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USA
Volatility
41,010
Volatilität
40,740
Wechselkurs
27,858
Exchange rate
26,667
Theorie
23,009
Theory
22,561
Optionspreistheorie
14,821
Option pricing theory
14,362
Derivat
13,967
Derivative
13,933
Schätzung
12,550
Estimation
12,276
Börsenkurs
11,069
Share price
10,907
United States
8,836
Welt
8,519
World
8,376
Kapitaleinkommen
7,909
Capital income
7,880
ARCH-Modell
6,812
ARCH model
6,734
Aktienmarkt
6,325
Stock market
6,259
Stochastischer Prozess
5,547
Stochastic process
5,447
Prognoseverfahren
5,405
Forecasting model
5,336
Geldpolitik
4,481
Portfolio-Management
4,345
Monetary policy
4,327
Portfolio selection
4,314
Zeitreihenanalyse
4,072
Hedging
4,040
Time series analysis
3,974
Risk
3,788
Risiko
3,757
Wechselkurspolitik
3,743
Optionsgeschäft
3,701
Exchange rate policy
3,642
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Free
1,933
Undetermined
1,029
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Article
5,638
Book / Working Paper
3,559
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13
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Article in journal
5,079
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2,172
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2,172
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2,066
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1,887
Aufsatz im Buch
416
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416
Hochschulschrift
342
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302
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103
Sammlung
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73
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73
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61
Government document
61
Lehrbuch
52
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50
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40
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36
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27
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19
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English
8,725
German
270
French
77
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62
Spanish
47
Italian
25
Portuguese
4
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3
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3
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1
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1
Japanese
1
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1
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1
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1
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Bahmani-Oskooee, Mohsen
57
Gupta, Rangan
54
McAleer, Michael
53
Bollerslev, Tim
34
Fabozzi, Frank J.
29
Goldberg, Linda S.
29
Caporale, Guglielmo Maria
27
Diebold, Francis X.
26
Rogers, John H.
26
Hautsch, Nikolaus
24
Andersen, Torben
23
Sarno, Lucio
23
Engle, Robert F.
22
MacDonald, Ronald
22
Stulz, René M.
22
Belke, Ansgar
20
Frankel, Jeffrey A.
20
Wohar, Mark E.
20
Bali, Turan G.
19
Fratzscher, Marcel
19
Neely, Christopher J.
19
Pierdzioch, Christian
19
Whaley, Robert E.
19
Bekaert, Geert
18
Chang, Chia-Lin
18
Davis, Steven J.
18
Dornbusch, Rudiger
18
Moffitt, Robert A.
18
Taylor, Mark P.
18
Hammoudeh, Shawkat
17
Hegerty, Scott W.
17
Wright, Jonathan H.
17
Asai, Manabu
16
Gil-Alaña, Luis A.
16
Castelnuovo, Efrem
15
Cheung, Yin-Wong
15
Fernández-Villaverde, Jesús
15
Kolb, Robert W.
15
McKinnon, Ronald I.
15
Rosenberg, Joshua V.
15
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Institution
All
National Bureau of Economic Research
43
Federal Reserve Bank of St. Louis
16
Federal Reserve Bank of New York
9
USA / General Accounting Office
9
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
8
Federal Reserve System / Board of Governors
7
European University Institute / Department of Economics
5
Federal Reserve Bank of Cleveland
5
Rodney L. White Center for Financial Research
5
Centre for Analytical Finance <Århus>
4
Centre for Growth and Business Cycle Research <Manchester>
4
Federal Reserve System / Division of Research and Statistics
4
USA / Congress / Senate / Committee on Agriculture, Nutrition and Forestry
4
University of Canterbury / Dept. of Economics and Finance
4
Brookings Institution
3
Center for Economic Research <Tilburg>
3
Federal Reserve Bank of Chicago
3
Frank J. Fabozzi Associates <New Hope, Pa.>
3
Internationaler Währungsfonds / Research Department
3
Massachusetts Institute of Technology / Department of Economics
3
New York Stock Exchange
3
The Wharton Financial Institutions Center
3
USA / Commodity Futures Trading Commission
3
USA / Congress / Senate / Committee on Banking, Housing and Urban Affairs / Subcommittee on International Finance, and Monetary Policy
3
USA / Division of Market Regulation
3
USA / Economic Research Service
3
University of Exeter / Department of Economics
3
American Enterprise Institute for Public Policy Research
2
Board of Governors of the Federal Reserve System (U.S.)
