Concepedia

Currency Volatility

Currency Volatility is a financial metric that quantifies the extent and frequency of exchange rate fluctuations of a currency against another currency or basket of currencies over a specified period, reflecting the degree of uncertainty or risk inherent in foreign exchange markets.

585

Publications

39.6K

Citations

1K

Authors

648

Institutions

Publications per year

2017–2026

187

Variants

Exchange Rate VolatilityFx Volatility

Parents

Publications

585

The Distribution of Realized Exchange Rate Volatility

Torben G. Andersen, Tim Bollerslev, Francis X. Diebold et al. · Journal of the American Statistical Association · 2001 · 2.2K citations

, , +17

Deutsche Mark–Dollar Volatility: Intraday Activity Patterns, Macroeconomic Announcements, and Longer Run Dependencies

Torben G. Andersen, Tim Bollerslev · The Journal of Finance · 1998 · 1.2K citations

, , +17

Exchange rate volatility and productivity growth: The role of financial development

Philippe Aghion, Philippe Bacchetta, Romain Rancière et al. · Journal of Monetary Economics · 2009 · 882 citations · Full text

, , +15

Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance

Tony Klein, Hien Pham Thu, Thomas Walther · International Review of Financial Analysis · 2018 · 822 citations

, , +13

A geographical model for the daily and weekly seasonal volatility in the foreign exchange market

Ulrich Müller, Robert J. Nagler, Richard B. Olsen et al. · Journal of International Money and Finance · 1993 · 630 citations

, , +15

1–5 of 585

Authors

1K

  1. MB
    Mohsen Bahmani‐Óskooee

    University of Wisconsin–Milwaukee, United States

    20 publications · 631 citations

    17

    h-index

  2. EK
    Evžen Kočenda

    Charles University, Czechia

    6 publications · 770 citations

    6

    h-index

  3. DG
    Dirk G. Baur

    The University of Western Australia, Australia

    6 publications · 570 citations

    6

    h-index

  4. DS
    Dimitrios Serenis

    Hellenic Open University, Greece

    5 publications · 135 citations

    5

    h-index

  5. TB
    Tim Bollerslev

    Duke University, United States

    5 publications · 3.6K citations

    5

    h-index

1–5 of 1K

Institutions

648

  1. University of Wisconsin–Milwaukee

    Milwaukee, United States

    15 h-index

    25 publications

    702 citations

  2. National Bureau of Economic Research

    Cambridge, United States

    12 h-index

    26 publications

    14.2K citations

  3. International Monetary Fund

    Washington D.C., United States

    11 h-index

    18 publications

    1.8K citations

  4. Centre for Economic Policy Research

    London, United Kingdom

    10 h-index

    17 publications

    1.6K citations

  5. Charles University

    Prague, Czechia

    9 h-index

    14 publications

    2.1K citations

  6. University of Wisconsin–Madison

    Madison, United States

    6 h-index

    7 publications

    908 citations

  7. University of Economics Ho Chi Minh City

    Ho Chi Minh City, Vietnam

    6 h-index

    8 publications

    941 citations

  8. City University of Hong Kong

    Hong Kong, Hong Kong

    6 h-index

    11 publications

    784 citations

1–8 of 648

Venues

  1. SSRN Electronic Journal

    Repository · 62 publications · 2.8K citations

    27

    h-index

  2. Journal of International Money and Finance

    16 publications · 2K citations

    14

    h-index

  3. Finance research letters

    14 publications · 1.6K citations

    14

    h-index

  4. RePEc: Research Papers in Economics

    Repository · 15 publications · 768 citations

    14

    h-index

  5. Research in International Business and Finance

    13 publications · 874 citations

    12

    h-index

1–5