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isPartOf:"Journal of applied econometrics"
subject:"Volatility"
~isPartOf:"Research in international business and finance"
~subject:"USA"
~type_genre:"Aufsatz in Zeitschrift"
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Volatility
USA
Estimation
583
Schätzung
583
Theorie
162
Theory
162
United States
107
Volatilität
92
Welt
83
World
83
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77
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77
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76
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76
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74
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53
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Aufsatz in Zeitschrift
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191
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Marcellino, Massimiliano
5
Aboura, Sofiane
3
Chevallier, Julien
3
Gupta, Rangan
3
Pesaran, M. Hashem
3
Caporale, Guglielmo Maria
2
Chesher, Andrew
2
Fleissig, Adrian R.
2
Kapetanios, George
2
Li, Mingliang
2
Nielsen, Morten Ørregaard
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Papadamou, Stephanos
2
Phillips, Peter C. B.
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Serletis, Apostolos
2
Umar, Zaghum
2
Urbain, Jean-Pierre
2
Vahid, Farshid
2
Wel, Michel van der
2
Aassve, Arnstein
1
Abedin, Mohammad Zoynul
1
Agarwal, Vineet
1
Agudelo, Diego A.
1
Almahadin, Hamed Ahmad
1
Alsarhan, Abdulwahab A.
1
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Ando, Tomohiro
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Assaf, Ata
1
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1
Augurzky, Boris
1
Awijen, Haithem
1
Aydoğan, Berna
1
Bae, Youngsoo
1
Bai, Jushan
1
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1
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Journal of applied econometrics
Research in international business and finance
Applied economics
367
Applied economics letters
204
Energy economics
173
The review of economics and statistics
172
Economic modelling
168
Applied financial economics
155
The American economic review
153
The journal of finance : the journal of the American Finance Association
151
International review of economics & finance : IREF
148
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
146
Journal of econometrics
144
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
140
Finance research letters
139
Journal of international money and finance
133
Journal of banking & finance
131
The North American journal of economics and finance : a journal of financial economics studies
127
Economics letters
125
International review of financial analysis
119
The journal of futures markets
118
Journal of empirical finance
96
The review of financial studies
92
Journal of money, credit and banking : JMCB
89
Journal of international financial markets, institutions & money
84
Journal of financial and quantitative analysis : JFQA
80
Journal of financial economics
79
Journal of monetary economics
77
American economic journal : a journal of the American Economic Association
76
Journal of political economy
76
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
72
Journal of economic dynamics & control
71
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
69
Journal of macroeconomics
68
Southern economic journal
66
International journal of finance & economics : IJFE
65
Review of quantitative finance and accounting
63
International journal of forecasting
61
Journal of labor economics
61
Journal of risk and financial management : JRFM
59
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ECONIS (ZBW)
191
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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
Revisiting overconfidence in investment decision-making : further evidence from the U.S. market
Bouteska, Ahmed
;
Harasheh, Murad
;
Abedin, Mohammad Zoynul
- In:
Research in international business and finance
66
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014463384
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
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:
9
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
Saved in:
10
Machine learning for US cross-industry return predictability under information uncertainty
Awijen, Haithem
;
Zaied, Younes Ben
;
Ben Lahouel, Bechir
; …
- In:
Research in international business and finance
64
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014279809
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