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McAleer, Michael
86
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81
Bollerslev, Tim
80
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55
Caporale, Guglielmo Maria
53
Lux, Thomas
48
Koopman, Siem Jan
47
Bekaert, Geert
46
Härdle, Wolfgang
46
Aizenman, Joshua
44
Chiarella, Carl
41
Gupta, Rangan
41
Caballero, Ricardo J.
38
Hautsch, Nikolaus
37
Pierdzioch, Christian
37
Caporin, Massimiliano
33
Herwartz, Helmut
30
Chang, Chia-Lin
28
Schlag, Christian
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Asai, Manabu
27
Hafner, Christian M.
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26
Christoffersen, Peter F.
26
Engle, Robert F.
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Bauwens, Luc
25
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Giglio, Stefano
25
Spagnolo, Nicola
25
Meddahi, Nour
24
Todorov, Viktor
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Andersen, Torben G.
23
Branger, Nicole
23
Gallo, Giampiero M.
23
Ghysels, Eric
23
Lucas, André
23
Mittnik, Stefan
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Westerhoff, Frank H.
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Aghion, Philippe
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Christensen, Bent Jesper
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Clark, Todd E.
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National Bureau of Economic Research
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Centre for Analytical Finance <Århus>
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Internationaler Währungsfonds / Research Department
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Rodney L. White Center for Financial Research
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Gottfried Wilhelm Leibniz Universität Hannover
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Instituto Valenciano de Investigaciones Económicas
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Springer Fachmedien Wiesbaden
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Centre for Economic Policy Research
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Christian-Albrechts-Universität zu Kiel
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Deutsche Börse AG
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Internationaler Währungsfonds / Western Hemisphere Department
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NBER working paper series
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Working paper / National Bureau of Economic Research, Inc.
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NBER Working Paper
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Finance research letters
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Journal of banking & finance
149
Journal of econometrics
147
Energy economics
126
International review of financial analysis
119
Economic modelling
116
International journal of theoretical and applied finance
116
The journal of futures markets
114
Journal of empirical finance
103
International review of economics & finance : IREF
102
Discussion paper / Centre for Economic Policy Research
96
Applied economics
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Economics letters
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The North American journal of economics and finance : a journal of financial economics studies
94
Discussion paper / Tinbergen Institute
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Journal of financial economics
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International journal of forecasting
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Journal of economic dynamics & control
83
Journal of international money and finance
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The European journal of finance
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Working paper
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Quantitative finance
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Applied economics letters
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Applied mathematical finance
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The review of financial studies
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Research in international business and finance
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Journal of forecasting
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Journal of international financial markets, institutions & money
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Journal of risk and financial management : JRFM
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Computational economics
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Applied financial economics
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Research paper series / Swiss Finance Institute
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Econometric reviews
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
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EconStor
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USB Cologne (EcoSocSci)
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1
Dynamic conditional copula correlation and optimal hedge ratios with currency futures
Kotkatvuori-Örnberg, Juha
- In:
International review of financial analysis
47
(
2016
),
pp. 60-69
Persistent link: https://www.econbiz.de/10011624046
Saved in:
2
Currency exchange rate risk
hedging
strategies using MXN/USD MexDer futures contracts
Santillán Salgado, Roberto Joaquín
;
Ulín-Lastra, …
- In:
International journal of bonds and derivatives
2
(
2016
)
3
,
pp. 186-210
Persistent link: https://www.econbiz.de/10011742331
Saved in:
3
On the stationarity of futures hedge ratios
Degiannakis, Stavros
;
Floros, Christos
;
Salvador, Enrique
; …
- In:
Operational research : an international journal
22
(
2022
)
3
,
pp. 2281-2303
Persistent link: https://www.econbiz.de/10013443633
Saved in:
4
Real versus spurious long-memory volatility in foreign exchange data : evidence from the rand against the G4 currencies
Thupayagale, Pako
;
Jefferis, Keith R.
- In:
Tydskrif vir studies in ekonomie en ekonometrie : SEE
35
(
2011
)
2
,
pp. 71-93
Persistent link: https://www.econbiz.de/10009490904
Saved in:
5
Volatility and liquidity in futures market
Locke, Peter R.
-
1996
Persistent link: https://www.econbiz.de/10000962046
Saved in:
6
Modelling volatilities and conditional correlations in futures markets with a multivariate t distribution
Pesaran, Bahram
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003499671
Saved in:
7
On speculators and hedgers in currency futures markets : who leads whom?
Röthig, Andreas
- In:
International journal of finance & economics : IJFE
16
(
2011
)
1
,
pp. 63-69
Persistent link: https://www.econbiz.de/10009159822
Saved in:
8
Exchange rates and corporate performance
Amihud, Yakov
(
contributor
);
Levich, Richard M.
(
contributor
)
-
2003
-
Repr
Persistent link: https://www.econbiz.de/10001709347
Saved in:
9
Three empirical essays on the informational content of financial prices
Bernoth, Kerstin
-
2004
Persistent link: https://www.econbiz.de/10002524759
Saved in:
10
Trivariate support of flat-volatility forward libor rates
Jamshidian, Farshid
- In:
Mathematical finance : an international journal of …
20
(
2010
)
2
,
pp. 229-258
Persistent link: https://www.econbiz.de/10003955734
Saved in:
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