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Wechselkurs
Volatility
41,082
Volatilität
40,813
Kapitaleinkommen
39,505
Capital income
39,405
Theorie
32,646
Theory
32,017
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17,398
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16,842
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14,843
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14,382
Aktienmarkt
12,779
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12,679
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12,460
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12,328
USA
11,405
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11,165
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11,147
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11,104
CAPM
8,640
Welt
8,506
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8,417
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8,376
Forecasting model
8,326
ARCH-Modell
7,573
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7,483
Correlation
7,000
Risk
6,964
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6,910
Korrelation
6,858
Exchange rate
5,864
Zeitreihenanalyse
5,566
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5,428
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5,324
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5,287
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Bahmani-Oskooee, Mohsen
71
Caporale, Guglielmo Maria
44
Belke, Ansgar
41
Sarno, Lucio
39
Schnabl, Gunther
31
Kočenda, Evžen
29
Hegerty, Scott W.
28
Pierdzioch, Christian
28
Taylor, Mark P.
26
Neely, Christopher J.
25
Engel, Charles
23
MacDonald, Ronald
23
Wilfling, Bernd
22
Gros, Daniel
21
Bacchetta, Philippe
20
Rose, Andrew
19
Beine, Michel
18
Brandt, Michael W.
18
Diebold, Francis X.
18
Frenkel, Michael
18
Herwartz, Helmut
18
Rodriguez, Gabriel
18
Spagnolo, Fabio
18
Égert, Balázs
18
Frankel, Jeffrey A.
17
Melvin, Michael
17
Rime, Dagfinn
17
Wolff, Christiaan Cornelis Petrus
17
Aizenman, Joshua
16
Bollerslev, Tim
16
Clarida, Richard H.
16
Devereux, Michael B.
16
Flood, Robert P.
16
Fratzscher, Marcel
16
Gil-Alaña, Luis A.
16
Gupta, Rangan
16
Spagnolo, Nicola
16
Stadtmann, Georg
16
Ito, Takatoshi
15
Lanne, Markku
15
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National Bureau of Economic Research
100
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
6
European University Institute / Department of Economics
5
International Monetary Fund
5
Internationaler Währungsfonds / Research Department
4
Rodney L. White Center for Financial Research
4
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3
Ekonomiska forskningsinstitutet <Stockholm>
3
Federal Reserve Bank of St. Louis
3
Federal Reserve System / Board of Governors
3
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3
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2
Centre for Quantitative Economics & Computing
2
Erasmus Research Institute of Management
2
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2
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2
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2
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2
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William Davidson Institute <Ann Arbor, Mich.>
2
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1
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American Enterprise Institute for Public Policy Research
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Asia Pacific School of Economics and Management
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Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
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Centre d'Etudes Prospectives et d'Informations Internationales
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Centre for International Economic Studies
1
Centre for International Macroeconomics
1
Chambre de commerce et d'industrie de Paris
1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
Commodity Research Bureau
1
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Journal of international money and finance
127
NBER working paper series
96
NBER Working Paper
85
Working paper / National Bureau of Economic Research, Inc.
76
Journal of international financial markets, institutions & money
73
Applied economics
70
International review of economics & finance : IREF
58
Economic modelling
56
The North American journal of economics and finance : a journal of financial economics studies
56
Discussion paper / Centre for Economic Policy Research
54
Applied financial economics
48
International journal of finance & economics : IJFE
47
Applied economics letters
45
CESifo working papers
45
IMF working papers
44
Finance research letters
42
Research in international business and finance
38
International journal of economics and financial issues : IJEFI
37
Energy economics
35
International Journal of Energy Economics and Policy : IJEEP
35
International review of financial analysis
35
Journal of banking & finance
33
Working paper
33
Economics letters
32
Journal of empirical finance
28
International economic journal
27
IMF working paper
26
Open economies review
26
International journal of economics and finance
23
Journal of financial economics
22
Journal of international economics
22
Journal of multinational financial management
22
The European journal of finance
22
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
22
Discussion paper / Tinbergen Institute
21
Discussion papers / CEPR
21
Global finance journal
21
The empirical economics letters : a monthly international journal of economics
21
CESifo Working Paper
20
Discussion paper
19
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ECONIS (ZBW)
5,849
EconStor
120
USB Cologne (business full texts)
5
USB Cologne (EcoSocSci)
3
BASE
1
ArchiDok
1
OLC EcoSci
1
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10
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date (oldest first)
1
Foreign exchange option pricing in the currency cycle with jump risks
Lin, Chien-Hsiu
;
Lin, Shih-kuei
;
Wu, An-Chi
- In:
Review of quantitative finance and accounting
44
(
2015
)
4
,
pp. 755-789
Persistent link: https://www.econbiz.de/10011333144
Saved in:
2
Rare shock, two-factor stochastic
volatility
and currency option pricing
Wang, Guanying
;
Wang, Xingchun
;
Wang, Yongjin
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 32-50
Persistent link: https://www.econbiz.de/10010351858
Saved in:
3
GARCH option pricing and implied FX
volatility
indices
Venter, Pierre J.
;
Maré, E.
- In:
Journal for studies in economics and econometrics : SEE
45
(
2021
)
1
,
pp. 42-52
Persistent link: https://www.econbiz.de/10013173960
Saved in:
4
Option pricing on foreign exchange in a Markov-modulated, incomplete-market economy
Lian, Yu-Min
;
Chen, Jun-Home
;
Liao, Szu-Lang
- In:
Finance research letters
16
(
2016
),
pp. 208-219
Persistent link: https://www.econbiz.de/10011656179
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
Pricing currency options with intra-daily implied
volatility
Hoque, Ariful
;
Kalev, Petko S.
- In:
Australasian accounting business and finance journal : AABF
9
(
2014
)
1
,
pp. 43-56
Persistent link: https://www.econbiz.de/10010520230
Saved in:
7
The Black-Scholes currency option pricing model : evidence for unbiasedness from three currencies against the US dollar
Azar, Samih Antoine
;
Tortian, Annie
- In:
International journal of economics and finance
5
(
2013
)
8
,
pp. 54-64
Persistent link: https://www.econbiz.de/10009787194
Saved in:
8
Predictability in implied
volatility
surfaces : evidence from the euro OTC FX market
Chalamandaris, Georgios
;
Tsekrekos, Andrianos E.
- In:
The European journal of finance
20
(
2014
)
1/3
,
pp. 33-58
Persistent link: https://www.econbiz.de/10010462211
Saved in:
9
Do it with a smile : forecasting
volatility
with currency options
Reus, Lorenzo
;
Carrasco, José A.
;
Pincheira, Pablo
- In:
Finance research letters
34
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012436844
Saved in:
10
Estimating value-at-risk using quantile regression and implied volatilities
Lange, Petter Eilif de
;
Risstad, Morten
;
Westgaard, Sjur
- In:
The journal of risk model validation
16
(
2022
)
1
,
pp. 53-76
Persistent link: https://www.econbiz.de/10014540547
Saved in:
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