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isPartOf:"Journal of applied econometrics"
subject:"Volatility"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Wirkungsanalyse"
~type_genre:"Aufsatz in Zeitschrift"
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Volatility
Wirkungsanalyse
Estimation
664
Schätzung
664
Theorie
202
Theory
202
USA
140
United States
140
Volatilität
120
Capital income
96
Kapitaleinkommen
96
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95
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95
Welt
81
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81
Forecasting model
78
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78
Time series analysis
69
Zeitreihenanalyse
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Aktienmarkt
66
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66
Cointegration
51
Kointegration
51
VAR model
51
VAR-Modell
51
Estimation theory
50
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50
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49
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43
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40
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Regressionsanalyse
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Spillover effect
39
Spillover-Effekt
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Aufsatz in Zeitschrift
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English
144
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Gupta, Rangan
8
Pierdzioch, Christian
5
Zhu, Huiming
5
Hau, Liya
4
Kang, Sang Hoon
4
Mensi, Walid
4
Balcilar, Mehmet
3
Wohar, Mark E.
3
Al-Yahyaee, Khamis Hamed
2
Belke, Ansgar
2
Chang, Chia-Lin
2
Dai, Zhifeng
2
Ho, Kin-Yip
2
Ji, Qiang
2
Jung, Hojin
2
Kapetanios, George
2
Kim, Dong H.
2
Kim, Jong-Min
2
Lien, Da-hsiang Donald
2
Liu, Qiang
2
Marcellino, Massimiliano
2
McAleer, Michael
2
Nonejad, Nima
2
Pesaran, M. Hashem
2
Risse, Marian
2
Xuan Vinh Vo
2
Zhang, Zhaoyong
2
Ahmed, Walid M. A.
1
Aiube, Fernando Antônio Lucena
1
Akdeniz, Levent
1
Al-Jarrah, Idries Mohammad Wanas
1
Altay-Salih, Aslihan
1
An, Jiyoun
1
Andersen, Torben
1
Andrada Félix, Julián
1
Anjum, Hassan
1
Ao, Zhiming
1
Arisoy, Yakup Eser
1
Asai, Manabu
1
Bailey, Natalia
1
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Journal of applied econometrics
The North American journal of economics and finance : a journal of financial economics studies
Applied economics
178
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
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)
144
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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
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:
3
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:
4
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:
5
The risk spillover between China's economic policy uncertainty and commodity markets : evidence from frequency spillover and quantile connectedness approaches
Jiang, Yonghong
;
Ao, Zhiming
;
Mo, Bin
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014483627
Saved in:
6
The fluctuation correlation between investor sentiment and stock index using VMD-LSTM : evidence from China stock market
Gao, Zhenbin
;
Zhang, Jie
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014483735
Saved in:
7
Effects of macroeconomic factors on stock prices for BRICS using the variational mode decomposition and quantile method
Wang, Xiangning
;
Huang, Qian
;
Zhang, Shuguang
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014484008
Saved in:
8
Forecasting VIX using two-component realized EGARCH model
Wu, Xinyu
;
Zhao, An
;
Liu, Li
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014484064
Saved in:
9
Does the Central Bank of Peru respond to exchange rate movements? : a Bayesian estimation of a New Keynesian DSGE model with FX interventions
Rodriguez, Gabriel
;
Castillo B., Paul
;
Hasegawa, Harumi
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014485281
Saved in:
10
Extreme dependence and spillovers between uncertainty indices and stock markets : does the US market play a major role?
Mensi, Walid
;
Kamal, Md Rajib
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014485327
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