//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Volatility"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Testing forward rate unbiasedn...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
Theorie
626,315
Theory
611,412
USA
41,488
United States
40,411
Schätzung
31,713
Estimation
30,978
Welt
25,685
World
25,067
Deutschland
22,781
Geldpolitik
22,662
Monetary policy
21,925
Germany
21,408
Portfolio-Management
18,926
Portfolio selection
18,722
Risiko
17,599
Risk
17,394
Mathematische Optimierung
17,004
Mathematical programming
16,899
Regression analysis
14,755
Regressionsanalyse
14,677
Prognoseverfahren
14,645
Forecasting model
14,380
Wirtschaftswachstum
13,838
Schätztheorie
13,329
Zeitreihenanalyse
13,296
Economic growth
13,253
Estimation theory
12,942
Time series analysis
12,914
Spieltheorie
12,665
Game theory
11,943
Börsenkurs
11,342
Experiment
11,246
Share price
11,144
Asymmetrische Information
10,593
Volatilität
10,591
Asymmetric information
10,311
Wettbewerb
10,280
Wohlfahrtsanalyse
10,192
Welfare analysis
10,019
more ...
less ...
Online availability
All
Free
3,988
Undetermined
2,280
Type of publication
All
Book / Working Paper
5,185
Article
5,151
Type of publication (narrower categories)
All
Article in journal
4,795
Aufsatz in Zeitschrift
4,795
Graue Literatur
2,449
Non-commercial literature
2,449
Working Paper
2,325
Arbeitspapier
2,316
Hochschulschrift
341
Aufsatz im Buch
335
Book section
335
Thesis
285
Collection of articles written by one author
89
Sammlung
89
Collection of articles of several authors
55
Sammelwerk
55
Bibliografie enthalten
41
Bibliography included
41
Conference paper
26
Konferenzbeitrag
26
Aufsatzsammlung
22
Systematic review
22
Übersichtsarbeit
22
Forschungsbericht
19
Konferenzschrift
16
Amtsdruckschrift
11
Government document
11
Conference proceedings
8
Lehrbuch
8
Rezension
8
Textbook
8
Reprint
6
Handbook
5
Handbuch
5
Accompanied by computer file
2
Bibliografie
2
Case study
2
Elektronischer Datenträger als Beilage
2
Fallstudie
2
CD-ROM, DVD
1
Diskette
1
Elektronischer Datenträger
1
more ...
less ...
Language
All
English
10,091
German
192
French
30
Spanish
16
Italian
5
Polish
3
Portuguese
2
Czech
1
Hungarian
1
Dutch
1
Norwegian
1
Chinese
1
more ...
less ...
Author
All
Bollerslev, Tim
76
Diebold, Francis X.
62
McAleer, Michael
56
Andersen, Torben
47
Koopman, Siem Jan
41
Härdle, Wolfgang
39
Lux, Thomas
39
Gupta, Rangan
36
Aizenman, Joshua
33
Chiarella, Carl
33
Caporin, Massimiliano
32
Bekaert, Geert
30
Pierdzioch, Christian
30
Herwartz, Helmut
28
Todorov, Viktor
27
Asai, Manabu
25
Fernández-Villaverde, Jesús
25
Hafner, Christian M.
25
Bauwens, Luc
24
Ghysels, Eric
24
Meddahi, Nour
24
Clark, Todd E.
23
Hautsch, Nikolaus
23
Caballero, Ricardo J.
22
Lucas, André
22
Westerhoff, Frank H.
22
Yu, Jun
22
Andersen, Torben G.
21
Christiansen, Charlotte
21
Christoffersen, Peter F.
21
Schlag, Christian
21
Aït-Sahalia, Yacine
20
Chan, Joshua
20
Engle, Robert F.
20
Li, Kai
20
Caporale, Guglielmo Maria
19
Carriero, Andrea
19
Gallo, Giampiero M.
19
Giglio, Stefano
19
Gonçalves, Sílvia
19
more ...
less ...
Institution
All
National Bureau of Economic Research
184
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
12
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
6
Birkbeck College / Department of Economics
5
Institute of Finance and Accounting <London>
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
International Monetary Fund
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>
2
Centre for Economic Policy Research
2
Centre for Growth and Business Cycle Research <Manchester>
2
Christian-Albrechts-Universität zu Kiel
2
Danmarks Nationalbank
2
Deutsche Börse AG
2
Erasmus Research Institute of Management
2
Federal Reserve Bank of New York
2
Forschungsinstitut zur Zukunft der Arbeit
2
Goethe-Universität Frankfurt am Main
2
Gottfried Wilhelm Leibniz Universität Hannover
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
more ...
less ...
Published in...
All
NBER working paper series
177
Working paper / National Bureau of Economic Research, Inc.
163
NBER Working Paper
158
Journal of econometrics
136
Journal of banking & finance
116
Finance research letters
111
Economics letters
87
Journal of empirical finance
85
Economic modelling
82
Discussion paper / Tinbergen Institute
81
International journal of theoretical and applied finance
79
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
78
International journal of forecasting
77
Journal of financial economics
77
Discussion paper / Centre for Economic Policy Research
76
Energy economics
76
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
Journal of economic dynamics & control
71
Journal of international money and finance
71
Working paper
70
Applied economics
67
International review of economics & finance : IREF
65
International review of financial analysis
65
The European journal of finance
64
Journal of forecasting
61
The review of financial studies
58
The North American journal of economics and finance : a journal of financial economics studies
56
The journal of futures markets
53
Econometric reviews
51
Quantitative finance
51
Computational economics
50
Journal of financial econometrics : official journal of the Society for Financial Econometrics
49
Applied economics letters
48
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
47
Applied mathematical finance
46
Journal of risk and financial management : JRFM
46
Research paper series / Swiss Finance Institute
46
The journal of finance : the journal of the American Finance Association
43
Finance and stochastics
42
Journal of monetary economics
41
more ...
less ...
Source
All
ECONIS (ZBW)
10,325
EconStor
9
ArchiDok
1
Other ZBW resources
1
Showing
1
-
10
of
10,336
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
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
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:
4
The forward market in the foreign exchange markets : volatility, forecasting ability, deviations from the covered interest rate parity and market efficiency
Chung, Chang K.
-
1992
Persistent link: https://www.econbiz.de/10000909892
Saved in:
5
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:
6
Explaining exchange rate anomalies in a model with Taylor-rule fundamentals and consistent expectations
Lansing, Kevin J.
;
Ma, Jun
- In:
Journal of international money and finance
70
(
2017
),
pp. 62-87
Persistent link: https://www.econbiz.de/10011752316
Saved in:
7
Möglichkeiten zur Überprüfung der Glaubwürdigkeit von Wechselkursparitäten
Schwier, Rolf
-
1995
Persistent link: https://www.econbiz.de/10000548053
Saved in:
8
Margin and funding liquidity : an empirical analysis on the covered interest parity in Korea
Jeong, Daehee
- In:
Post-crisis regulatory reforms to secure financial …
,
(pp. 281-303)
.
2010
Persistent link: https://www.econbiz.de/10008939331
Saved in:
9
Understanding the price of volatility risk in carry trades
Ahmed, Shamim
;
Valente, Giorgio
- In:
Journal of banking & finance
57
(
2015
),
pp. 118-129
Persistent link: https://www.econbiz.de/10011543818
Saved in:
10
Margin and funding liquidity : an empirical analysis on the covered interest parity in Korea
Jeong, Daehee
- In:
Han gug gae bal yeon gu
34
(
2012
)
1
,
pp. 28-52
Persistent link: https://www.econbiz.de/10009562111
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->