2
Brown University / Department of Economics
2
Europäische Kommission / Statistisches Amt
2
Federal Reserve Bank of San Francisco
2
Georgetown University / Economics Department
2
Goethe-Universität Frankfurt am Main
2
HWWA-Institut für Wirtschaftsforschung
2
Institut Empirische Wirtschaftsforschung
2
Institut für Weltwirtschaft
2
Institute for International Economics <Washington, DC>
2
International Monetary Fund
2
School of Accounting, Economics and Finance <Geelong>
2
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Published in...
All
The journal of futures markets
348
Working paper / National Bureau of Economic Research, Inc.
304
The journal of finance : the journal of the American Finance Association
124
The review of financial studies
118
Journal of banking & finance
112
Discussion paper / Centre for Economic Policy Research
111
Journal of international money and finance
95
Journal of financial and quantitative analysis : JFQA
90
Applied financial economics
72
Working paper
65
Journal of financial economics
62
The journal of derivatives : the official publication of the International Association of Financial Engineers
61
Economics letters
59
International finance discussion papers
58
International review of economics & finance : IREF
57
Energy economics
56
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
56
The review of economics and statistics
54
Journal of money, credit and banking : JMCB
53
The North American journal of economics and finance : a journal of financial economics studies
51
Finance and economics discussion series
49
International review of financial analysis
49
Journal of international financial markets, institutions & money
49
Applied economics
47
Journal of empirical finance
47
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
45
NBER working paper series
43
The journal of fixed income
43
Global finance journal
42
Economic review
41
Journal of economics & business
39
The American economic review
39
Economic modelling
37
Finance research letters
37
Staff reports / Federal Reserve Bank of New York
36
The journal of business : B
35
Advances in futures and options research : a research annual
34
The journal of real estate finance and economics
34
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
34
American journal of agricultural economics
33
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Source
All
ECONIS (ZBW)
8,977
EconStor
197
USB Cologne (EcoSocSci)
23
RePEc
10
OLC EcoSci
2
USB Cologne (business full texts)
1
Showing
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9,210
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1
The Black-Scholes currency option pricing model : evidence for unbiasedness from three currencies against the US dollar
Azar, Samih Antoine
;
Tortian, Annie
- In:
International journal of economics and finance
5
(
2013
)
8
,
pp. 54-64
Persistent link: https://www.econbiz.de/10009787194
Saved in:
2
An examination of the forward prediction error of US dollar exchange rates and how they are related to bid-ask spreads, purchasing power parity disequilibria, and forward premium a...
Simpson, Marc W.
;
Grossmann, Axel
- In:
The North American journal of economics and finance : a …
28
(
2014
),
pp. 221-238
Persistent link: https://www.econbiz.de/10010461953
Saved in:
3
Testing the martingale hypothesis in the Deutschmark/US dollar futures and spot markets
MacCurdy, Thomas H.
;
Morgan, Ieuan G.
-
1985
Persistent link: https://www.econbiz.de/10003529091
Saved in:
4
Devisenoptionen : Bewertung, Preisbildung und Auswirkungen auf die Effizienz des Devisenmarktes
Hiller, Christoph B.
-
1996
Persistent link: https://www.econbiz.de/10000946743
Saved in:
5
Major currency ETFs and their associated spot and futures rates
Padungsaksawasdi, Chaiyuth
;
Parhizgari, Ali M.
- In:
Review of Pacific Basin financial markets and policies
20
(
2017
)
4
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011779032
Saved in:
6
Foreign exchange
volatility
shifts and futures hedging : an ICSS-GARCH approach
Mansur, Iqbal
;
Cochran, Steven J.
;
Shaffer, David Reed
- In:
Review of Pacific Basin financial markets and policies
10
(
2007
)
3
,
pp. 349-388
Persistent link: https://www.econbiz.de/10003611852
Saved in:
7
The impact of the Japanese purchases of US treasuries on the dollar/yen exchange rate
Mollick, André Varella
;
Soydemir, Gökçe A.
- In:
Global economy journal : GEJ
8
(
2008
)
4
,
pp. 1-18
Persistent link: https://www.econbiz.de/10009491560
Saved in:
8
The predictive power of implied stochastic variance from currency options
Guo, Dajiang
- In:
The journal of futures markets
16
(
1996
)
8
,
pp. 915-942
Persistent link: https://www.econbiz.de/10001209792
Saved in:
9
Central bank intervention and the
volatility
of foreign exchange rates : evidence from the options market
Bonser-Neal, Catherine
- In:
Journal of international money and finance
15
(
1996
)
6
,
pp. 853-878
Persistent link: https://www.econbiz.de/10001216674
Saved in:
10
The impact of federal reserve intervention on exchange rate
volatility
: evidence from the futures markets
Ramchander, Sanjay
;
Sant, R. Raymond
- In:
Applied financial economics
12
(
2002
)
4
,
pp. 231-240
Persistent link: https://www.econbiz.de/10001671105
Saved in:
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