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subject:"Announcement effect"
subject:"Börsenkurs"
~isPartOf:"Applied economics letters"
~subject:"Cointegration"
~subject:"Volatilität"
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Announcement effect
Börsenkurs
Cointegration
Volatilität
Estimation
1,155
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1,155
Theorie
165
Theory
165
United States
140
USA
139
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Chang, Tsangyao
6
Caporale, Guglielmo Maria
4
Gil-Alaña, Luis A.
4
Narayan, Paresh Kumar
4
Hamori, Shigeyuki
3
Jawadi, Fredj
3
Lee, Chia-hao
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2
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2
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2
Cao, Kang Hua
2
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2
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2
Esteve García, Vicente
2
Garg, Bhavesh
2
Grobys, Klaus
2
Gupta, Rangan
2
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Herzer, Dierk
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Mitra, Rajarshi
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Pierdzioch, Christian
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Sosvilla-Rivero, Simón
2
Sousa, Ricardo M.
2
Su, Chi-Wei
2
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2
Wohar, Mark E.
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Applied economics letters
Applied economics
297
Economic modelling
263
Energy economics
209
International review of economics & finance : IREF
203
Finance research letters
201
Working paper / National Bureau of Economic Research, Inc.
168
NBER working paper series
167
International review of financial analysis
165
Journal of banking & finance
165
The North American journal of economics and finance : a journal of financial economics studies
162
Applied financial economics
149
NBER Working Paper
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CESifo working papers
141
Journal of empirical finance
139
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
136
Journal of econometrics
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International journal of economics and financial issues : IJEFI
130
Research in international business and finance
128
Journal of international financial markets, institutions & money
127
International journal of economics and finance
120
International Journal of Energy Economics and Policy : IJEEP
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Journal of international money and finance
114
Working paper
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The empirical economics letters : a monthly international journal of economics
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Economics letters
104
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96
Journal of risk and financial management : JRFM
96
Cogent economics & finance
93
The journal of futures markets
90
International journal of finance & economics : IJFE
89
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88
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
87
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
80
The European journal of finance
79
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Discussion paper / Tinbergen Institute
76
Pacific-Basin finance journal
73
Review of quantitative finance and accounting
72
Theoretical and applied economics : GAER review
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ECONIS (ZBW)
243
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1
News implied volatility and aggregate economic activity : evidence from the Japanese government bond market
Goshima, Keiichi
;
Ishijima, Hiroshi
;
Shintani, Mototsugu
- In:
Applied economics letters
31
(
2024
)
6
,
pp. 568-573
Persistent link: https://www.econbiz.de/10014470544
Saved in:
2
Impacts of economic policy uncertainty on the time-varying risk-return relationship : evidence from G7 countries
He, Zhifang
;
Zheng, Jie
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 270-274
Persistent link: https://www.econbiz.de/10014468759
Saved in:
3
Monetary policy spillovers : the impact of ECB conventional and unconventional monetary policies on the Swiss stock market
Fausch, Jürg
;
Sutter, Daniel
- In:
Applied economics letters
31
(
2024
)
2
,
pp. 122-127
Persistent link: https://www.econbiz.de/10014448257
Saved in:
4
Time-varying causality between money supply growth and inflation : new evidence from Turkey
Eroglu, İlhan
;
Yeter, Fatih
- In:
Applied economics letters
30
(
2023
)
21
,
pp. 3094-3098
Persistent link: https://www.econbiz.de/10014441925
Saved in:
5
Cryptocurrency connectedness : does controlling for the cross-correlations matter?
Wiesen, Thomas F.P.
;
Bharadwaj, Lakshya
- In:
Applied economics letters
30
(
2023
)
20
,
pp. 2873-2880
Persistent link: https://www.econbiz.de/10014413964
Saved in:
6
The VolCo index : a measure of the transition from pandemic to equity market
Wang, Kun
;
Han, Chuan-Hsiang
- In:
Applied economics letters
30
(
2023
)
15
,
pp. 2004-2008
Persistent link: https://www.econbiz.de/10014324852
Saved in:
7
Sukuk returns dynamics under bullish and bearish market conditions : do COVID-19 related news and government measures matter?
Naifar, Nader
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 875-883
Persistent link: https://www.econbiz.de/10014303590
Saved in:
8
Newspaper-based equity uncertainty or implied volatility index : new evidence from oil market volatility predictability
Lu, Xinjie
;
Ma, Feng
;
Li, Pan
;
Li, Tao
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 960-964
Persistent link: https://www.econbiz.de/10014303607
Saved in:
9
Forecasting exchange rate markets' volatility of G7 countries : will stock market volatility help?
Zhang, Feipeng
;
Zhang, Zhao
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 991-999
Persistent link: https://www.econbiz.de/10014303619
Saved in:
10
Unemployment and health : a panel event study
Raftopoulou, Athina
;
Giannakopoulos, Nicholas
- In:
Applied economics letters
30
(
2023
)
10
,
pp. 1275-1278
Persistent link: https://www.econbiz.de/10014303933
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