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isPartOf:"Journal of applied econometrics"
subject:"Volatility"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~subject:"Wirkungsanalyse"
~type_genre:"Aufsatz in Zeitschrift"
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Volatility
Wirkungsanalyse
Estimation
549
Schätzung
549
Theorie
185
Theory
185
USA
135
United States
135
Volatilität
63
Welt
55
World
55
Börsenkurs
52
Forecasting model
52
Prognoseverfahren
52
Share price
52
Capital income
51
Kapitaleinkommen
51
Time series analysis
47
Zeitreihenanalyse
47
Estimation theory
44
Schätztheorie
44
Aktienmarkt
39
Stock market
39
Panel
37
Panel study
37
Cointegration
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Kointegration
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VAR-Modell
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Großbritannien
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Regression analysis
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Regressionsanalyse
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Economic growth
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Wirtschaftswachstum
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Wechselkurs
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Aufsatz in Zeitschrift
Article in journal
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83
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Gupta, Rangan
4
Bouri, Elie
3
Bohl, Martin T.
2
Boughrara, Adel
2
Demirer, Rıza
2
Kapetanios, George
2
Marcellino, Massimiliano
2
Pesaran, M. Hashem
2
Roubaud, David
2
Simlai, Prodosh
2
Zheng, Yao
2
Afonso, António
1
Ahmed, Mohamed S.
1
Ahmed, Shaker
1
Al-Shboul, Mohammad
1
Alaoui, Abdelkader O. el
1
Ali, Syed Riaz Mahmood
1
Alsharari, Nizar Mohammad
1
Andersen, Torben
1
Anderson, Randy I.
1
Bailey, Natalia
1
Balcilar, Mehmet
1
Bathia, Deven
1
Baum, Christopher F.
1
Beck, Günter W.
1
Bergemann, Annette
1
Bocart, Fabian Y. R.
1
Bollerslev, Tim
1
Caglayan, Mustafa
1
Cakan, Esin
1
Caporale, Guglielmo Maria
1
Chaiechi, Taha
1
Chelikani, Surya
1
Chen, Chih-Nan
1
Chen, Sheng-Hung
1
Chortareas, Georgios E.
1
Clark, John M.
1
Clark, Todd E.
1
Czaja, Marc-Gregor
1
Dahmene, Meriam
1
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Journal of applied econometrics
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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
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
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)
83
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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
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
Saved in:
5
Volatility feedback effect and risk-return tradeoff
Chelikani, Surya
;
Marks, Joseph M.
;
Nam, Kiseok
- In:
The quarterly review of economics and finance : journal …
92
(
2023
),
pp. 49-65
Persistent link: https://www.econbiz.de/10014490242
Saved in:
6
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:
7
The employment effects of the minimum wage : a selection ratio approach to measuring treatment effects
Slichter, David
- In:
Journal of applied econometrics
38
(
2023
)
3
,
pp. 334-357
Persistent link: https://www.econbiz.de/10014287990
Saved in:
8
The COVID-19 pandemic and the degree of persistence of US stock prices and bond yields
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
The quarterly review of economics and finance : journal …
86
(
2022
),
pp. 118-123
Persistent link: https://www.econbiz.de/10014249042
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9
Do words affect expectations? : The effect of central banks communication on consumer inflation expectations
Szyszko, Magdalena
;
Rutkowska, Aleksandra
;
Kliber, Agata
- In:
The quarterly review of economics and finance : journal …
86
(
2022
),
pp. 221-229
Persistent link: https://www.econbiz.de/10014249107
Saved in:
10
Dynamic evaluation of job search assistance
Kastoryano, Stephen
;
Klaauw, Bas van der
- In:
Journal of applied econometrics
37
(
2022
)
2
,
pp. 227-241
Persistent link: https://www.econbiz.de/10013165228
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