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isPartOf:"Journal of applied econometrics"
subject:"Volatility"
~accessRights:"restricted"
~isPartOf:"Economics letters"
~isPartOf:"Research in international business and finance"
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Volatility
Estimation
669
Schätzung
666
Theorie
140
Theory
140
Volatilität
110
Welt
95
World
95
Capital income
82
Estimation theory
82
Kapitaleinkommen
82
Schätztheorie
82
Börsenkurs
81
Panel
81
Panel study
81
Share price
81
Aktienmarkt
72
Stock market
72
VAR model
69
VAR-Modell
69
Time series analysis
66
Zeitreihenanalyse
66
Forecasting model
60
Prognoseverfahren
60
USA
57
United States
57
Geldpolitik
51
Monetary policy
51
Schock
51
Shock
51
Cointegration
50
Kointegration
50
Business cycle
47
Konjunktur
47
Impact assessment
46
Wirkungsanalyse
46
Economic growth
44
Wirtschaftswachstum
44
Regression analysis
41
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41
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Gupta, Rangan
5
Aboura, Sofiane
3
Chevallier, Julien
3
Caporale, Guglielmo Maria
2
Dimitrakopoulos, Stefanos
2
Marcellino, Massimiliano
2
Umar, Zaghum
2
Agarwal, Vineet
1
Agudelo, Diego A.
1
Almahadin, Hamed Ahmad
1
Alsarhan, Abdulwahab A.
1
Anatolyev, Stanislav
1
Andrikopoulos, Panagiotis
1
Angelini, Giovanni
1
Annaert, Jan
1
Antonakakis, Nikolaos
1
Aquilante, Tommaso
1
Assaf, Ata
1
Aydoğan, Berna
1
Bajo Rubio, Oscar
1
Baklaci, Hasan Fehmi
1
Balcilar, Mehmet
1
Bales, Stephan
1
Barbedo, Claudio Henrique da Silveira
1
Bassil, Charbel
1
Beck, Günter W.
1
Bekiros, Stelios
1
Bellelah, M. A.
1
Bellelah, M. O.
1
Ben Ameur, Hachmi
1
Ben Ammar, Imen
1
Ben Omrane, Walid
1
Ben Rejeb, Aymen
1
BenSaïda, Ahmed
1
Berke, Burcu
1
Bertelsen, Kristoffer Pons
1
Bertuccelli, Pietro
1
Borup, Daniel
1
Bouraoui, Omar
1
Bouri, Elie
1
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Journal of applied econometrics
Economics letters
Research in international business and finance
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
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
Applied economics letters
39
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
26
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
16
International journal of economics and finance
15
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ECONIS (ZBW)
110
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1
The term structure of yield curve and connectedness among ESG investments
Iqbal, Najaf
;
Umar, Zaghum
;
Ruman, Asif M.
;
Jiang, Shaohua
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014451520
Saved in:
2
Co-movements between heterogeneous crude oil and food markets : does temperature change really matter?
Cao, Yan
;
Cheng, Sheng
;
Li, Xinran
- In:
Research in international business and finance
67
(
2024
)
2
,
pp. 1-15
Persistent link: https://www.econbiz.de/10014451548
Saved in:
3
Dynamic spillover and connectedness in higher moments of European stock sector markets
Nekhili, Ramzi
;
Mensi, Walid
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
Research in international business and finance
68
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014451818
Saved in:
4
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:
5
Volatility spillovers between sovereign CDS and futures markets in various volatility states : evidence from an emerging economy around the pandemic
Gök, Remzi
;
Bouri, Elie
;
Gemici, Eray
- In:
Research in international business and finance
66
(
2023
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014460654
Saved in:
6
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:
7
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:
8
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:
9
Does the source of uncertainty matter? : the impact of financial, newspaper and Twitter-based measures on U.S. banks
Bales, Stephan
;
Burghartz, Kaspar
;
Burghof, Hans-Peter
; …
- In:
Research in international business and finance
65
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014432626
Saved in:
10
Impact of fiscal stimulus on volatility : a cross-country analysis
Gu, Tiantian
;
Venkateswaran, Anand
;
Erath, Marc
- In:
Research in international business and finance
65
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014434064
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