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subject:"Cointegration"
subject:"Wechselkurs"
~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"ARCH model"
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Cointegration
Wechselkurs
ARCH model
Estimation
246
Schätzung
246
Capital income
78
Kapitaleinkommen
78
Börsenkurs
72
Share price
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Volatility
68
Volatilität
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Aktienmarkt
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Welt
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World
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ARCH-Modell
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Spillover effect
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Spillover-Effekt
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Kointegration
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Narayan, Paresh Kumar
3
Brooks, Robert
2
Filis, George
2
Floros, Christos
2
Grossmann, Axel
2
Hou, Ai Jun
2
Keddad, Benjamin
2
Kouretas, Georgios P.
2
MacDonald, Ronald
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McKenzie, Michael D.
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Nguyen, Duc Khuong
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Truchis, Gilles de
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Wohar, Mark E.
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Ahmad, Ahmad Hassan
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Akhtaruzzaman, Md.
1
Aloui, Chaker
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Andrada Félix, Julián
1
Antell, Jan
1
Antonakakis, Nikolaos
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Apergis, Iraklis
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Apergēs, Nikolaos
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Apostolakis, George N.
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Asgharian, Hossein
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Atarbaatar, Enkhjin
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Atenga, Eric Martial Etoundi
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Babalos, Vassilios
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Bouri, Elie
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Broadstock, David C.
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Byrne, Joseph P.
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Bénassy-Quéré, Agnès
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Chang, Ming-Jen
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Cheng, Su-Yin
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1
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Journal of international financial markets, institutions & money
Applied economics
222
Economic modelling
189
Applied economics letters
149
Energy economics
139
International review of economics & finance : IREF
129
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
122
Journal of international money and finance
122
International journal of economics and financial issues : IJEFI
121
CESifo working papers
111
International Journal of Energy Economics and Policy : IJEEP
109
The empirical economics letters : a monthly international journal of economics
100
The North American journal of economics and finance : a journal of financial economics studies
99
International journal of economics and finance
96
Finance research letters
80
International journal of finance & economics : IJFE
80
Applied financial economics
75
Research in international business and finance
74
International review of financial analysis
72
Cogent economics & finance
69
Journal of empirical finance
66
Working paper
65
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
62
NBER working paper series
59
Journal of risk and financial management : JRFM
58
Economics letters
56
Journal of econometrics
55
Theoretical and applied economics : GAER review
55
NBER Working Paper
54
Journal of banking & finance
52
Working paper / National Bureau of Economic Research, Inc.
52
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
46
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
46
Discussion paper / Tinbergen Institute
44
Discussion paper / Centre for Economic Policy Research
43
Discussion papers / Deutsches Institut für Wirtschaftsforschung
43
International journal of forecasting
43
Open economies review
39
Global business review
38
The European journal of finance
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ECONIS (ZBW)
79
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1
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:
2
International stock volatility predictability : new evidence from uncertainties
Wang, Jiqian
;
Ma, Feng
;
Wang, Tianyang
;
Wu, Lan
- In:
Journal of international financial markets, …
85
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014433290
Saved in:
3
Spreading of cross-market volatility information : evidence from multiplex network analysis of volatility spillovers
Gong, Jue
;
Wang, Gang-Jin
;
Zhou, Yang
;
Zhu, You
;
Chi, Xie
; …
- In:
Journal of international financial markets, …
83
(
2023
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014306328
Saved in:
4
The determinants of cross-border bond risk premia
Ge, Futing
;
Zhang, Weiguo
- In:
Journal of international financial markets, …
81
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013533410
Saved in:
5
The yen-dollar risk premium : a story of regime shifts in bond markets
Cho, Sungjun
;
Hyde, Stuart
;
Liu, Liu
- In:
Journal of international financial markets, …
78
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013357263
Saved in:
6
Dynamic relationship between exchange rates and stock prices for the G7 countries : a nonlinear ARDL approach
Nusair, Salah A.
;
Olson, Dennis O.
- In:
Journal of international financial markets, …
78
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013357282
Saved in:
7
Revisiting the PPP puzzle : nominal exchange rate rigidity and region of inaction
Choi, Jae Hoon
;
Song, Seongho
- In:
Journal of international financial markets, …
78
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013357286
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8
The effectiveness of currency intervention : evidence from Mongolia
Pontines, Victor
;
Luvsannyam, Davaajargal
;
Atarbaatar, …
- In:
Journal of international financial markets, …
75
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012820792
Saved in:
9
How has the relationship between safe haven assets and the US stock market changed after the global financial crisis?
Sakurai, Yuji
- In:
Journal of international financial markets, …
75
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012820927
Saved in:
10
Return and volatility spillovers to African currencies markets
Atenga, Eric Martial Etoundi
;
Mougoué, Mbodja
- In:
Journal of international financial markets, …
73
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012802179
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