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subject:"Canada"
subject:"Großbritannien"
~isPartOf:"International journal of finance & economics : IJFE"
~subject:"Time series analysis"
~subject:"Volatility"
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Canada
Großbritannien
Time series analysis
Volatility
Estimation
241
Schätzung
241
Theorie
66
Theory
66
Exchange rate
44
Volatilität
44
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Gil-Alaña, Luis A.
4
Gupta, Rangan
3
Caporale, Guglielmo Maria
2
De Grauwe, Paul
2
Hammoudeh, Shawkat
2
Jareño, Francisco
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1
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1
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International journal of finance & economics : IJFE
Applied economics
344
Discussion paper series / IZA
314
Economic modelling
215
Working paper / National Bureau of Economic Research, Inc.
195
NBER working paper series
182
Discussion paper / Centre for Economic Policy Research
180
Energy economics
179
NBER Working Paper
176
Applied economics letters
175
Journal of econometrics
175
CESifo working papers
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160
International review of economics & finance : IREF
151
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
150
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145
Economics letters
142
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
140
Finance research letters
132
The North American journal of economics and finance : a journal of financial economics studies
128
Journal of international money and finance
122
International review of financial analysis
121
IZA Discussion Paper
114
Journal of banking & finance
107
Discussion paper / Tinbergen Institute
105
International journal of forecasting
101
Journal of empirical finance
100
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
98
Discussion paper
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Research in international business and finance
85
Journal of international financial markets, institutions & money
84
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80
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78
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72
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68
The European journal of finance
68
The Canadian journal of economics
65
Econometric reviews
62
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
59
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ECONIS (ZBW)
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1
Directional predictability from energy markets to exchange rates and stock markets in the emerging market countries (E7 + 1) : new evidence from cross-quantilogram approach
Tiwari, Aviral Kumar
;
Shahbaz, Muhammad
;
Khalfaoui, Rabeh
; …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 719-789
Persistent link: https://www.econbiz.de/10014469052
Saved in:
2
Study of the leading European construction companies using risk factor models
Escribano, Ana
;
Jareño, Francisco
;
Cano, Jose Ángel
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 3386-3402
Persistent link: https://www.econbiz.de/10014327752
Saved in:
3
Trend inflation in Sweden
Österholm, Pär
;
Poon, Aubrey
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 4707-4716
Persistent link: https://www.econbiz.de/10014430060
Saved in:
4
From Black Wednesday to Brexit : macroeconomic shocks and correlations of equity returns in France, Germany, Italy, Spain, and the United Kingdom
Gottschalk, Sylvia
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 2843-2873
Persistent link: https://www.econbiz.de/10014327598
Saved in:
5
On the persistence of UK inflation : a long-range dependence approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Trani, …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 439-454
Persistent link: https://www.econbiz.de/10012814596
Saved in:
6
Macroeconomic determinants of households' indebtedness in Portugal : what really matters in the era of financialisation?
Romão, Ana
;
Barradas, Ricardo
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 383-401
Persistent link: https://www.econbiz.de/10014469016
Saved in:
7
How different are monetary unions to national economies according to prices?
Glushenkova, Marina
;
Zachariadis, Marios
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 684-702
Persistent link: https://www.econbiz.de/10014469049
Saved in:
8
Does the tail risk index matter in forecasting downside risk?
Hung, Jui-Cheng
;
Liu, Hung-Chun
;
Yang, J. Jimmy
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 3451-3466
Persistent link: https://www.econbiz.de/10014327761
Saved in:
9
Analysis of stock markets risk spillover with copula models under the background of Chinese financial opening
Du, Jiangze
;
Chen, Xizhuo
;
Gong, Jincheng
;
Lin, Xiao
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 3997-4019
Persistent link: https://www.econbiz.de/10014429264
Saved in:
10
Financial development and business cycle volatility nexus in the UAE : evidence from non-linear regime-shift and asymmetric tests
Abosedra, Salah S.
;
Fakih, Ali
;
Ghosh, Sajal
;
Kanjilal, …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 2729-2741
Persistent link: https://www.econbiz.de/10014327582
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