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isPartOf:"Journal of applied econometrics"
subject:"Volatility"
~isPartOf:"Applied economics letters"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~subject:"Einheitswurzeltest"
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Volatility
Einheitswurzeltest
Estimation
2,241
Schätzung
2,241
Theorie
449
Theory
449
United States
339
USA
338
Welt
227
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Cointegration
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Chang, Tsangyao
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2
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2
Mitra, Rajarshi
2
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Journal of applied econometrics
Applied economics letters
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Economic modelling
160
Applied economics
158
Energy economics
150
International review of economics & finance : IREF
124
Finance research letters
118
Journal of econometrics
108
International review of financial analysis
103
The North American journal of economics and finance : a journal of financial economics studies
97
Journal of banking & finance
87
Working paper / National Bureau of Economic Research, Inc.
83
Journal of empirical finance
82
Applied financial economics
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NBER working paper series
79
Journal of international money and finance
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Working paper
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Journal of international financial markets, institutions & money
75
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Research in international business and finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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CESifo working papers
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Economics letters
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The journal of futures markets
60
Discussion paper / Tinbergen Institute
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Journal of risk and financial management : JRFM
56
International journal of finance & economics : IJFE
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Discussion paper / Centre for Economic Policy Research
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The European journal of finance
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International journal of forecasting
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International Journal of Energy Economics and Policy : IJEEP
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The empirical economics letters : a monthly international journal of economics
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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International journal of economics and finance
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International journal of economics and financial issues : IJEFI
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Journal of financial economics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Quantitative finance
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Econometric reviews
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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
Fourier nonlinear quantile unit root test of purchasing power parity in cryptocurrencies
Goswami, Gour G.
;
Saha, Tapas Kumar
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 312-322
Persistent link: https://www.econbiz.de/10014468817
Saved in:
4
Measuring the persistence degree of shocks to the US tourism markets : new evidence for COVID-19 pandemic period
Peng, Yi-Ting
;
Chang, Tsangyao
;
Ranjbar, Omid
;
Li, Fangjhy
- In:
Applied economics letters
31
(
2024
)
5
,
pp. 422-431
Persistent link: https://www.econbiz.de/10014469924
Saved in:
5
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:
6
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:
7
Testing for market efficiency in cryptocurrencies : evidence from a non-linear conditional quantile framework
Kim, Myeong Jun
;
Park, Sung Y.
- In:
Applied economics letters
30
(
2023
)
16
,
pp. 2245-2251
Persistent link: https://www.econbiz.de/10014364745
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
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:
10
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
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