//--> //--> //--> //-->
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
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
Pricing derivatives on foreign...
Similar by subject
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Volatility
40,548
Volatilität
40,370
Wechselkurs
27,657
Exchange rate
26,448
Theorie
22,823
Theory
22,375
Optionspreistheorie
14,743
Option pricing theory
14,285
Derivat
13,903
Derivative
13,868
Schätzung
12,450
Estimation
12,175
Börsenkurs
10,967
Share price
10,805
USA
9,181
United States
8,807
Welt
8,404
World
8,261
Kapitaleinkommen
7,848
Capital income
7,819
ARCH-Modell
6,730
ARCH model
6,652
Aktienmarkt
6,253
Stock market
6,185
Stochastischer Prozess
5,506
Stochastic process
5,406
Prognoseverfahren
5,363
Forecasting model
5,294
Geldpolitik
4,432
Portfolio-Management
4,290
Monetary policy
4,278
Portfolio selection
4,259
Zeitreihenanalyse
4,040
Hedging
4,005
Time series analysis
3,942
Wechselkurspolitik
3,712
Risk
3,710
Risiko
3,684
Optionsgeschäft
3,664
Exchange rate policy
3,611
more ...
less ...
Online availability
All
Free
33,033
Undetermined
17,129
Type of publication
All
Article
47,796
Book / Working Paper
45,715
Journal
118
Other
70
Type of publication (narrower categories)
All
Article in journal
41,471
Aufsatz in Zeitschrift
41,471
Working Paper
15,511
Graue Literatur
14,868
Non-commercial literature
14,868
Arbeitspapier
14,009
Aufsatz im Buch
3,420
Book section
3,420
Hochschulschrift
2,235
Thesis
1,803
Collection of articles of several authors
779
Sammelwerk
779
Lehrbuch
416
Collection of articles written by one author
398
Sammlung
398
Textbook
387
Bibliografie enthalten
384
Bibliography included
384
Article
363
Aufsatzsammlung
354
Konferenzschrift
352
Dissertation u.a. Prüfungsschriften
274
Conference paper
238
Konferenzbeitrag
238
Conference proceedings
224
Amtsdruckschrift
219
Government document
219
Glossar enthalten
138
Glossary included
138
Systematic review
114
Übersichtsarbeit
114
Handbook
113
Handbuch
113
Rezension
108
Forschungsbericht
82
Ratgeber
72
Statistik
64
Case study
57
Fallstudie
57
Mehrbändiges Werk
57
more ...
less ...
Language
All
English
82,835
Undetermined
4,880
German
3,788
Spanish
711
French
655
Italian
201
Portuguese
181
Polish
110
Russian
74
Czech
72
Dutch
59
Hungarian
48
Croatian
34
Norwegian
31
Swedish
25
Romanian
19
Slovenian
16
Serbian
16
Danish
15
Finnish
10
Slovak
9
Indonesian
7
Bulgarian
5
Ukrainian
3
Afrikaans
2
Arabic
2
Modern Greek (1453-)
2
Turkish
2
Chinese
2
Japanese
1
Latvian
1
Lithuanian
1
Multiple languages
1
Albanian
1
more ...
less ...
Author
All
McAleer, Michael
393
Gupta, Rangan
252
Caporale, Guglielmo Maria
250
Bahmani-Oskooee, Mohsen
193
Cheung, Yin-Wong
172
Bollerslev, Tim
166
Fabozzi, Frank J.
163
Aizenman, Joshua
160
Chang, Chia-Lin
156
Pierdzioch, Christian
156
MacDonald, Ronald
152
Diebold, Francis X.
147
Härdle, Wolfgang
141
Frankel, Jeffrey A.
135
Taylor, Mark P.
133
De Grauwe, Paul
129
Broll, Udo
126
Edwards, Sebastian
125
Bouri, Elie
120
Chinn, Menzie David
116
Madan, Dilip B.
115
Spagnolo, Nicola
115
Bekaert, Geert
108
Chiarella, Carl
108
Andersen, Torben
106
Engle, Robert F.
105
Obstfeld, Maurice
105
Belke, Ansgar
103
Eichengreen, Barry
103
Sarno, Lucio
102
Bacchetta, Philippe
100
Engel, Charles
100
Kočenda, Evžen
98
Corsetti, Giancarlo
94
Ma, Feng
94
Tiwari, Aviral Kumar
91
Hammoudeh, Shawkat
89
Schnabl, Gunther
89
Koopman, Siem Jan
88
Goldberg, Linda S.
87
more ...
less ...
Institution
All
National Bureau of Economic Research
1,110
International Monetary Fund (IMF)
827
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
335
International Monetary Fund
333
C.E.P.R. Discussion Papers
108
EconWPA
67
Institut für Schweizerisches Bankwesen <Zürich>
65
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
46
HAL
41
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
39
Centre for Analytical Finance <Århus>
38
Internationaler Währungsfonds / Research Department
37
Ekonomiska forskningsinstitutet <Stockholm>
34
CESifo
30
Centre d'études prospectives et d'informations internationales (CEPII)
30
Internationaler Währungsfonds
29
Université Paris-Dauphine (Paris IX)
29
European Central Bank
28
eSocialSciences
28
Agricultural and Applied Economics Association - AAEA
27
European University Institute / Department of Economics
27
Institut für Weltwirtschaft
26
Tilburg University, Center for Economic Research
26
East Asian Bureau of Economic Research (EABER)
25
Banco de España
24
World Bank
24
Federal Reserve Bank of St. Louis
23
African Economic Research Consortium
22
Chambre de commerce et d'industrie de Paris
22
Institute for International Economic Studies (IIES), Stockholms Universitet
22
Basel Committee on Banking Supervision
21
National Centre of Competence in Research North South <Bern>
21
Philippinen / National Census and Statistics Office
21
Reserve Bank of Australia
21
Svenska Handelshögskolan <Helsinki>
21
Bangladesch / Parisaṅkhyāna Byuro
20
Federal Reserve Bank of New York
18
Federal Reserve System / Board of Governors
18
Society for Computational Economics - SCE
18
Banca d'Italia
17
more ...
less ...
