//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
source:"repec"
~subject:"Liquidity"
~subject:"Trading volume"
~subject:"VOLATILITY"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Volatility"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Liquidity
Trading volume
VOLATILITY
volatility
1,163
Volatility
1,017
GARCH
155
growth
59
exchange rates
45
risk
43
Growth
42
EGARCH
36
liquidity
35
GARCH models
32
ARCH
31
Risk
30
Risk and Uncertainty
28
Inflation
27
stock returns
27
Demand and Price Analysis
26
exchange rate
26
Forecasting
25
emerging markets
25
inflation
25
stock markets
25
trade
25
persistence
24
risk management
24
Stock returns
23
financial markets
23
monetary policy
23
forecasting
22
Econophysics
21
economic growth
21
financial crisis
21
volatilité
21
GARCH model
20
shocks
20
asymmetry
19
business cycles
19
Correlation
18
more ...
less ...
Online availability
All
Undetermined
30
Free
24
Type of publication
All
Article
35
Book / Working Paper
29
Language
All
Undetermined
55
English
8
French
1
Author
All
Avouyi-Dovi, S.
3
Avouyi-Dovi, Sanvi
2
Fagan, Stephen
2
Gencay, Ramazan
2
Hendershott, Terrence
2
Idier, Julien
2
Jondeau, E.
2
Kumar, Rajiv
2
Lorenzo, F.
2
Menkveld, Albert J.
2
Sahoo, Pravakar
2
ABBES, Mouna BOUJELBENE
1
Abad, David
1
Agnihotri, Shalini
1
Alizadeh, Amir H.
1
Asai, Manabu
1
BOURI, Abdelfettah
1
Babalos, Vasillios
1
Becchetti, L.
1
Biais, Bruno
1
Bodson, Laurent
1
Boudt, Kris
1
Brailsford, T. J.
1
Brailsford, Timothy J.
1
Brugal, Ivan
1
Capelle-Blancard, Gunther
1
Cavenaile, Laurent
1
Chiarella, Carl
1
Crosby, Mark
1
Daly, Kevin
1
Dieci, Roberto
1
Ding, Liang
1
Ferrari, M.
1
Fong, Wai
1
Gallo, G.M.
1
Garcia, R.
1
Groß-Klußmann, Axel
1
Guo, Ming
1
Hanke, Michael
1
Hautsch, Nikolaus
1
more ...
less ...
Institution
All
Banque de France
3
Université Paris-Dauphine (Paris IX)
3
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
3
Center for Financial Studies
2
World Scientific Publishing Co. Pte. Ltd.
2
eSocialSciences
2
Department of Economics, European University Institute
1
Department of Economics, University of Warwick
1
East Asian Bureau of Economic Research (EABER)
1
EconomiX, Université Paris Ouest-Nanterre la Défense (Paris X)
1
Economics and Econometrics Research Institute (EERI)
1
Geneva School of Economics and Management, Université de Genève
1
Institut für Finanzwissenschaft, Fakultät für Volkswirtschaft und Statistik
1
Instituto Valenciano de Investigaciones Económicas (IVIE)
1
NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management
1
Risk Management Institute
1
School of Economics, Finance and Marketing, RMIT University
1
more ...
less ...
Published in...
All
Australian Journal of Management
7
Economics Papers from University Paris Dauphine
3
MPRA Paper
3
Annals of Finance
2
CFS Working Paper Series
2
Journal of Applied Economic Sciences
2
Journal of Banking & Finance
2
Working Papers / eSocialSciences
2
Working papers / Banque de France
2
World Scientific Books
2
Вестник Томского государственного университета. Экономика
2
2001 Conference, April 23-24, 2001, St. Louis, Missouri
1
Banque de France - Direction Generale des Etudes
1
EERI Research Paper Series
1
Ecole des Hautes Etudes Commerciales, Universite de Geneve-
1
EconomiX Working Papers
1
Economic Modelling
1
Economics Letters
1
Economics Working Papers / Department of Economics, European University Institute
1
Emerging Markets Review
1
Finance Working Papers
1
International Review of Financial Analysis
1
Journal of Business Research
1
Journal of Economic Behavior & Organization
1
Journal of Economic Theory
1
Journal of Economics and Business
1
Journal of Empirical Finance
1
Journal of Financial Economics
1
Journal of Financial Markets
1
Journal of Financial Stability
1
Melbourne - Centre in Finance
1
Physica A: Statistical Mechanics and its Applications
1
Review of Pacific Basin Financial Markets and Policies (RPBFMP)
1
The International Journal of Business and Finance Research
1
The North American Journal of Economics and Finance
1
The Quarterly Review of Economics and Finance
1
The Warwick Economics Research Paper Series (TWERPS)
1
Transportation Research Part E: Logistics and Transportation Review
1
Working Papers / Institut für Finanzwissenschaft, Fakultät für Volkswirtschaft und Statistik
1
Working Papers. Serie EC
1
more ...
less ...
Source
All
RePEc
ECONIS (ZBW)
1,306
BASE
22
EconStor
10
Showing
1
-
10
of
64
Sort
Relevance
Date (newest first)
Date (oldest first)
1
СТАНДАРТЫ ДОЛЖНИКА
ВАСИЛЬЕВИЧ, ЛУТИКОВ КОНСТАНТИН
- In:
Известия Тульского …
(
2014
)
3
,
pp. 325-331
Рассмотрены проблемы денежно кредитного регулирования, реализуемого в нашей стране, Выявлено ряд очень специфических фактов размещения резервов при наличии...
