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isPartOf:"Working papers / OECD, Economics Department"
subject:"OECD countries"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Finanzkrise"
~subject:"Volatilität"
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OECD countries
Finanzkrise
Volatilität
Schätzung
322
Estimation
320
Volatility
96
Capital income
89
Kapitaleinkommen
89
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86
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86
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Gupta, Rangan
8
Pierdzioch, Christian
5
Zhu, Huiming
5
Hau, Liya
4
Kang, Sang Hoon
4
Mensi, Walid
4
Richardson, Pete
4
Bassanini, Andrea
3
Belke, Ansgar
3
Scarpetta, Stefano
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Wohar, Mark E.
3
Al-Yahyaee, Khamis Hamed
2
Balcilar, Mehmet
2
Caporin, Massimiliano
2
Chang, Chia-Lin
2
Dai, Zhifeng
2
Giorno, Claude
2
Ho, Kin-Yip
2
Ji, Qiang
2
Jung, Hojin
2
Kim, Dong H.
2
Kim, Jong-Min
2
Lien, Da-hsiang Donald
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2
McAleer, Michael
2
Nonejad, Nima
2
Rasmussen, Jørn Henrik
2
Risse, Marian
2
Visco, Ignazio
2
Xuan Vinh Vo
2
Zhang, Zhaoyong
2
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1
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
Andrada Félix, Julián
1
Anjum, Hassan
1
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Working papers / OECD, Economics Department
The North American journal of economics and finance : a journal of financial economics studies
Applied economics
207
Working paper / National Bureau of Economic Research, Inc.
184
NBER working paper series
171
Economic modelling
167
CESifo working papers
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Energy economics
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115
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114
Journal of banking & finance
111
Journal of econometrics
107
Economics letters
93
Journal of empirical finance
92
Journal of international financial markets, institutions & money
91
Discussion paper series / IZA
86
Applied financial economics
85
Research in international business and finance
81
Discussion paper / Tinbergen Institute
74
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
74
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
67
Journal of risk and financial management : JRFM
62
The journal of futures markets
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Discussion paper
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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
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International journal of finance & economics : IJFE
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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International journal of forecasting
49
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
46
CESifo Working Paper Series
45
Journal of economic dynamics & control
44
International Journal of Energy Economics and Policy : IJEEP
43
Kiel working paper
43
International journal of economics and finance
42
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ECONIS (ZBW)
122
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1
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:
2
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:
3
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:
4
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
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5
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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6
Uncertainty about interest rates and the real economy
Qadan, Mahmoud
;
Shuval, Kerem
;
David, Or
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014485443
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7
Cross-market information transmission and stock market volatility prediction
Wang, Yide
;
Chen, Zan
;
Ji, Xiaodong
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014485465
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8
Inflation risk and stock returns : evidence from US aggregate and sectoral markets
Chiang, Thomas C.
;
Chen, Pei-Ying
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014485580
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9
Multiperiod portfolio allocation : a study of volatility clustering, non-normalities and predictable returns
Simonato, Jean-Guy
;
Denault, Michel
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014486271
Saved in:
10
Time-varying risk spillovers in Chinese stock market : new evidence from high-frequency data
Zhou, Dong-hai
;
Liu, Xiao-xing
;
Tang, Chun
;
Yang, Guang-yi
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014246902
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