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Volatility
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Bollerslev, Tim
86
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65
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62
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43
Chiarella, Carl
42
Bekaert, Geert
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Härdle, Wolfgang
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Lux, Thomas
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Gupta, Rangan
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29
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Asai, Manabu
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Clark, Todd E.
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Giglio, Stefano
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Meddahi, Nour
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Zhou, Hao
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Andersen, Torben G.
23
Prokopczuk, Marcel
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Yu, Jun
23
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22
Engle, Robert F.
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Lucas, André
22
Westerhoff, Frank H.
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Journal of econometrics
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Finance research letters
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Journal of financial economics
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Energy economics
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International review of financial analysis
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International journal of forecasting
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Journal of economic dynamics & control
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The journal of futures markets
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Applied economics
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The European journal of finance
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The review of financial studies
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Research paper series / Swiss Finance Institute
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Journal of forecasting
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The journal of finance : the journal of the American Finance Association
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Applied economics letters
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Applied mathematical finance
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Econometric reviews
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Computational economics
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Journal of international financial markets, institutions & money
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
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EconStor
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ArchiDok
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
Three essays in international finance and financial economics
Hu, Xiaoqiang
-
1994
Persistent link: https://www.econbiz.de/10000916084
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
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