Persistent link: https://www.econbiz.de/10011228950
Saved in:
2
Investigating impact of volatility persistence, market asymmetry and information inflow on volatility of stock indices using bivariate GJR-GARCH
Sinha, Pankaj
;
Agnihotri, Shalini
-
Volkswirtschaftliche Fakultät, …
-
2014
Joint dynamics of market index returns, volume traded and volatility of stock market returns can unveil different dimensions of market microstructure. It can be useful for precise volatility estimation and understanding liquidity of the financial market. In this study, the joint dynamics is...
Persistent link: https://www.econbiz.de/10011114116
Saved in:
3
The Impact of the French Securities Transaction Tax on Market Liquidity and Volatility
Havrylchyk, Olena
;
Capelle-Blancard, Gunther
-
EconomiX, Université Paris Ouest-Nanterre la Défense …
-
2014
In this paper, we assess the impact of the securities transaction tax (STT) introduced in France in 2012 on market liquidity and volatility. To identify causality, we rely on the unique design of this tax that is imposed only on large French firms, all listed on Euronext. This provides two...
Persistent link: https://www.econbiz.de/10010896338
Saved in:
4
ПРИСУТСТВИЕ ЦИКЛОВ АНДЕРРАЙТИНГА В РОССИИ
АЛЕКСЕЕВИЧ, ТЕТИН ИЛЬЯ
- In:
Вестник Томского …
(
2014
)
3
,
pp. 114-124
В статье дан анализ наличия циклов андеррайтинга на российском страховом рынке. Проводится исследование колебания убыточности на нескольких линиях бизнеса....
Persistent link: https://www.econbiz.de/10011269887
Saved in:
5
МАКРОЭКОНОМИЧЕСКИЕ ФАКТОРЫ ВЛИЯНИЯ НА ДИНАМИКУ РОССИЙСКОГО РЫНКА АКЦИЙ И ИНСТРУМЕНТЫ ГОСУДАРСТВЕННОГО РЕГУЛИРОВАНИЯ...
ЕВЛАХОВА Ю. С.
- In:
Проблемы современной экономики
(
2013
)
3
,
pp. 50-55
В статье рассматриваются вопросы классификации макроэкономических факторов влияния на российский рынок акций, приводятся исследования по оценке значимости...
Persistent link: https://www.econbiz.de/10011238719
Saved in:
6
ДИФФЕРЕНЦИАЦИЯ ВЗГЛЯДОВ НА ДЕФИНИЦИИ «РИСК» И «НЕОПРЕДЕЛЕННОСТЬ»
ГЕОРГИЕВИЧ, КАПРАЛИН СТАНИСЛАВ
- In:
Вестник Томского …
(
2013
)
3
,
pp. 33-39
В данной статье автор раскрывает и анализирует основные понятия и сущность таких терминов, как «риск» и «неопределенность». Рассмотрены дефиниции риска и...
Persistent link: https://www.econbiz.de/10011237244
Saved in:
7
The impact of unconventional monetary policy on the market for collateral: The case of the French bond market
Avouyi-Dovi, Sanvi
;
Idier, Julien
-
Université Paris-Dauphine (Paris IX)
-
2012
We consider the channel consisting in transferring the credit risk associated with refinancing operations between financial institutions to market participants. In particular, we analyze liquidity and volatility premia on the French government debt securities market, since these assets are used...
Persistent link: https://www.econbiz.de/10010706618
Saved in:
8
THE IMPACT OF OVERCONFIDENCE BIAS AND DISPOSITION EFFECT ON THE VOLUME OF TRANSACTION AND THE VOLATILITY OF THE FRENCH STOCK MARKET
SIWAR, Ellouz
- In:
Journal of Applied Economic Sciences
6
(
2011
)
1(15)/ Spring 2011
,
pp. 61-83
The volume of transaction varies according to several factors. Of a point of view of the behavioural finance, a high level of this last can be assigned to a phenomenon of overconfidence or a disposition effect. This paper studies these two phenomena as well as the one of the asymmetry of the...
Persistent link: https://www.econbiz.de/10009002542
Saved in:
9
The impact of unconventional monetary policy on the market for collateral: The case of the French bond market
Avouyi-Dovi, S.
;
Idier, J.
-
Banque de France
-
2011
We consider the channel consisting in transferring the credit risk associated with refinancing operations between financial institutions to market participants. In particular, we analyze liquidity and volatility premia on the French government debt securities market, since these assets are used...
Persistent link: https://www.econbiz.de/10009275673
Saved in:
10
The Impact of Overconfidence Bias and Disposition Effect on the Volume of Transaction and the Volatility of the French Stock Market
Siwar, Ellouz
-
Université Paris-Dauphine (Paris IX)
-
2011
The volume of transaction varies according to several factors. Of a point of view of the behavioural finance, a high level of this last can be assigned to a phenomenon of overconfidence or a disposition effect. This paper studies these two phenomena as well as the one of the asymmetry of the...
Persistent link: https://www.econbiz.de/10010707933
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->