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isPartOf:"Journal of applied econometrics"
subject:"Volatility"
~isPartOf:"Applied economics"
~subject:"Wirkungsanalyse"
~type_genre:"Aufsatz in Zeitschrift"
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Volatility
Wirkungsanalyse
Estimation
2,101
Schätzung
2,101
Theorie
457
Theory
457
USA
345
United States
345
Welt
205
World
205
Volatilität
149
Cointegration
141
Kointegration
141
Deutschland
138
Germany
138
Panel
138
Panel study
138
Economic growth
137
Wirtschaftswachstum
137
Großbritannien
135
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135
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Forecasting model
108
Prognoseverfahren
108
Capital income
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Börsenkurs
104
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104
EU countries
91
EU-Staaten
91
Geldpolitik
85
Monetary policy
85
VAR model
85
VAR-Modell
85
Aktienmarkt
81
Estimation theory
81
Schätztheorie
81
Stock market
81
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Article
218
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Aufsatz in Zeitschrift
Article in journal
218
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English
218
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Zhu, Huiming
5
Ma, Feng
4
Goutte, Stéphane
3
Gubareva, Mariya
3
Ma, Jun
3
Ren, Ying-hua
3
Umar, Zaghum
3
Yoon, Seong-min
3
Zhang, Yaojie
3
Bahmani-Oskooee, Mohsen
2
Balcilar, Mehmet
2
Gupta, Rangan
2
Hernandez, Jose Arreola
2
Hossain, Akhand Akhtar
2
Kapetanios, George
2
Kim, Jong-Min
2
Liang, Chao
2
Marcellino, Massimiliano
2
Nguyen, Duc Khuong
2
Pesaran, M. Hashem
2
Soave, Gian Paulo
2
Wang, Peiming
2
Wei, Yu
2
Wen, Fenghua
2
Xuan Vinh Vo
2
You, Wan-hai
2
Zhang, Bing
2
Abutaleb, Ahmed S.
1
Acedański, Jan
1
Agba, Eli
1
Ahmed, Abdullahi Dahir
1
Alba, Joseph D.
1
Alba, Joseph Dennis
1
Alfano, Simon
1
Allen, David E.
1
Aloui, Chaker
1
Andersen, Torben
1
Andersson, Fredrik
1
Anh L. Tran
1
Apergis, Emmanuel
1
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Journal of applied econometrics
Applied economics
Energy economics
168
Economic modelling
150
Finance research letters
136
International review of economics & finance : IREF
125
Journal of econometrics
114
Applied economics letters
113
International review of financial analysis
105
The North American journal of economics and finance : a journal of financial economics studies
104
Journal of banking & finance
95
Economics letters
90
Journal of international money and finance
86
Journal of empirical finance
82
Applied financial economics
79
Research in international business and finance
75
Journal of international financial markets, institutions & money
71
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
70
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
63
The journal of futures markets
61
Journal of risk and financial management : JRFM
60
International journal of finance & economics : IJFE
52
International Journal of Energy Economics and Policy : IJEEP
48
International journal of forecasting
47
The European journal of finance
47
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
46
Journal of financial economics
43
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
43
International journal of economics and finance
42
Cogent economics & finance
41
Journal of economic dynamics & control
40
The American economic review
40
Macroeconomic dynamics
36
International journal of economics and financial issues : IJEFI
35
Labour economics : official journal of the European Association of Labour Economists
35
Journal of financial econometrics : official journal of the Society for Financial Econometrics
34
Quantitative finance
34
Pacific-Basin finance journal
33
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
31
Journal of financial econometrics
31
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ECONIS (ZBW)
218
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1
Identifying the effects of sanctions on the Iranian economy using newspaper coverage
Laudati, Dario
;
Pesaran, M. Hashem
- In:
Journal of applied econometrics
38
(
2023
)
3
,
pp. 271-294
Persistent link: https://www.econbiz.de/10014287986
Saved in:
2
Spillovers from stock markets to currency markets : evidence from Copula-CoVar with time-varying higher moments
Usman, Muhammad
;
Umar, Zaghum
;
Gubareva, Mariya
;
Dang …
- In:
Applied economics
55
(
2023
)
52
,
pp. 6091-6114
Persistent link: https://www.econbiz.de/10014381519
Saved in:
3
Monetary overhang in times of covid : evidence from the euro area
Arnold, Ivo J. M.
- In:
Applied economics
54
(
2022
)
35
,
pp. 4030-4042
Persistent link: https://www.econbiz.de/10013410864
Saved in:
4
Is Bitcoin really a currency? : a viewpoint of a stochastic volatility model
Kunimoto, Noriyuki
;
Kakamu, Kazuhiko
- In:
Applied economics
54
(
2022
)
57
,
pp. 6536-6550
Persistent link: https://www.econbiz.de/10013494160
Saved in:
5
The impact of product and labour market reform on growth : evidence for OECD countries based on local projections
Haan, Jakob de
;
Wiese, Rasmus
- In:
Journal of applied econometrics
37
(
2022
)
4
,
pp. 746-770
Persistent link: https://www.econbiz.de/10013332684
Saved in:
6
Forecasting exchange rate volatility : is economic policy uncertainty better?
Ruan, Qingsong
;
Zhang, Jiarui
;
Lv, Dayong
- In:
Applied economics
56
(
2024
)
13
,
pp. 1526-1544
Persistent link: https://www.econbiz.de/10014473121
Saved in:
7
Flexible markov-switching models with evolving regime-specific parameters : an application to Brazilian business cycles
Gomes, Fábio A.
;
Melo, Lívia C. M.
;
Soave, Gian Paulo
- In:
Applied economics
56
(
2024
)
14
,
pp. 1705-1722
Persistent link: https://www.econbiz.de/10014473203
Saved in:
8
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:
9
Are the shocks of EPU, VIX, and GPR indexes on the oil-stock nexus alike? : a time-frequency analysis
Chen, Xiuwen
- In:
Applied economics
55
(
2023
)
48
,
pp. 5637-5652
Persistent link: https://www.econbiz.de/10014335498
Saved in:
10
International commodity-market tail risk and stock volatility
Zhong, Juandan
;
Long, Huaigang
;
Ma, Feng
;
Wang, Jiqian
- In:
Applied economics
55
(
2023
)
49
,
pp. 5790-5799
Persistent link: https://www.econbiz.de/10014335790
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