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Non-stationary exchange rates...
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Volatility
Theorie
627,978
Theory
613,076
USA
41,621
United States
40,495
Schätzung
30,807
Estimation
30,050
Welt
25,938
World
25,312
Geldpolitik
22,933
Deutschland
22,655
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22,198
Germany
21,257
Portfolio-Management
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Portfolio selection
19,318
Risiko
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Risk
18,280
Mathematische Optimierung
17,002
Mathematical programming
16,897
Prognoseverfahren
14,502
Forecasting model
14,238
Wirtschaftswachstum
13,343
Zeitreihenanalyse
12,901
Economic growth
12,744
Spieltheorie
12,674
Time series analysis
12,527
Risikoprämie
12,454
Risk premium
12,322
Börsenkurs
12,176
Share price
11,969
Game theory
11,949
Volatilität
11,302
Experiment
11,257
CAPM
11,202
Asymmetrische Information
10,615
Asymmetric information
10,333
Wettbewerb
10,291
Kapitaleinkommen
10,216
Wohlfahrtsanalyse
10,200
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Bollerslev, Tim
86
McAleer, Michael
65
Diebold, Francis X.
62
Andersen, Torben
47
Koopman, Siem Jan
41
Bekaert, Geert
40
Härdle, Wolfgang
39
Lux, Thomas
39
Gupta, Rangan
35
Chiarella, Carl
34
Aizenman, Joshua
33
Caporin, Massimiliano
33
Todorov, Viktor
31
Bansal, Ravi
28
Ghysels, Eric
27
Herwartz, Helmut
27
Pierdzioch, Christian
27
Christoffersen, Peter F.
26
Hafner, Christian M.
26
Asai, Manabu
25
Caporale, Guglielmo Maria
25
Fernández-Villaverde, Jesús
25
Giglio, Stefano
24
Meddahi, Nour
24
Clark, Todd E.
23
Hautsch, Nikolaus
23
Schlag, Christian
23
Yu, Jun
23
Zhou, Hao
23
Caballero, Ricardo J.
22
Lucas, André
22
Westerhoff, Frank H.
22
Andersen, Torben G.
21
Bauwens, Luc
21
Li, Kai
21
Prokopczuk, Marcel
21
Tauchen, George Eugene
21
Uppal, Raman
21
Yaron, Amir
21
Aït-Sahalia, Yacine
20
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National Bureau of Economic Research
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
13
Ekonomiska forskningsinstitutet <Stockholm>
8
European University Institute / Department of Economics
8
Centre for Analytical Finance <Århus>
7
Rodney L. White Center for Financial Research
7
Internationaler Währungsfonds / Research Department
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Birkbeck College / Department of Economics
5
Institute of Finance and Accounting <London>
5
International Monetary Fund
5
Svenska Handelshögskolan <Helsinki>
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
4
Instituto Valenciano de Investigaciones Económicas
4
The Wharton Financial Institutions Center
4
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
3
Federal Reserve Bank of San Francisco
3
Federal Reserve System / Division of Research and Statistics
3
Gottfried Wilhelm Leibniz Universität Hannover
3
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
Springer Fachmedien Wiesbaden
3
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
3
World Bank
3
Banque de France / Direction des Etudes Economiques et de la Recherche
2
Brown University / Department of Economics
2
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification <Paris>
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Centre for Economic Policy Research
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Centre for Growth and Business Cycle Research <Manchester>
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Christian-Albrechts-Universität zu Kiel
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Danmarks Nationalbank
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Deutsche Börse AG
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Erasmus Research Institute of Management
2
Federal Reserve Bank of New York
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Forschungsinstitut zur Zukunft der Arbeit
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Goethe-Universität Frankfurt am Main
2
Institut für Weltwirtschaft
2
Internationaler Währungsfonds / Western Hemisphere Department
2
Judge Institute of Management Studies
2
Kansantaloustieteen Laitos <Tampere>
2
Umeå Universitet / Institutionen för Nationalekonomi
2
University of British Columbia / Finance Division
2
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NBER working paper series
192
Working paper / National Bureau of Economic Research, Inc.
