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Wechselkurse, Unsicherheit und...
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Volatility
Wechselkurs
27,929
Exchange rate
26,102
Theorie
7,663
Theory
7,554
Volatilität
4,791
Schätzung
4,689
Estimation
4,575
Wechselkurspolitik
3,485
USA
3,426
Exchange rate policy
3,397
Welt
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World
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Kaufkraftparität
3,001
Purchasing power parity
2,950
Monetary policy
2,879
US-Dollar
2,204
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2,108
Prognoseverfahren
2,005
Forecasting model
1,982
EU-Staaten
1,946
Devisenmarkt
1,903
EU countries
1,889
Foreign exchange market
1,814
Zeitreihenanalyse
1,613
Time series analysis
1,581
Deutschland
1,431
Japan
1,421
ARMA-Modell
1,377
ARMA model
1,374
Kointegration
1,345
Cointegration
1,337
Germany
1,272
Zins
1,228
Börsenkurs
1,195
Interest rate
1,183
Share price
1,172
Schock
1,109
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Bahmani-Oskooee, Mohsen
71
Caporale, Guglielmo Maria
41
Belke, Ansgar
37
Kočenda, Evžen
29
Hegerty, Scott W.
28
Schnabl, Gunther
25
Neely, Christopher J.
24
Sarno, Lucio
24
Pierdzioch, Christian
23
Gros, Daniel
21
MacDonald, Ronald
18
Beine, Michel
17
Brandt, Michael W.
17
Diebold, Francis X.
17
Rodriguez, Gabriel
17
Rose, Andrew
17
Égert, Balázs
17
Gupta, Rangan
16
Laurent, Sébastien
16
Spagnolo, Fabio
16
Spagnolo, Nicola
16
Bollerslev, Tim
15
Devereux, Michael B.
15
Lanne, Markku
15
McAleer, Michael
15
Rime, Dagfinn
15
Aizenman, Joshua
14
Frenkel, Michael
14
Gil-Alaña, Luis A.
14
Harvey, Hanafiah
14
Stadtmann, Georg
14
Engel, Charles
13
Frömmel, Michael
13
Kim, Suk-Joong
13
Rashid, Abdul
13
Sucarrat, Genaro
13
Ben Omrane, Walid
12
Flood, Robert P.
12
Fratzscher, Marcel
12
Hafner, Christian M.
12
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National Bureau of Economic Research
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European University Institute / Department of Economics
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International Monetary Fund
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Internationaler Währungsfonds / Research Department
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Rodney L. White Center for Financial Research
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Federal Reserve Bank of St. Louis
3
Federal Reserve System / Board of Governors
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Centre for Quantitative Economics & Computing
2
Ekonomiska forskningsinstitutet <Stockholm>
2
Europäisches Institut für Internationale Wirtschaftsbeziehungen
2
Institut für Weltwirtschaft
2
Instituto Valenciano de Investigaciones Económicas
2
School of Economics and Finance <Brisbane>
2
Umeå Universitet / Institutionen för Nationalekonomi
2
William Davidson Institute <Ann Arbor, Mich.>
2
African Economic Research Consortium
1
American Enterprise Institute for Public Policy Research
1
Australian National University / Faculty of Economics and Commerce
1
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
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Brown University / Department of Economics
1
Center for International Development <Cambridge, Mass.>
1
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification <Paris>
1
Centre d'Etudes Prospectives et d'Informations Internationales
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Centre for Analytical Finance <Århus>
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Centre for International Economic Studies
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Centre for International Macroeconomics
1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Conference on Exchange Rates Effects on Corporations <1992, New York, NY>
1
Deakin University
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Dhanāgār-Heeṅ-P̱raḥdeś-Daiy
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Erasmus Research Institute of Management
1
Federal Reserve Bank of Cleveland
1
Federal Reserve Bank of Dallas
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Federal Reserve Bank of San Francisco / Center for Pacific Basin Monetary and Economic Studies
1
Forschungsinstitut zur Zukunft der Arbeit
1
Georgetown University / Economics Department
1
Gottfried Wilhelm Leibniz Universität Hannover
1
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Journal of international money and finance
83
NBER working paper series
61
Applied economics
60
NBER Working Paper
56
Journal of international financial markets, institutions & money
52
Economic modelling
49
The North American journal of economics and finance : a journal of financial economics studies
49
Working paper / National Bureau of Economic Research, Inc.
