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accessRights:"restricted"
isPartOf:"Journal of Multivariate Analysis"
~isPartOf:"Emerging markets, finance and trade : EMFT"
~subject:"Bruttoinlandsprodukt"
~subject:"Volatilität"
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Bruttoinlandsprodukt
Volatilität
Estimation
118
Schätzung
115
China
44
Aktienmarkt
27
Stock market
27
Börsenkurs
25
Share price
25
Volatility
24
Capital income
19
Kapitaleinkommen
19
Welt
18
World
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Emerging economies
16
Schwellenländer
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ARCH model
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ARCH-Modell
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Auslandsinvestition
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CAPM
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Foreign investment
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Panel
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Panel study
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Risiko
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Risk
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Forecasting model
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Oil price
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Prognoseverfahren
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Wirtschaftswachstum
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Cointegration
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Impact assessment
8
Kointegration
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VAR model
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VAR-Modell
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Wirkungsanalyse
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Anlageverhalten
7
Behavioural finance
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English
30
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Anagnostou, Ageliki
1
Backwell, Alex
1
Bouras, Christos
1
Cao, Jinde
1
Chang, Chun Ping
1
Chen, Bin
1
Chen, Xiuwen
1
Christou, Christina
1
Dewandaru, Ginanjar
1
Duan, Kun
1
Gajewski, Paweł
1
Goel, Gagan
1
Goyal, Ashima
1
Gupta, Rangan
1
Hou, Fengshuang
1
Huang, Chuangxia
1
Ibrahim, Mansor Haji
1
Kisswani, Khalid M.
1
Klotzle, Marcelo Cabus
1
Lee, Chien-chiang
1
Lee, Hyunchul
1
Lee, Kyungtag
1
Lee, Woongki
1
Li, Han
1
Li, Jinyi
1
Li, Zheng-Zheng
1
Liu, Lu
1
Lv, Guangming
1
Meng, J. Ginger
1
Mikova, Evgeniya
1
Mo, Xuan
1
Munir, Qaiser
1
Oliveira, E. M. de
1
Oliveira, Fernando Luiz Cyrino
1
Park, James L.
1
Pinto, Antônio Carlos Figueiredo
1
Polbin, Andrej
1
Qi, Yinshu
1
Qiao, Haishu
1
Ramnarayan, Kalind
1
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Journal of Multivariate Analysis
Emerging markets, finance and trade : EMFT
Energy economics
130
Finance research letters
116
Economic modelling
95
Applied economics
94
International review of economics & finance : IREF
89
The North American journal of economics and finance : a journal of financial economics studies
82
International review of financial analysis
77
Journal of econometrics
73
Research in international business and finance
58
Economics letters
50
Journal of banking & finance
48
Journal of international financial markets, institutions & money
48
Discussion paper / Centre for Economic Policy Research
47
Journal of empirical finance
47
Applied economics letters
46
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
45
International journal of forecasting
40
Journal of international money and finance
38
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
37
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
36
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
34
Working paper / National Bureau of Economic Research, Inc.
33
Discussion papers / CEPR
30
Journal of financial econometrics
29
International journal of finance & economics : IJFE
28
Pacific-Basin finance journal
28
Quantitative finance
28
Journal of economic dynamics & control
27
The European journal of finance
25
Journal of financial economics
23
Empirical economics : a quarterly journal of the Institute for Advanced Studies
22
Journal of financial markets
22
Macroeconomic dynamics
22
International journal of economics and finance
19
Management science : journal of the Institute for Operations Research and the Management Sciences
19
Journal of macroeconomics
18
Global finance journal
17
Econometric reviews
16
International journal of emerging markets
16
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ECONIS (ZBW)
30
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1
An Investigation of the nonlinear and asymmetric spillover effects of U.S. economic policy uncertainty on bond return vlatility of emerging markets
Xue, Wenjun
;
Wang, Feifei
- In:
Emerging markets, finance and trade : EMFT
59
(
2023
)
11
,
pp. 3487-3515
Persistent link: https://www.econbiz.de/10014384427
Saved in:
2
A study of Bitcoin-based intraday volatility forecasting for cross-market spreads
Yang, Longguang
;
Hou, Fengshuang
;
Shi, Huihong
- In:
Emerging markets, finance and trade : EMFT
59
(
2023
)
14
,
pp. 3941-3951
Persistent link: https://www.econbiz.de/10014419375
Saved in:
3
Forecasting volatilities of Asian markets using U.S. macroeconomic variables
Tzeng, Kae-Yih
- In:
Emerging markets, finance and trade : EMFT
59
(
2023
)
3
,
pp. 676-687
Persistent link: https://www.econbiz.de/10013548092
Saved in:
4
Measurement of individual investor sentiment and its application : evidence from Chinese stock message board
Huang, Chuangxia
;
Wen, Shigang
;
Yang, Xin
;
Cao, Jinde
; …
- In:
Emerging markets, finance and trade : EMFT
58
(
2022
)
3
,
pp. 681-691
Persistent link: https://www.econbiz.de/10012821597
Saved in:
5
The dynamic correlation between China's policy uncertainty and the crude oil market : a time-varying analysis
Wang, En-Ze
;
Lee, Chien-chiang
- In:
Emerging markets, finance and trade : EMFT
58
(
2022
)
3
,
pp. 692-709
Persistent link: https://www.econbiz.de/10012821599
Saved in:
6
Volatility level dependence and linear-rational term structure models
Backwell, Alex
;
Ramnarayan, Kalind
- In:
Emerging markets, finance and trade : EMFT
58
(
2022
)
13
,
pp. 3622-3638
Persistent link: https://www.econbiz.de/10013462321
Saved in:
7
Does economic policy uncertainty affect green bond markets? : evidence from wavelet-based quantile analysis
Wei, Ping
;
Qi, Yinshu
;
Ren, Xiaohang
;
Duan, Kun
- In:
Emerging markets, finance and trade : EMFT
58
(
2022
)
15
,
pp. 4375-4388
Persistent link: https://www.econbiz.de/10013463067
Saved in:
8
The impact of exchange rate futures fluctuations on macroeconomy : evidence from ten trading market
Yang, Hao-Chang
;
Syarifuddin, Ferry
;
Chang, Chun Ping
; …
- In:
Emerging markets, finance and trade : EMFT
58
(
2022
)
8
,
pp. 2300-2313
Persistent link: https://www.econbiz.de/10013190360
Saved in:
9
How does uncertainty affect volatility correlation between financial assets? : evidence from bitcoin, stock and gold
Li, Zheng-Zheng
;
Su, Chi-Wei
;
Zhu, Meng Nan
- In:
Emerging markets, finance and trade : EMFT
58
(
2022
)
9
,
pp. 2682-2694
Persistent link: https://www.econbiz.de/10013354990
Saved in:
10
Dynamic associations between gdp and crude oil prices in Brazil : structural shifts and nonlinear causality
Oliveira, E. M. de
;
Oliveira, Fernando Luiz Cyrino
; …
- In:
Emerging markets, finance and trade : EMFT
57
(
2021
)
10
,
pp. 2767-2791
Persistent link: https://www.econbiz.de/10012607411
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