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accessRights:"restricted"
subject:"Volatilität"
~isPartOf:"Pacific-Basin finance journal"
~isPartOf:"The European journal of finance"
~subject:"United States"
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Volatilität
United States
Estimation
193
Schätzung
193
Capital income
92
Kapitaleinkommen
92
Börsenkurs
75
Share price
75
Aktienmarkt
54
Stock market
54
Volatility
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Forecasting model
45
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Copeland, Laurence S.
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McMillan, David G.
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Pacific-Basin finance journal
The European journal of finance
Working paper / National Bureau of Economic Research, Inc.
471
Discussion paper / Centre for Economic Policy Research
383
Energy economics
146
Finance research letters
135
Applied economics
117
Economic modelling
108
The North American journal of economics and finance : a journal of financial economics studies
101
International review of economics & finance : IREF
99
International review of financial analysis
81
Journal of econometrics
72
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
71
Economics letters
66
Applied economics letters
62
Research in international business and finance
62
Journal of banking & finance
57
American economic journal : a journal of the American Economic Association
55
Journal of international financial markets, institutions & money
50
Journal of empirical finance
47
Journal of international money and finance
46
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
43
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
40
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
40
International journal of forecasting
39
Discussion papers / CEPR
38
SpringerLink / Bücher
33
The review of financial studies
33
International journal of finance & economics : IJFE
32
Journal of economic dynamics & control
31
Journal of financial econometrics
30
The American economic review
30
Quantitative finance
29
Academy of Management journal : AMJ
28
Journal of applied econometrics
28
Journal of financial economics
27
Emerging markets, finance and trade : EMFT
25
Empirical economics : a quarterly journal of the Institute for Advanced Studies
24
Journal of financial markets
23
The journal of finance : the journal of the American Finance Association
21
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ECONIS (ZBW)
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1
Can mutual fund investors benefit from volatility managing? : evidence from China
Zhang, Xili
;
Zheng, Yiran
;
Lien, Da-hsiang Donald
;
Yu, …
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014491107
Saved in:
2
Forecasting Chinese stock market volatility with option-implied risk aversion : evidence from extended realized EGARCH-MIDAS approach
Wu, Xinyu
;
Qian, Jia
;
Zhao, Xiaohan
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014491122
Saved in:
3
Asset pricing models in the presence of higher moments : theory and evidence from the U.S. and China stock market
Hu, Debao
;
Li, Xin
;
Xiang, George
;
Zhou, Qiyao
- In:
Pacific-Basin finance journal
79
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014463246
Saved in:
4
CEO inside debt and downside risk : evidence from internal and external environments
Lee, Chien-chiang
;
Wang, Chih-Wei
;
Wu, Yu-Ching
- In:
Pacific-Basin finance journal
80
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014463320
Saved in:
5
Tail comovements of implied volatility indices and global index futures returns predictability
Lee, Hsiu-chuan
;
Lee, Yun-Huan
;
Nguyen, Cuong
- In:
Pacific-Basin finance journal
80
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014463335
Saved in:
6
International stock return predictability : the role of U.S. uncertainty spillover
Jiang, Fuwei
;
Liu, Hongkui
;
Yu, Jiasheng
;
Zhang, Huajing
- In:
Pacific-Basin finance journal
82
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014463395
Saved in:
7
Asset pricing with two types of heterogeneous consumption volatilities in mind : evidence from China
Chen, Qi-an
;
Li, Huashi
;
Lin, Jianyi
;
Yan, Youliang
- In:
Pacific-Basin finance journal
77
(
2023
),
pp. 1-36
Persistent link: https://www.econbiz.de/10014463601
Saved in:
8
The impact of uncertainty on money demand in the UK, US and Euro area
Bissoondeeal, Rakesh K.
;
Binner, Jane M.
;
Karoglou, Michail
- In:
The European journal of finance
29
(
2023
)
16
,
pp. 1866-1884
Persistent link: https://www.econbiz.de/10014388514
Saved in:
9
The pricing of unexpected volatility in the currency market
Lu, Wenna
;
Copeland, Laurence S.
;
Xu, Yongdeng
- In:
The European journal of finance
29
(
2023
)
17
,
pp. 2032-2046
Persistent link: https://www.econbiz.de/10014388546
Saved in:
10
Stock market risk and suicide
Koh, Kanghyock
;
Han, Hyojin
- In:
Pacific-Basin finance journal
78
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014463761
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