45
International review of economics & finance : IREF
42
International journal of finance & economics : IJFE
40
Applied economics letters
38
CESifo working papers
37
International journal of economics and financial issues : IJEFI
36
Finance research letters
34
Research in international business and finance
34
Applied financial economics
33
Discussion paper / Centre for Economic Policy Research
33
International Journal of Energy Economics and Policy : IJEEP
33
Energy economics
32
IMF working papers
32
Working paper
29
Economics letters
27
Discussion paper / Tinbergen Institute
26
Journal of banking & finance
25
International review of financial analysis
24
Journal of empirical finance
22
IMF working paper
21
International economic journal
20
International journal of economics and finance
20
International journal of forecasting
20
Open economies review
19
The empirical economics letters : a monthly international journal of economics
19
Cogent economics & finance
18
Journal of risk and financial management : JRFM
18
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
18
Journal of econometrics
17
Global business review
16
The European journal of finance
16
Bank of Finland research discussion papers
15
Computational economics
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ECONIS (ZBW)
4,669
EconStor
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ArchiDok
1
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1
Forecasting foreign exchange volatility : why is implied volatility biased and inefficient? ; and does it matter?
Neely, Christopher J.
- In:
Journal of international financial markets, …
19
(
2009
)
1
,
pp. 188-205
Persistent link: https://www.econbiz.de/10003797288
Saved in:
2
An easy test for two stationary long processes being uncorrelated via AR approximations
Wang, Shin-huei
;
Hsiao, Cheng
-
2008
Persistent link: https://www.econbiz.de/10003813984
Saved in:
3
Modeling volatility in the Gambian exchange rates : an ARMA-GARCH approach
Marreh, Sambujang
;
Olubusoye, Olusanya E.
;
Kihoro, John M.
- In:
International journal of economics and finance
6
(
2014
)
10
,
pp. 118-128
Persistent link: https://www.econbiz.de/10010422149
Saved in:
4
Structural breaks and long memory in modeling and forecasting volatility of foreign exchange markets of oil exporters : the importance of scheduled and unscheduled news announcemen...
Mensi, Walid
;
Hammoudeh, Shawkat
;
Yoon, Seong-min
- In:
International review of economics & finance : IREF
30
(
2014
),
pp. 101-119
Persistent link: https://www.econbiz.de/10010490494
Saved in:
5
Forecasting currency volatility : a comparison of implied volatilities and AR(FI)MA models
Pong, Shiuyan
;
Shackleton, Mark B.
;
Taylor, Stephen
; …
- In:
Journal of banking & finance
28
(
2004
)
10
,
pp. 2541-2563
Persistent link: https://www.econbiz.de/10002233147
Saved in:
6
Structural change and long-range dependence in volatility of exchange rates : either, neither or both?
Morana, Claudio
;
Beltratti, Andrea
- In:
Journal of empirical finance
11
(
2004
)
5
,
pp. 629-658
Persistent link: https://www.econbiz.de/10002260298
Saved in:
7
Semiparametric estimation of long-memory volatility dependencies : the role of high-frequency data
Bollerslev, Tim
;
Wright, Jonathan H.
- In:
Journal of econometrics
98
(
2000
)
1
,
pp. 81-106
Persistent link: https://www.econbiz.de/10001497682
Saved in:
8
Forecasting foreign exchange volatility : is implied volatility the best we can do?
Neely, Christopher J.
(
contributor
)
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001974118
Saved in:
9
Change in volatility in the won US dollar daily exchange rate : stochastic volatility model
Lee, Jinsoo
- In:
Asia-Pacific financial markets
7
(
2000
)
1
,
pp. 83-96
Persistent link: https://www.econbiz.de/10001506579
Saved in:
10
Does exchange rate volatility deter international trade in developing countries?
Doroodian, Khosrow
- In:
Journal of Asian economics
10
(
1999
)
3
,
pp. 465-474
Persistent link: https://www.econbiz.de/10001475457
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