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isPartOf:"Journal of applied econometrics"
subject:"Volatility"
~isPartOf:"International journal of economics and financial issues : IJEFI"
~subject:"Kausalanalyse"
~subject:"VAR model"
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Volatility
Kausalanalyse
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Estimation
608
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Theorie
174
Theory
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Cointegration
102
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102
USA
102
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Marcellino, Massimiliano
4
Clark, Todd E.
3
Balibey, Mesut
2
Banerjee, Anindya
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Garratt, Anthony
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1
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1
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1
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1
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Journal of applied econometrics
International journal of economics and financial issues : IJEFI
Applied economics
213
Economic modelling
201
Energy economics
192
International review of economics & finance : IREF
142
Journal of econometrics
142
Finance research letters
141
Applied economics letters
130
Working paper
124
Economics letters
123
The North American journal of economics and finance : a journal of financial economics studies
122
Working paper / National Bureau of Economic Research, Inc.
119
CESifo working papers
118
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
117
NBER working paper series
116
International review of financial analysis
115
Journal of international money and finance
109
NBER Working Paper
105
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
99
Journal of banking & finance
96
Discussion paper series / IZA
95
International Journal of Energy Economics and Policy : IJEEP
90
Journal of empirical finance
88
Research in international business and finance
85
Applied financial economics
84
Discussion paper / Centre for Economic Policy Research
80
Journal of international financial markets, institutions & money
77
Discussion paper / Tinbergen Institute
74
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
70
Journal of risk and financial management : JRFM
69
Journal of economic dynamics & control
63
The journal of futures markets
63
International journal of economics and finance
60
International journal of forecasting
58
International journal of finance & economics : IJFE
57
Discussion papers / CEPR
56
CAMA working paper series
55
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
55
Journal of macroeconomics
54
The European journal of finance
53
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1
Does exchange rates swings affect trade? : Evidence from an emerging open economy
Gbadebo, Adedeji Daniel
- In:
International journal of economics and financial issues …
13
(
2023
)
1
,
pp. 132-143
Persistent link: https://www.econbiz.de/10014228390
Saved in:
2
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:
3
Does economic policy uncertainty affect exchange rate in China and Japan? : evidence from threshold cointegration with asymmetric adjustment
El Abed, Riadh
;
Mighri, Zouheir Ahmed
;
Hamouda, …
- In:
International journal of economics and financial issues …
12
(
2022
)
1
,
pp. 28-36
Persistent link: https://www.econbiz.de/10012802921
Saved in:
4
Foreign direct investment and economic growth in Africa : another look from the WAEMU region
M'baye, Cheick Kader
- In:
International journal of economics and financial issues …
13
(
2023
)
2
,
pp. 79-87
Persistent link: https://www.econbiz.de/10014253011
Saved in:
5
The role of precautionary and speculative demand in the global market for crude oil
Cross, Jamie
;
Bao Hoang Nguyen
;
Trung Duc Tran
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 882-895
Persistent link: https://www.econbiz.de/10013464638
Saved in:
6
Forecasting and stress testing with quantile vector autoregression
Chavleishvili, Sulkhan
;
Manganelli, Simone
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 66-85
Persistent link: https://www.econbiz.de/10014474437
Saved in:
7
The impact of real exchange rate volatility on foreign direct investment inflows in Tunisia
Hniya, Sakli
;
Boubker, Ahlem
;
Mrad, Fatma
;
Nafti, Sawssen
- In:
International journal of economics and financial issues …
11
(
2021
)
5
,
pp. 52-67
Persistent link: https://www.econbiz.de/10012643733
Saved in:
8
Volatility forecasting using hybrid GARCH Neural Network models : the case of the Italian stock market
Kartsonakis Mademlis, Dimitrios
;
Dritsakis, Nikolaos
- In:
International journal of economics and financial issues …
11
(
2021
)
1
,
pp. 49-60
Persistent link: https://www.econbiz.de/10012436893
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9
Determinants of capital flight in post war Sierra Leone : an empirical analysis
Tarawalie, Abu Bakarr
;
Jalloh, Talatu
- In:
International journal of economics and financial issues …
11
(
2021
)
2
,
pp. 108-116
Persistent link: https://www.econbiz.de/10012509781
Saved in:
10
The impact of foreign direct investment on the economic growth of Egypt (1980-2018)
Alaa, Safwat
;
Ashraf, Salah
;
Marwa, Elsherif
- In:
International journal of economics and financial issues …
11
(
2021
)
5
,
pp. 74-85
Persistent link: https://www.econbiz.de/10012648250
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