//--> //--> //--> //-->
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
FX Counterparty Risk and Tradi...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
Theorie
625,791
Theory
610,888
USA
42,801
United States
41,690
Schätzung
30,222
Estimation
29,499
Welt
26,243
World
25,627
Deutschland
23,154
Geldpolitik
22,575
Monetary policy
21,855
Germany
21,743
Portfolio-Management
20,569
Portfolio selection
20,363
Risiko
18,174
Risk
17,977
Mathematische Optimierung
16,970
Mathematical programming
16,865
Prognoseverfahren
14,150
Derivat
13,960
Derivative
13,926
Forecasting model
13,891
Wirtschaftswachstum
13,236
Zeitreihenanalyse
12,884
Börsenkurs
12,800
Spieltheorie
12,702
Economic growth
12,670
Volatilität
12,626
Share price
12,596
Time series analysis
12,509
Game theory
11,981
Experiment
11,330
Asymmetrische Information
10,709
Asymmetric information
10,427
Wettbewerb
10,261
Stochastischer Prozess
10,251
Hedging
10,226
Wohlfahrtsanalyse
10,163
Finanzmarkt
10,061
more ...
less ...
Online availability
All
Free
4,588
Undetermined
2,892
Type of publication
All
Article
6,529
Book / Working Paper
5,855
Type of publication (narrower categories)
All
Article in journal
6,111
Aufsatz in Zeitschrift
6,111
Graue Literatur
2,666
Non-commercial literature
2,666
Working Paper
2,536
Arbeitspapier
2,523
Aufsatz im Buch
371
Book section
371
Hochschulschrift
368
Thesis
307
Collection of articles written by one author
99
Sammlung
99
Collection of articles of several authors
60
Sammelwerk
60
Bibliografie enthalten
41
Bibliography included
41
Conference paper
36
Konferenzbeitrag
36
Aufsatzsammlung
26
Systematic review
22
Übersichtsarbeit
22
Forschungsbericht
20
Konferenzschrift
17
Amtsdruckschrift
11
Government document
11
Lehrbuch
11
Textbook
10
Conference proceedings
9
Rezension
8
Reprint
6
Handbook
5
Handbuch
5
Case study
4
Fallstudie
4
Accompanied by computer file
3
Elektronischer Datenträger als Beilage
3
Glossar enthalten
3
Glossary included
3
Bibliografie
2
Ratgeber
2
more ...
less ...
Language
All
English
12,087
German
206
French
36
Undetermined
28
Spanish
19
Italian
6
Dutch
2
Polish
2
Portuguese
2
Czech
1
Hungarian
1
Norwegian
1
Chinese
1
more ...
less ...
Author
All
McAleer, Michael
86
Bollerslev, Tim
77
Diebold, Francis X.
62
Andersen, Torben
49
Härdle, Wolfgang
46
Chiarella, Carl
42
Lux, Thomas
42
Koopman, Siem Jan
41
Gupta, Rangan
37
Caporin, Massimiliano
34
Aizenman, Joshua
33
Bekaert, Geert
30
Chang, Chia-Lin
30
Herwartz, Helmut
30
Pierdzioch, Christian
28
Asai, Manabu
27
Hafner, Christian M.
27
Hautsch, Nikolaus
27
Caballero, Ricardo J.
26
Bauwens, Luc
25
Fernández-Villaverde, Jesús
25
Giglio, Stefano
25
Todorov, Viktor
25
Yu, Jun
23
Andersen, Torben G.
22
Christoffersen, Peter F.
22
Clark, Todd E.
22
Clements, Adam
22
Engle, Robert F.
22
Ghysels, Eric
22
Hammoudeh, Shawkat
22
Lucas, André
22
Meddahi, Nour
22
Schlag, Christian
22
Westerhoff, Frank H.
22
Aït-Sahalia, Yacine
21
Benth, Fred Espen
21
Gannon, Gerard L.
21
Li, Kai
21
Caporale, Guglielmo Maria
20
more ...
less ...
Institution
All
National Bureau of Economic Research
191
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
12
Ekonomiska forskningsinstitutet <Stockholm>
8
European University Institute / Department of Economics
8
Centre for Analytical Finance <Århus>
7
Internationaler Währungsfonds / Research Department
7
Rodney L. White Center for Financial Research
7
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
6
Svenska Handelshögskolan <Helsinki>
6
Birkbeck College / Department of Economics
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Institute of Finance and Accounting <London>
5
Instituto Valenciano de Investigaciones Económicas
5
Federal Reserve Bank of San Francisco
4
International Monetary Fund
4
School of Accounting, Economics and Finance <Geelong>
4
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
4
The Wharton Financial Institutions Center
4
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
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
Federal Reserve Bank of St. Louis
2
Forschungsinstitut zur Zukunft der Arbeit
2
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
more ...
less ...
