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Volatility
Schätzung
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Estimation
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Consumer behaviour
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Gupta, Rangan
134
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125
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91
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66
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59
Bouri, Elie
57
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51
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50
Spagnolo, Nicola
48
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47
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46
Ma, Feng
45
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39
Hautsch, Nikolaus
39
Bahmani-Oskooee, Mohsen
38
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38
Asai, Manabu
36
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35
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35
Belke, Ansgar
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33
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32
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32
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31
Hammoudeh, Shawkat
31
Herwartz, Helmut
29
Härdle, Wolfgang
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28
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28
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27
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27
Xuan Vinh Vo
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Christoffersen, Peter F.
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Kočenda, Evžen
26
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26
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25
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Institut für Weltwirtschaft
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Rodney L. White Center for Financial Research
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Kansantaloustieteen Laitos <Tampere>
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Centre for Quantitative Economics & Computing
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European University Institute / Department of Economics
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2
American Enterprise Institute for Public Policy Research
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Banca nazionale del lavoro / Ufficio studi
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Banco Central do Brasil
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Finance research letters
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International review of financial analysis
192
International review of economics & finance : IREF
189
Journal of banking & finance
178
Working paper / National Bureau of Economic Research, Inc.
176
Applied economics
174
NBER working paper series
167
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161
The North American journal of economics and finance : a journal of financial economics studies
158
Journal of econometrics
155
Journal of empirical finance
154
NBER Working Paper
146
Applied financial economics
136
Research in international business and finance
121
Applied economics letters
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Journal of financial economics
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Journal of international financial markets, institutions & money
111
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111
Journal of international money and finance
105
Economics letters
95
Journal of risk and financial management : JRFM
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The journal of futures markets
94
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
90
The European journal of finance
84
Pacific-Basin finance journal
83
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
80
Discussion paper / Centre for Economic Policy Research
79
International journal of forecasting
78
Discussion paper / Tinbergen Institute
76
CESifo working papers
71
International journal of finance & economics : IJFE
69
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
60
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
58
Journal of economic dynamics & control
58
Journal of forecasting
58
Research paper series / Swiss Finance Institute
58
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
58
The journal of finance : the journal of the American Finance Association
57
Quantitative finance
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ECONIS (ZBW)
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EconStor
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RePEc
5
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1
Currency returns and systematic risk
Gonçalves, Fernanda
;
Ferreira, Giuliano de Queiroz
; …
- In:
The Manchester School
90
(
2022
)
6
,
pp. 609-647
Persistent link: https://www.econbiz.de/10013414307
Saved in:
2
Estimating C-
CAPM
and the equity premium over the frequency domain
Kalyvitēs, Sarantēs
;
Panopulu, Aikaterinē
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
5
,
pp. 551-571
Persistent link: https://www.econbiz.de/10010228554
Saved in:
3
Consumption risks in option returns
Yang, Shuwen
;
Aretz, Kevin
;
Liu, Hening
;
Zhang, Yuzhao
- In:
Journal of empirical finance
69
(
2022
),
pp. 285-302
Persistent link: https://www.econbiz.de/10013478527
Saved in:
4
Foreign exchange risk and the predictability of carry trade returns
Cenedese, Gino
;
Sarno, Lucio
;
Tsiakas, Ilias
- In:
Journal of banking & finance
42
(
2014
),
pp. 302-313
Persistent link: https://www.econbiz.de/10010408374
Saved in:
5
On the predictability of the distribution of excess returns in currency markets
Cho, Dooyeon
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 511-530
Persistent link: https://www.econbiz.de/10012792849
Saved in:
6
US equity tail risk and currency risk premia
Fan, Zhenzhen
;
Londono, Juan M.
;
Xiao, Xiao
-
2019
-
This version: July 2019
Persistent link: https://www.econbiz.de/10012065069
Saved in:
7
Conditioning carry trades : less risk, more return
Mulder, Arjen
;
Tims, Ben
- In:
Journal of international money and finance
85
(
2018
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012000369
Saved in:
8
Carry
Koijen, Ralph S. J.
;
Moskowitz, Tobias J.
;
Pedersen, …
- In:
Journal of financial economics
127
(
2018
)
2
,
pp. 197-225
Persistent link: https://www.econbiz.de/10011968803
Saved in:
9
Cyclical and persistent carry trade returns and forward premia
Zoubi, Haitham al-
- In:
The quarterly journal of finance
7
(
2017
)
4
,
pp. 1-33
Persistent link: https://www.econbiz.de/10011774154
Saved in:
10
Business cycles and currency returns
Sarno, Lucio
;
Colacito, Ric
;
Riddiough, Steven
-
2019
Persistent link: https://www.econbiz.de/10012196047
Saved in:
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