Published in...
All
NBER working paper series
1,087
Working paper / National Bureau of Economic Research, Inc.
1,004
The journal of futures markets
971
NBER Working Paper
923
Energy economics
763
Finance research letters
746
Journal of banking & finance
699
Journal of international money and finance
672
International journal of theoretical and applied finance
630
Applied economics
625
IMF Working Papers
574
International review of economics & finance : IREF
546
International review of financial analysis
543
Discussion paper / Centre for Economic Policy Research
530
Economic modelling
500
Working paper
448
The North American journal of economics and finance : a journal of financial economics studies
441
IMF working papers
440
Applied financial economics
427
Economics letters
414
Applied economics letters
398
Journal of international financial markets, institutions & money
376
Journal of econometrics
369
Journal of empirical finance
335
MPRA Paper
331
IMF working paper
329
Journal of financial economics
321
Mathematical finance : an international journal of mathematics, statistics and financial theory
321
Research in international business and finance
318
Quantitative finance
308
Applied mathematical finance
298
The journal of derivatives : the official publication of the International Association of Financial Engineers
295
Journal of economic dynamics & control
294
CESifo working papers
292
The European journal of finance
292
Discussion paper / Tinbergen Institute
279
The journal of computational finance
279
Finance and stochastics
276
Journal of risk and financial management : JRFM
273
The journal of finance : the journal of the American Finance Association
268
more ...
less ...
Source
All
ECONIS (ZBW)
84,912
RePEc
5,360
EconStor
1,912
USB Cologne (EcoSocSci)
1,007
USB Cologne (business full texts)
275
BASE
182
OLC EcoSci
30
Other ZBW resources
12
ArchiDok
9
more ...
less ...
Showing
81
-
90
of
93,699
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
81
Spot and forward
volatility
in foreign exchange
Della Corte, Pasquale
;
Sarno, Lucio
;
Tsiakas, Ilias
- In:
Journal of financial economics
100
(
2011
)
3
,
pp. 496-513
Persistent link: https://www.econbiz.de/10009242107
Saved in:
82
Real versus spurious long-memory
volatility
in foreign exchange data : evidence from the rand against the G4 currencies
Thupayagale, Pako
;
Jefferis, Keith R.
- In:
Tydskrif vir studies in ekonomie en ekonometrie : SEE
35
(
2011
)
2
,
pp. 71-93
Persistent link: https://www.econbiz.de/10009490904
Saved in:
83
The impact of the Japanese purchases of US treasuries on the dollar/yen exchange rate
Mollick, André Varella
;
Soydemir, Gökçe A.
- In:
Global economy journal : GEJ
8
(
2008
)
4
,
pp. 1-18
Persistent link: https://www.econbiz.de/10009491560
Saved in:
84
Daily exchange rate behaviour and hedging of currency risk
Bos, Charles S.
;
Mahieu, Ronald J.
;
Dijk, Herman K. van
-
1999
methods. The effects of several model characteristics(unit roots, GARCH, stochastic
volatility
, heavy tailed …
Persistent link: https://www.econbiz.de/10011302131
Saved in:
85
Carry and trend following returns in the foreign exchange market
Clare, Andrew D.
;
Seaton, James
;
Smith, Peter N.
; …
-
2015
Persistent link: https://www.econbiz.de/10010531060
Saved in:
86
Response of the term structure of forward exchange rate to jump in the interest rate
Li, Xiao-ping
;
Feng, Yun
;
Wu, Chong-feng
;
Xu, Wei-dong
- In:
Economic modelling
30
(
2013
),
pp. 863-874
Persistent link: https://www.econbiz.de/10009708784
Saved in:
87
Carry trade and foreign exchange rate puzzles
Spronk, Richard
;
Verschoor, Willem F. C.
;
Zwinkels, …
- In:
European economic review : EER
60
(
2013
),
pp. 17-31
Persistent link: https://www.econbiz.de/10009762410
Saved in:
88
The persistency of correlation between currency futures : a macro perspective
Zheng, Yao
;
Osmer, Eric
;
Liu, Jiashun
- In:
International journal of economics and finance
6
(
2014
)
5
,
pp. 17-25
Persistent link: https://www.econbiz.de/10010363601
Saved in:
89
Can signal extraction help predict risk premia in foreign exchange rates
Kiani, Khurshid M.
- In:
Economic modelling
33
(
2013
),
pp. 926-939
Persistent link: https://www.econbiz.de/10010195543
Saved in:
90
Was it risk? Or was it fundamentals? Explaining excess currency returns with kernel smoothed regressions
Baillie, Richard
;
Kim, Kun Ho
- In:
Journal of empirical finance
34
(
2015
),
pp. 99-111
Persistent link: https://www.econbiz.de/10011557073
Saved in:
First
Prev
5
6
7
8
9
10
11
12
13
14
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->