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isPartOf:"Journal of the Japanese and international economies : an international journal ; JJIE"
subject:"Japan"
~isPartOf:"Journal of international money and finance"
~subject:"VAR model"
~subject:"Volatilität"
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Japan
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Estimation
535
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126
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105
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Caporale, Guglielmo Maria
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Okimoto, Tatsuyoshi
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Journal of the Japanese and international economies : an international journal ; JJIE
Journal of international money and finance
Applied economics
216
Economic modelling
179
Energy economics
173
International review of economics & finance : IREF
141
Working paper / National Bureau of Economic Research, Inc.
136
Applied economics letters
133
Finance research letters
131
CESifo working papers
127
Working paper
127
NBER working paper series
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The North American journal of economics and finance : a journal of financial economics studies
121
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118
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113
Economics letters
111
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
110
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100
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98
Discussion paper / Centre for Economic Policy Research
93
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89
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82
RIETI discussion paper
80
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
79
Research in international business and finance
79
Discussion paper / Tinbergen Institute
70
Journal of economic dynamics & control
66
Journal of risk and financial management : JRFM
64
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
64
The journal of futures markets
64
International journal of finance & economics : IJFE
62
CAMA working paper series
60
International journal of forecasting
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55
The European journal of finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
53
International Journal of Energy Economics and Policy : IJEEP
51
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ECONIS (ZBW)
189
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1
International linkages of term structures : US and Korea Treasury bond yields
Yun, Jaeho
- In:
Journal of international money and finance
138
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014478198
Saved in:
2
Production structure, tradability and fiscal spending multipliers
Crespo Cuaresma, Jesús
;
Glocker, Christian
- In:
Journal of international money and finance
138
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014478210
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3
The effects of uncertainty on the dynamics of stock market interdependence : evidence from the time-varying cointegration of the G7 stock markets
Babaei, Hamid
;
Hübner, Georges
;
Muller, Aline
- In:
Journal of international money and finance
139
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014478229
Saved in:
4
Liquidity shocks and the negative premium of liquidity volatility around the world
Feng, Frank Y.
;
Kang, Wenjin
;
Zhang, Huiping
- In:
Journal of international money and finance
139
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014478240
Saved in:
5
Do the self-employed underreport their income? : evidence from Japanese panel data
Niizeki, Takeshi
;
Hamaaki, Junya
- In:
Journal of the Japanese and international economies : …
67
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014252709
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6
Cross-country uncertainty spillovers : evidence from international survey data
Beckmann, Joscha
;
Davidson, Sharada Nia
;
Koop, Gary
; …
- In:
Journal of international money and finance
130
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014248782
Saved in:
7
Drivers and spillover effects of inflation : the United States, the euro area, and the United Kingdom
Hall, Stephen G.
;
Tavlas, George S.
;
Wang, Yongli
- In:
Journal of international money and finance
131
(
2023
),
pp. 1-31
Persistent link: https://www.econbiz.de/10014248802
Saved in:
8
Household deposits and consumer sentiment expectations : evidence from Eurozone
Anastasiou, Dimitris
;
Ftiti, Zied
;
Louhichi, Waël
; …
- In:
Journal of international money and finance
131
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014248806
Saved in:
9
Risk sharing channels in OECD countries : a heterogeneous panel VAR approach
Asdrubali, Pierfederico
;
Kim, So-yŏng
;
Pericoli, …
- In:
Journal of international money and finance
131
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014248866
Saved in:
10
The low-magnitude and high-magnitude asymmetries in tail dependence structures in international equity markets and the role of bilateral exchange rate
Chang, Kuang-Liang
- In:
Journal of international money and finance
133
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014304729
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