
;
Chen, Chung-Hsuan
- In:
The empirical economics letters : a monthly …
13
(
2014
)
6
,
pp. 663-674
Persistent link: https://www.econbiz.de/10010520049
Saved in:
8
Impact of implied volatilitiy of Indian stock market on commodity and foreign exchange markets in India : an empricial investigation
B. N., Girish
;
H., Nagaraj
- In:
Global journal of business management : GJBM
11
(
2017
)
2
,
pp. 21-33
Persistent link: https://www.econbiz.de/10011859899
Saved in:
9
The effects of dollar/sterling exchange rate
volatility
on futures markets for coffee and cocoa
Jumah, Adusei
;
Kunst, Robert M.
- In:
European review of agricultural economics : ERAE
28
(
2001
)
3
,
pp. 307-328
Persistent link: https://www.econbiz.de/10001613439
Saved in:
10
The effects of Dollar, Sterling exchange rate
volatility
on futures markets for coffee and cocoa
Jumah, Adusei
;
Kunst, Robert M.
-
1999
Persistent link: https://www.econbiz.de/10001451563
Saved in:
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