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Time-varying impacts of macroe...
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Time series analysis
Schätzung
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Estimation
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Theorie
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Theory
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Gil-Alaña, Luis A.
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Caporale, Guglielmo Maria
258
Phillips, Peter C. B.
237
Koopman, Siem Jan
215
Franses, Philip Hans
213
McAleer, Michael
139
Gao, Jiti
133
Teräsvirta, Timo
126
Lütkepohl, Helmut
117
Gupta, Rangan
112
Pesaran, M. Hashem
109
Kapetanios, George
104
Sibbertsen, Philipp
101
Koop, Gary
99
Harvey, Andrew C.
96
Watson, Mark W.
89
Hyndman, Rob J.
88
Taylor, Robert
88
Stock, James H.
86
Härdle, Wolfgang
84
Johansen, Søren
82
Lucas, André
82
Perron, Pierre
82
Hendry, David F.
79
Marcellino, Massimiliano
79
Dijk, Herman K. van
78
Engle, Robert F.
77
Proietti, Tommaso
73
Swanson, Norman R.
73
Kunst, Robert M.
72
Mills, Terence C.
72
Granger, C. W. J.
71
Dijk, Dick van
70
Hassler, Uwe
69
Maravall Herrero, Agustín
67
Nielsen, Morten Ørregaard
67
Robinson, Peter M.
67
Leybourne, Stephen James
63
Ravazzolo, Francesco
63
Ghysels, Eric
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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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European University Institute / Department of Economics
34
Econometrisch Instituut <Rotterdam>
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Umeå universitet
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Centre for Quantitative Economics & Computing
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Centre for Analytical Finance <Århus>
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London School of Economics and Political Science
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Gottfried Wilhelm Leibniz Universität Hannover
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Europäische Kommission / Statistisches Amt
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Institut für Weltwirtschaft
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University of Exeter / Department of Economics
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Australien / Bureau of Statistics
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Birkbeck College / Department of Economics
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Center for Economic Research <Tilburg>
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Institut für Wirtschaftswissenschaften <Wien>
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Queen Mary College / Department of Economics
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School of Finance and Business Economics <Perth, Western Australia>
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University of Canterbury / Dept. of Economics and Finance
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University of Southampton / Department of Economics
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Australian National University / Faculty of Economics and Commerce
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Centre for Growth and Business Cycle Research <Manchester>
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Institut für Höhere Studien
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Københavns Universitet / Økonomisk Institut
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Loughborough University / Department of Economics
4
Norges Bank / Utredningsavdelingen
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Organisation for Economic Co-operation and Development
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Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
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Journal of econometrics
672
International journal of forecasting
552
Economics letters
447
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
395
Journal of forecasting
331
Discussion paper / Tinbergen Institute
321
Applied economics
320
Econometric theory
315
Economic modelling
265
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
226
Econometric reviews
218
Applied economics letters
216
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
203
Energy economics
198
Working paper / Department of Econometrics and Business Statistics, Monash University
190
Working paper
175
NBER Working Paper
165
CREATES research paper
164
NBER working paper series
157
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
155
Journal of applied econometrics
147
Working paper / National Bureau of Economic Research, Inc.
138
CESifo working papers
133
Computational economics
126
Discussion paper / Centre for Economic Policy Research
110
Journal of economic dynamics & control
110
Econometrics : open access journal
106
Cowles Foundation discussion paper
105
Journal of empirical finance
105
Oxford bulletin of economics and statistics
101
Journal of macroeconomics
99
The econometrics journal
93
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
84
International review of economics & finance : IREF
84
EUI working paper / ECO
83
Finance research letters
83
International Journal of Energy Economics and Policy : IJEEP
82
Applied financial economics
80
Physica A: Statistical Mechanics and its Applications
76
The North American journal of economics and finance : a journal of financial economics studies
76
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ECONIS (ZBW)
28,123
RePEc
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EconStor
11
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7
ArchiDok
5
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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
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:
3
Evaluating
volatility
forecasts with ultra-high-frequency data : evidence from the Australian equity market
Zhang, Kai
;
De Mello, Lurion
;
Sadeghi, Mehdi
- In:
Theoretical economics letters
8
(
2018
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011842038
Saved in:
4
Determinants of the CNY/USD exchange rate : a simultaneous-equation model
Hsing, Yu
- In:
International journal of monetary economics and finance
8
(
2015
)
3
,
pp. 274-281
Persistent link: https://www.econbiz.de/10011502648
Saved in:
5
Volatility
nexus between Stock Market and macroeconomic variables in Bangladesh : an extended GARCH approach
Hasan, Md. Abu
;
Zaman, Anita
- In:
Scientific Annals of Economics and Business
64
(
2017
)
2
,
pp. 233-243
Persistent link: https://www.econbiz.de/10011865998
Saved in:
6
Conditional heteroskedasticity in the
volatility
of asset returns
Ding, Yashuang
-
2021
Persistent link: https://www.econbiz.de/10013262866
Saved in:
7
Stock and currency market linkages : new evidence from realized spillovers in higher moments
Do, Hung Xuan
;
Brooks, Robert
;
Sirimon Treepongkaruna
; …
- In:
International review of economics & finance : IREF
42
(
2016
),
pp. 167-185
Persistent link: https://www.econbiz.de/10011625106
Saved in:
8
Impact of exchange rate fluctuations on US stock market returns
Bhargava, Vivek
;
Konku, Daniel
- In:
Managerial finance
49
(
2023
)
10
,
pp. 1535-1557
Persistent link: https://www.econbiz.de/10014428700
Saved in:
9
Jumps in equilibrium prices and asymmetric news in foreign exchange markets
El Ouadghiri, Imane
;
Uctum, Remzi
- In:
Economic modelling
54
(
2016
),
pp. 218-234
Persistent link: https://www.econbiz.de/10011642112
Saved in:
10
Is intraday data useful for forecasting VaR? : the evidence from EUR/PLN exchange rate
Będowska-Sójka, Barbara
- In:
Risk management : a journal of risk, crisis and disaster
20
(
2018
)
4
,
pp. 326-346
Persistent link: https://www.econbiz.de/10011962183
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