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isPartOf:"MPRA Paper"
~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"Volatility"
~subject:"exchange rate"
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Volatility
exchange rate
Volatilität
235
volatility
83
Börsenkurs
77
Share price
77
Stock market
76
ARCH model
74
Aktienmarkt
74
ARCH-Modell
73
Capital income
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Estimation
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Kapitaleinkommen
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English
235
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94
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Caiado, Jorge
5
Crato, Nuno
5
Hammoudeh, Shawkat
5
Masih, Mansur
5
Narayan, Paresh Kumar
5
Onour, Ibrahim
5
Sinha, Pankaj
5
McMillan, David G.
4
Antonakakis, Nikolaos
3
Asutay, Mehmet
3
Bouri, Elie
3
Camilleri, Silvio John
3
Du, Ding
3
Dumitriu, Ramona
3
Filis, George
3
Floros, Christos
3
Fung, Hung-gay
3
Ghiba, Nicolae
3
Hu, Ou
3
Lucey, Brian M.
3
Mapa, Dennis S.
3
Nguyen, Duc Khuong
3
Stefanescu, Razvan
3
Wang, Gang-Jin
3
Wohar, Mark E.
3
Aloui, Chaker
2
Ané, Thierry
2
Bacha, Obiyathulla
2
Beltratti, Andrea
2
Benkraiem, Ramzi
2
Bley, Jorg
2
Booth, G. Geoffrey
2
Brooks, Robert
2
Brzeszczyński, Janusz
2
Bu, Ruijun
2
Caporale, Guglielmo Maria
2
Chakraborty, Sandip
2
Chau, Frankie
2
Chen, Jing
2
Chen, Yangyang
2
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
94
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MPRA Paper
Journal of international financial markets, institutions & money
Energy economics
598
Finance research letters
514
NBER working paper series
482
Working paper / National Bureau of Economic Research, Inc.
466
NBER Working Paper
416
International review of financial analysis
398
Applied economics
376
Journal of banking & finance
375
The journal of futures markets
344
Economic modelling
338
International review of economics & finance : IREF
338
The North American journal of economics and finance : a journal of financial economics studies
324
Journal of econometrics
321
Applied financial economics
265
Journal of empirical finance
261
Applied economics letters
257
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255
Economics letters
246
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245
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244
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238
Journal of international money and finance
221
Discussion paper / Tinbergen Institute
198
Journal of risk and financial management : JRFM
197
Journal of financial economics
184
Quantitative finance
183
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
172
CESifo working papers
169
Pacific-Basin finance journal
165
International Journal of Energy Economics and Policy : IJEEP
157
The European journal of finance
152
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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IMF working papers
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146
International journal of forecasting
140
International journal of finance & economics : IJFE
137
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131
The review of financial studies
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ECONIS (ZBW)
235
RePEc
94
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1
Do industries predict stock market volatility? : evidence from machine learning models
Niu, Zibo
;
Demirer, Rıza
;
Suleman, Muhammad Tahir
; …
- In:
Journal of international financial markets, …
90
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014494704
Saved in:
2
International stock market volatility : a global tail risk sight
Lu, Xinjie
;
Zeng, Qing
;
Zhong, Juandan
;
Zhu, Bo
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014494749
Saved in:
3
Why do stock markets negatively price democracy?
Bonaparte, Yosef
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014494751
Saved in:
4
Asian stock market volatility and economic policy uncertainty : the role of world and regional leaders
Keddad, Benjamin
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014494752
Saved in:
5
Volatility spillover and hedging strategies among Chinese carbon, energy, and electricity markets
Wang, Yong
;
Liu, Shimiao
;
Abedin, Mohammad Zoynul
; …
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014494792
Saved in:
6
Interconnectedness between stock and credit markets : the role of European G-SIBs in a multilayer perspective
Foglia, Matteo
;
Di Tommaso, Caterina
;
Wang, Gang-Jin
; …
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014494827
Saved in:
7
From black gold to financial fallout : analyzing extreme risk spillovers in oil-exporting nations
Abid, Ilyes
;
Benkraiem, Ramzi
;
Mzoughi, Hela
;
Urom, …
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014494830
Saved in:
8
National culture and banks stock volatility
Galil, Koresh
;
Varon, Eva
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014494866
Saved in:
9
Aggregate insider trading and stock market volatility in the UK
Caporale, Guglielmo Maria
;
Kyriacou, Kyriacos
; …
- In:
Journal of international financial markets, …
89
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014490042
Saved in:
10
Did cryptomarket chaos unleash Silvergate's bankruptcy? : investigating the high-frequency volatility and connectedness behind the collapse
Esparcia, Carlos
;
Escribano, Ana
;
Jareño, Francisco
- In:
Journal of international financial markets, …
89
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014490072
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