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An empirical study of realized...
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Wechselkurs
Schätzung
130,839
Estimation
124,716
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50,693
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40,776
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Bahmani-Oskooee, Mohsen
104
Caporale, Guglielmo Maria
64
Belke, Ansgar
57
MacDonald, Ronald
53
Beckmann, Joscha
44
Chinn, Menzie David
41
Cheung, Yin-Wong
40
Sarno, Lucio
39
Égert, Balázs
36
Pierdzioch, Christian
34
Hegerty, Scott W.
33
Neely, Christopher J.
32
Taylor, Mark P.
32
Schnabl, Gunther
31
Kočenda, Evžen
30
Rose, Andrew
30
Engel, Charles
28
Frankel, Jeffrey A.
27
De Grauwe, Paul
26
Stadtmann, Georg
26
Diebold, Francis X.
23
Beine, Michel
22
Devereux, Michael B.
22
Frenkel, Michael
22
Menkhoff, Lukas
22
Reitz, Stefan
22
Thorbecke, Willem
22
Gros, Daniel
21
Gupta, Rangan
21
Hsing, Yu
21
Spagnolo, Nicola
21
McAleer, Michael
20
Rodriguez, Gabriel
20
Bos, Charles S.
19
Edwards, Sebastian
19
Harvey, Hanafiah
19
Kutan, Ali Mustafa
19
Rime, Dagfinn
19
Wilfling, Bernd
19
Bollerslev, Tim
18
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National Bureau of Economic Research
111
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
10
Ekonomiska forskningsinstitutet <Stockholm>
6
Institut für Weltwirtschaft
6
European University Institute / Department of Economics
5
Federal Reserve Bank of St. Louis
5
Federal Reserve System / Board of Governors
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Internationaler Währungsfonds / Research Department
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Centre for Quantitative Economics & Computing
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Rodney L. White Center for Financial Research
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School of Economics and Finance <Brisbane>
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Instituto Valenciano de Investigaciones Económicas
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International Monetary Fund
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Umeå Universitet / Institutionen för Nationalekonomi
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Centre for Analytical Finance <Århus>
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Centre for Economic Policy Research
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European University Institute / Department of Law
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Europäisches Institut für Internationale Wirtschaftsbeziehungen
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Internationaler Währungsfonds
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Technische Universität Dresden
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University of Strathclyde / Department of Economics
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Universität Basel / Institut für Statistik und Ökonometrie
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African Economic Research Consortium
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American Enterprise Institute for Public Policy Research
1
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Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
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Birkbeck College / Department of Economics
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Brown University / Department of Economics
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CFA Institute <Charlottesville, Va.>
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
1
Centre for International Economic Studies
1
Centre for International Macroeconomics
1
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Journal of international money and finance
177
Applied economics
112
NBER working paper series
107
NBER Working Paper
97
Working paper / National Bureau of Economic Research, Inc.
90
International review of economics & finance : IREF
85
Journal of international financial markets, institutions & money
80
Economic modelling
79
CESifo working papers
73
International journal of finance & economics : IJFE
73
The North American journal of economics and finance : a journal of financial economics studies
72
Applied economics letters
69
Applied financial economics
68
International journal of economics and financial issues : IJEFI
67
Discussion paper / Centre for Economic Policy Research
61
Working paper
53
IMF working papers
51
Finance research letters
48
Energy economics
46
International review of financial analysis
46
Open economies review
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The empirical economics letters : a monthly international journal of economics
45
International Journal of Energy Economics and Policy : IJEEP
44
International journal of economics and finance
41
Research in international business and finance
41
Economics letters
40
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
39
Journal of international economics
39
Journal of banking & finance
35
Journal of empirical finance
35
Discussion paper / Tinbergen Institute
33
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
33
The European journal of finance
33
IMF working paper
32
CESifo Working Paper
30
Cogent economics & finance
30
International economic journal
30
International journal of forecasting
30
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
29
Journal of forecasting
28
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ECONIS (ZBW)
8,250
EconStor
189
USB Cologne (business full texts)
4
USB Cologne (EcoSocSci)
4
BASE
1
ArchiDok
1
OLC EcoSci
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1
Exchange rate influences on stock market returns and
volatility
dynamics : empirical evidence from the Australian stock market
Karunanayake, Indika
- In:
Review of applied economics
10
(
2014
)
1/2
,
pp. 83-97
Persistent link: https://www.econbiz.de/10010506487
Saved in:
2
Conditional heteroskedasticity in the
volatility
of asset returns
Ding, Yashuang
-
2021
Persistent link: https://www.econbiz.de/10013262866
Saved in:
3
Exchange rate influences on stock market returns and
volatility
dynamics : empirical evidence from the Australian stock market
Karunanayake, Indika
- In:
Journal of international economic review
9
(
2016
)
2
,
pp. 225-239
Persistent link: https://www.econbiz.de/10011673059
Saved in:
4
Modeling and forecasting realized volatilities of Korean financial assets featuring long memory and asymmetry
Park, Soyoung
;
Shin, Dong-wan
- In:
Asia-Pacific journal of financial studies
43
(
2014
)
1
,
pp. 31-58
Persistent link: https://www.econbiz.de/10010348459
Saved in:
5
Volatility
forecasting performance of two-scale realized
volatility
Garg, S.
;
Vipul
- In:
Applied financial economics
24
(
2014
)
16/18
,
pp. 1111-1121
Persistent link: https://www.econbiz.de/10010418949
Saved in:
6
The
volatility
of Romanian exchange rate : a GARCH approach
Pelinescu, Elena
;
Diaconaşu, Delia-Elena
- In:
Review of economics & finance
5
(
2015
)
4
,
pp. 92-99
Persistent link: https://www.econbiz.de/10011411168
Saved in:
7
Score-driven models for realized
volatility
Harvey, Andrew C.
;
Palumbo, Dario
-
2019
Persistent link: https://www.econbiz.de/10012703124
Saved in:
8
Volatility
spillover between exchange rate and stock returns under
volatility
shifts
Malik, Farooq
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 605-613
Persistent link: https://www.econbiz.de/10012655581
Saved in:
9
Modelling and forecasting unbiased extreme value
volatility
estimator : A study based on exchange rates with economic significance analysis
Kumar, Dilip
- In:
The journal of prediction markets
13
(
2019
)
1
,
pp. 3-28
Persistent link: https://www.econbiz.de/10012607570
Saved in:
10
Asymmetric
volatility
spillover between European equity and foreign exchange markets : evidence from the frequency domain
Warshaw, Evan
- In:
International review of economics & finance : IREF
68
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012486281
Saved in:
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