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An E-ARCH model for the term s...
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McAleer, Michael
209
Chang, Chia-Lin
82
Gupta, Rangan
73
Ma, Feng
63
Bauwens, Luc
61
Engle, Robert F.
61
Hafner, Christian M.
60
Teräsvirta, Timo
58
Caporale, Guglielmo Maria
53
Caporin, Massimiliano
51
Karanasos, Menelaos
44
Bouri, Elie
42
Francq, Christian
42
Herwartz, Helmut
41
Conrad, Christian
40
Laurent, Sébastien
40
Linton, Oliver
39
Rombouts, Jeroen V. K.
38
Zakoïan, Jean-Michel
37
Paolella, Marc S.
36
Asai, Manabu
34
Serletis, Apostolos
33
Bollerslev, Tim
32
Kumar, Dilip
32
McMillan, David G.
32
Rahbek, Anders
32
Zhang, Yaojie
32
Ardia, David
30
Saikkonen, Pentti
30
Allen, David E.
27
Degiannakis, Stavros
27
Kang, Sang Hoon
27
Mittnik, Stefan
27
Silvennoinen, Annastiina
27
Christoffersen, Peter F.
26
Fiorentini, Gabriele
26
Hammoudeh, Shawkat
26
Hansen, Peter Reinhard
26
Tiwari, Aviral Kumar
26
Wang, Yudong
26
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National Bureau of Economic Research
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Ekonomiska forskningsinstitutet <Stockholm>
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
13
Centre for Analytical Finance <Århus>
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EconWPA
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Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
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Shakai-Keizai-Kenkyūsho <Osaka>
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Centro de Estudios Monetarios y Financieros (CEMFI)
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Department of Economics, University of California-San Diego (UCSD)
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Rimini Centre for Economic Analysis (RCEA)
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Economics Department, Queen's University
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European University Institute / Department of Economics
3
National Institute of Economic and Social Research
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Society for Computational Economics - SCE
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Suntory and Toyota International Centres for Economics and Related Disciplines, LSE
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Center for Economic Research <Tilburg>
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Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
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2
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Federal Reserve Bank of St. Louis
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Hong Kong Monetary Authority
2
Indian Institute of Foreign Trade
2
Instituto Valenciano de Investigaciones Económicas (IVIE)
2
London School of Economics and Political Science
2
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Energy economics
260
Finance research letters
185
Applied economics
163
Economic modelling
155
Journal of econometrics
147
International review of financial analysis
145
Journal of empirical finance
135
Research in international business and finance
125
The North American journal of economics and finance : a journal of financial economics studies
124
International review of economics & finance : IREF
121
Journal of banking & finance
114
Economics letters
109
Journal of international financial markets, institutions & money
107
Applied financial economics
101
Discussion paper / Tinbergen Institute
98
International journal of forecasting
96
Journal of risk and financial management : JRFM
88
Journal of forecasting
87
Applied economics letters
80
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
78
The journal of futures markets
75
The European journal of finance
74
Econometric theory
73
Econometric Institute research papers
69
Working paper
68
Journal of financial econometrics : official journal of the Society for Financial Econometrics
65
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
64
International Journal of Energy Economics and Policy : IJEEP
63
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
56
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
55
International journal of finance & economics : IJFE
53
International journal of economics and financial issues : IJEFI
49
Econometric reviews
47
Journal of international money and finance
47
International journal of economics and finance
46
Review of quantitative finance and accounting
45
CREATES research paper
43
Journal of risk
43
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
42
The econometrics journal
40
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ECONIS (ZBW)
10,301
RePEc
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EconStor
19
USB Cologne (EcoSocSci)
9
BASE
7
Showing
61
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61
Cross-dynamics of exchange rate expectations : a wavelet analysis
Nikkinen, Jussi
;
Pynnönen, Seppo
;
Ranta, Mikko
; …
- In:
International journal of finance & economics : IJFE
16
(
2011
)
3
,
pp. 205-217
Persistent link: https://www.econbiz.de/10009408606
Saved in:
62
An extended model of currency options applicable as policy tool for central banks with inflation targeting and dollarized economies
Arizmendi Echecopar, Luis F.
- In:
Theoretical economics letters
3
(
2013
)
3
,
pp. 164-167
Persistent link: https://www.econbiz.de/10010239690
Saved in:
63
International stochastic discount factors and covariance risk
Branger, Nicole
;
Herold, Michael
;
Muck, Matthias
- In:
Journal of banking & finance
123
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012662322
Saved in:
64
Exchange rates and sovereign risk
Della Corte, Pasquale
;
Sarno, Lucio
;
Schmeling, Maik
; …
-
2021
Persistent link: https://www.econbiz.de/10012502051
Saved in:
65
Alternative currency hedging strategies with known covariances
Chen, Wei
;
Kritzman, Mark
;
Turkington, David
- In:
Journal of investment management : JOIM
13
(
2015
)
2
,
pp. 6-24
Persistent link: https://www.econbiz.de/10011635273
Saved in:
66
Pricing currency options under double exponential jump diffusion in a Markov-modulated HJM economy
Chiang, Mi-Hsiu
;
Li, Chang-Yi
;
Chen, Son-nan
- In:
Review of quantitative finance and accounting
46
(
2016
)
3
,
pp. 459-482
Persistent link: https://www.econbiz.de/10011595469
Saved in:
67
Exchange rates and sovereign risk
Della Corte, Pasquale
;
Sarno, Lucio
;
Schmeling, Maik
; …
-
2021
Persistent link: https://www.econbiz.de/10013188169
Saved in:
68
Construction of a volatility index from exchange-traded dollar-rupee options
Bhat, Aparna Prasad
- In:
Journal of Indian business research
14
(
2022
)
4
,
pp. 403-425
Persistent link: https://www.econbiz.de/10013537567
Saved in:
69
Exchange rates and sovereign risk
Della Corte, Pasquale
;
Sarno, Lucio
;
Schmeling, Maik
; …
- In:
Management science : journal of the Institute for …
68
(
2022
)
8
,
pp. 5591-5617
Persistent link: https://www.econbiz.de/10013370992
Saved in:
70
Pricing options on trend-stationary currencies : applications to the Chinese yuan
Mebane, Michael
- In:
Journal of risk
18
(
2015/2016
)
4
,
pp. 79-101
Persistent link: https://www.econbiz.de/10011578390
Saved in:
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