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accessRights:"restricted"
subject:"Share price"
~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~subject:"VAR model"
~type_genre:"Article in journal"
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Share price
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Estimation
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Adekoya, Oluwasegun B.
1
Afzal, Alia
1
Ahmed, M. Iqbal
1
Akpiliç, Ferdi
1
Ali, Asgar
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Alsalman, Zeina
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
Finance research letters
131
Economic modelling
109
Applied economics
98
International review of economics & finance : IREF
95
The North American journal of economics and finance : a journal of financial economics studies
95
Energy economics
84
International review of financial analysis
77
Economics letters
65
Research in international business and finance
64
Applied economics letters
63
Journal of banking & finance
61
Journal of empirical finance
56
Journal of econometrics
52
Journal of international financial markets, institutions & money
51
Pacific-Basin finance journal
49
Journal of international money and finance
44
Journal of economic dynamics & control
40
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
38
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
37
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
35
Review of quantitative finance and accounting
35
Emerging markets, finance and trade : EMFT
32
Journal of financial economics
31
International journal of economics and finance
30
International journal of finance & economics : IJFE
30
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
30
The European journal of finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Quantitative finance
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Journal of macroeconomics
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Journal of financial markets
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Macroeconomic dynamics
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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International journal of forecasting
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European economic review : EER
19
Economic research
18
Open economies review
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Theoretical economics letters
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Global finance journal
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1
Do the export reactions to exchange rate and exchange rate volatility differ depending on technology intensity? : new evidences from the panel SVAR analysis
Aslan, Caglayan
;
Akpiliç, Ferdi
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
4
,
pp. 1587-1631
Persistent link: https://www.econbiz.de/10014519939
Saved in:
2
Spillover effects of disaggregated macroeconomic uncertainties on U.S. real activity : evidence from the quantile vector autoregressive connectedness approach
Ben Haddad, Hedi
;
Mezghani, Imed
;
Medhioub, Imed
; …
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
2
,
pp. 829-858
Persistent link: https://www.econbiz.de/10014519714
Saved in:
3
Oil price shocks and US unemployment : evidence from disentangling the duration of unemployment spells in the labor market
Alsalman, Zeina
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
1
,
pp. 479-511
Persistent link: https://www.econbiz.de/10014329060
Saved in:
4
Tail risk, beta anomaly, and demand for lottery : what explains cross-sectional variations in equity returns?
Ali, Asgar
;
Badhani, K. N.
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
2
,
pp. 775-804
Persistent link: https://www.econbiz.de/10014329083
Saved in:
5
Key market identification, mechanism transmission, and extreme shock during the risk spillover process : an empirical study of the G20 FOREX markets
Zhou, Wei
;
Guo, Jin
;
Chen, Ning
;
Lu, Shuai
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
6
,
pp. 2549-2582
Persistent link: https://www.econbiz.de/10014388965
Saved in:
6
The effect of monetary policy on output using sign restriction VAR : evidence from South Africa and South Korea
Ndou, Eliphas
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
4
,
pp. 1979-2003
Persistent link: https://www.econbiz.de/10014253739
Saved in:
7
Housing price diffusions in mainland China : evidence from a spatially penalized graphical VAR model
Jiang, Xiandeng
;
Chang, Le
;
Shi, Yanlin
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
2
,
pp. 765-795
Persistent link: https://www.econbiz.de/10014226320
Saved in:
8
Time connectedness of fear
Andrada Félix, Julián
;
Fernandez-Perez, Adrian
; …
- In:
Empirical economics : a quarterly journal of the …
62
(
2022
)
3
,
pp. 905-931
Persistent link: https://www.econbiz.de/10012819510
Saved in:
9
The ever-evolving trade pattern : a global VAR approach
Zahedi, Razieh
;
Shahmoradi, Asghar
;
Taiebnia, Ali
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
3
,
pp. 1193-1218
Persistent link: https://www.econbiz.de/10013440362
Saved in:
10
US partisan conflict shocks and international stock market returns
Apergēs, Nikolaos
;
Chatziantoniou, Ioannis
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
6
,
pp. 2817-2854
Persistent link: https://www.econbiz.de/10013440530
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