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isPartOf:"Journal of applied econometrics"
subject:"Volatility"
~accessRights:"restricted"
~isPartOf:"Applied economics letters"
~isPartOf:"Economics letters"
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Volatility
Estimation
883
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880
Theorie
193
Theory
193
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116
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116
Estimation theory
102
Schätztheorie
102
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100
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Gupta, Rangan
4
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3
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2
Ma, Feng
2
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2
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Journal of applied econometrics
Applied economics letters
Economics letters
Energy economics
124
Finance research letters
116
International review of economics & finance : IREF
87
Applied economics
81
The North American journal of economics and finance : a journal of financial economics studies
81
Economic modelling
79
International review of financial analysis
75
Journal of econometrics
71
Research in international business and finance
57
Journal of banking & finance
48
Journal of international financial markets, institutions & money
47
Journal of empirical finance
45
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
41
Discussion paper / Centre for Economic Policy Research
39
Journal of international money and finance
37
International journal of forecasting
36
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
34
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
34
Working paper / National Bureau of Economic Research, Inc.
33
Journal of financial econometrics
29
International journal of finance & economics : IJFE
28
Pacific-Basin finance journal
28
Quantitative finance
28
The European journal of finance
25
Emerging markets, finance and trade : EMFT
24
Journal of financial economics
23
Discussion papers / CEPR
22
Journal of economic dynamics & control
22
Journal of financial markets
22
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
21
Management science : journal of the Institute for Operations Research and the Management Sciences
19
Empirical economics : a quarterly journal of the Institute for Advanced Studies
18
Global finance journal
17
Econometric reviews
16
International journal of emerging markets
16
Macroeconomic dynamics
16
Review of quantitative finance and accounting
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International journal of economics and finance
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ECONIS (ZBW)
92
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1
News implied volatility and aggregate economic activity : evidence from the Japanese government bond market
Goshima, Keiichi
;
Ishijima, Hiroshi
;
Shintani, Mototsugu
- In:
Applied economics letters
31
(
2024
)
6
,
pp. 568-573
Persistent link: https://www.econbiz.de/10014470544
Saved in:
2
Impacts of economic policy uncertainty on the time-varying risk-return relationship : evidence from G7 countries
He, Zhifang
;
Zheng, Jie
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 270-274
Persistent link: https://www.econbiz.de/10014468759
Saved in:
3
Identifying exchange rate effects and spillovers of US monetary policy shocks in the presence of time-varying instrument relevance
Liao, Wenting
;
Ma, Jun
;
Zhang, Chengsi
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 989-1006
Persistent link: https://www.econbiz.de/10014474382
Saved in:
4
Cryptocurrency connectedness : does controlling for the cross-correlations matter?
Wiesen, Thomas F.P.
;
Bharadwaj, Lakshya
- In:
Applied economics letters
30
(
2023
)
20
,
pp. 2873-2880
Persistent link: https://www.econbiz.de/10014413964
Saved in:
5
Beyond rocket science : a factor model for convertible bond returns
Li, Zhiyong
;
Wang, Haixu
;
Yu, Mei
- In:
Economics letters
233
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014505094
Saved in:
6
Is central bank news good news for loan interest rates volatility?
Chrysanthopoulou, Xakousti
;
Tsioutsios, Alexandros
; …
- In:
Economics letters
233
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014506275
Saved in:
7
Oil prices in the real economy
Shu, Haicheng
;
Spencer, Peter D.
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 878-897
Persistent link: https://www.econbiz.de/10014432198
Saved in:
8
The VolCo index : a measure of the transition from pandemic to equity market
Wang, Kun
;
Han, Chuan-Hsiang
- In:
Applied economics letters
30
(
2023
)
15
,
pp. 2004-2008
Persistent link: https://www.econbiz.de/10014324852
Saved in:
9
Sukuk returns dynamics under bullish and bearish market conditions : do COVID-19 related news and government measures matter?
Naifar, Nader
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 875-883
Persistent link: https://www.econbiz.de/10014303590
Saved in:
10
Newspaper-based equity uncertainty or implied volatility index : new evidence from oil market volatility predictability
Lu, Xinjie
;
Ma, Feng
;
Li, Pan
;
Li, Tao
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 960-964
Persistent link: https://www.econbiz.de/10014303607
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