Published in...
All
NBER working paper series
184
Working paper / National Bureau of Economic Research, Inc.
170
NBER Working Paper
163
Finance research letters
159
Journal of banking & finance
159
Journal of econometrics
139
The journal of futures markets
131
Energy economics
130
International journal of theoretical and applied finance
114
International review of financial analysis
109
Economic modelling
102
Journal of empirical finance
99
Discussion paper / Tinbergen Institute
90
Economics letters
89
International review of economics & finance : IREF
88
Journal of economic dynamics & control
86
Journal of financial economics
84
Applied economics
81
International journal of forecasting
81
The European journal of finance
81
Working paper
81
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
80
Discussion paper / Centre for Economic Policy Research
79
Mathematical finance : an international journal of mathematics, statistics and financial theory
78
Journal of international money and finance
73
Quantitative finance
73
The North American journal of economics and finance : a journal of financial economics studies
73
Applied mathematical finance
67
The review of financial studies
65
Research in international business and finance
63
Applied economics letters
61
Journal of international financial markets, institutions & money
61
Applied financial economics
58
Journal of forecasting
58
The journal of finance : the journal of the American Finance Association
57
Research paper series / Swiss Finance Institute
53
Computational economics
51
Econometric reviews
51
Journal of risk and financial management : JRFM
49
Journal of financial econometrics : official journal of the Society for Financial Econometrics
48
more ...
less ...
Source
All
ECONIS (ZBW)
12,333
RePEc
32
EconStor
13
Other ZBW resources
4
BASE
1
ArchiDok
1
Showing
1
-
10
of
12,384
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Dynamic conditional copula correlation and optimal hedge ratios with currency futures
Kotkatvuori-Örnberg, Juha
- In:
International review of financial analysis
47
(
2016
),
pp. 60-69
Persistent link: https://www.econbiz.de/10011624046
Saved in:
2
Currency exchange rate risk
hedging
strategies using MXN/USD MexDer futures contracts
Santillán Salgado, Roberto Joaquín
;
Ulín-Lastra, …
- In:
International journal of bonds and derivatives
2
(
2016
)
3
,
pp. 186-210
Persistent link: https://www.econbiz.de/10011742331
Saved in:
3
On the stationarity of futures hedge ratios
Degiannakis, Stavros
;
Floros, Christos
;
Salvador, Enrique
; …
- In:
Operational research : an international journal
22
(
2022
)
3
,
pp. 2281-2303
Persistent link: https://www.econbiz.de/10013443633
Saved in:
4
The impact of derivatives
hedging
on the stock market : evidence from Taiwan's covered warrants market
Chung, San-lin
;
Liu, Wen-rang
;
Tsai, Wei-che
- In:
Journal of banking & finance
42
(
2014
),
pp. 123-133
Persistent link: https://www.econbiz.de/10010408417
Saved in:
5
Speculative ratios and returns volatility in the South African white maize futures market
Sayed, Ayesha
;
Auret, C.
- In:
Cogent economics & finance
11
(
2023
)
1
,
pp. 1-21
Granger-causality between speculative and
hedging
ratios and volatility but also assesses their interactions through variance …
Persistent link: https://www.econbiz.de/10014500465
Saved in:
6
Volatility and liquidity in futures market
Locke, Peter R.
-
1996
Persistent link: https://www.econbiz.de/10000962046
Saved in:
7
Modelling volatilities and conditional correlations in futures markets with a multivariate t distribution
Pesaran, Bahram
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003499671
Saved in:
8
Financial innovation and information: the role of derivatives when a market for information exists
Massa, Massimo
- In:
The review of financial studies
15
(
2002
)
3
,
pp. 927-957
Persistent link: https://www.econbiz.de/10001688879
Saved in:
9
Trading volume in models of financial derivatives
Howison, Sam
;
Lamper, David
- In:
Applied mathematical finance
8
(
2001
)
2
,
pp. 119-135
Persistent link: https://www.econbiz.de/10001628629
Saved in:
10
Marchés dérivés et trading de volatilité
Capelle-Blancard, Gunther
- In:
Revue économique : revue bimestrielle
54
(
2003
)
3
,
pp. 663-673
Persistent link: https://www.econbiz.de/10001765922
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...
//-->