177
NBER Working Paper
169
Journal of banking & finance
146
Journal of econometrics
137
Finance research letters
121
Journal of financial economics
105
Journal of empirical finance
101
Economics letters
92
Economic modelling
83
International journal of theoretical and applied finance
83
Discussion paper / Centre for Economic Policy Research
82
Discussion paper / Tinbergen Institute
82
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
82
Journal of international money and finance
81
Working paper
81
International journal of forecasting
78
Energy economics
77
International review of economics & finance : IREF
77
International review of financial analysis
77
Journal of economic dynamics & control
77
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
Applied economics
69
The European journal of finance
69
The review of financial studies
63
The journal of futures markets
62
The North American journal of economics and finance : a journal of financial economics studies
61
Research paper series / Swiss Finance Institute
58
Journal of forecasting
57
Quantitative finance
54
The journal of finance : the journal of the American Finance Association
54
Applied economics letters
51
Econometric reviews
51
Journal of financial econometrics : official journal of the Society for Financial Econometrics
51
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
49
Applied mathematical finance
48
Computational economics
48
Journal of international financial markets, institutions & money
47
CREATES research paper
44
Journal of monetary economics
43
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Source
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ECONIS (ZBW)
11,030
EconStor
10
Other ZBW resources
4
RePEc
2
BASE
1
ArchiDok
1
Showing
1
-
10
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11,048
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date (oldest first)
1
Pricing the excess volatility in foreign exchange risk premium and forward rate bias
Swan, Tina T.
;
Swan, Bruce Q.
;
Chen, Xinfu
- In:
Applied mathematical finance
29
(
2022
)
1
,
pp. 33-61
Persistent link: https://www.econbiz.de/10013554066
Saved in:
2
Carry trade and foreign exchange rate puzzles
Spronk, Richard
;
Verschoor, Willem F. C.
;
Zwinkels, …
- In:
European economic review : EER
60
(
2013
),
pp. 17-31
Persistent link: https://www.econbiz.de/10009762410
Saved in:
3
Can signal extraction help predict risk premia in foreign exchange rates
Kiani, Khurshid M.
- In:
Economic modelling
33
(
2013
),
pp. 926-939
Persistent link: https://www.econbiz.de/10010195543
Saved in:
4
Was it risk? Or was it fundamentals? Explaining excess currency returns with kernel smoothed regressions
Baillie, Richard
;
Kim, Kun Ho
- In:
Journal of empirical finance
34
(
2015
),
pp. 99-111
Persistent link: https://www.econbiz.de/10011557073
Saved in:
5
Explaining exchange rate anomalies in a model with taylor-rule fundamentals and consistent expectations
Lansing, Kevin J.
;
Ma, Jun
-
2014
Persistent link: https://www.econbiz.de/10010407463
Saved in:
6
A nonlinear analysis of forward premium and volatility
Hsu, Chiente
(
contributor
);
Kugler, Peter
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
1
(
1996
)
4
,
pp. 187-201
Persistent link: https://www.econbiz.de/10001769651
Saved in:
7
Three essays in international finance and financial economics
Hu, Xiaoqiang
-
1994
Persistent link: https://www.econbiz.de/10000916084
Saved in:
8
The cross-section of currency volatility premia
Della Corte, Pasquale
;
Kozhan, Roman
;
Neuberger, Anthony
- In:
Journal of financial economics
139
(
2021
)
3
,
pp. 950-970
Persistent link: https://www.econbiz.de/10012693854
Saved in:
9
Exploration of the foreign exchange forward premiums and the spot exchange return : a multivariate approach
Hamzaoui, Nessrine
;
Regaieg, Boutheina
- In:
International journal of economics and financial issues …
6
(
2016
)
2
,
pp. 694-702
Persistent link: https://www.econbiz.de/10011697286
Saved in:
10
Violations of uncovered interest rate parity and international exchange rate dependences
Ames, Matthew
;
Bagnarosa, Guillaume
;
Peters, Gareth
- In:
Journal of international money and finance
73
(
2017
),
pp. 162-187
Persistent link: https://www.econbiz.de/10011787712
Saved in:
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