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subject:"Estimation theory"
subject:"Time series analysis"
~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"Finanzkrise"
~subject:"Stock market"
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Estimation theory
Time series analysis
Finanzkrise
Stock market
Estimation
246
Schätzung
246
Capital income
78
Kapitaleinkommen
78
Börsenkurs
72
Share price
72
Volatility
68
Volatilität
68
Aktienmarkt
61
Welt
47
World
47
Theorie
38
Theory
38
Exchange rate
37
Wechselkurs
37
ARCH model
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ARCH-Modell
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Risikoprämie
33
Risk premium
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Forecasting model
30
Prognoseverfahren
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CAPM
28
Financial crisis
24
USA
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United States
24
Portfolio selection
22
Portfolio-Management
22
EU countries
21
EU-Staaten
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Spillover effect
21
Spillover-Effekt
21
Cointegration
20
Kointegration
20
Financial market
17
Finanzmarkt
17
Risk
17
Zeitreihenanalyse
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English
94
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Narayan, Paresh Kumar
5
Dinh Hoang Bach Phan
2
Filis, George
2
Floros, Christos
2
Ge̜bka, Bartosz
2
MacDonald, Ronald
2
Morelli, David
2
Sharma, Susan Sunila
2
Sirimon Treepongkaruna
2
Vithessonthi, Chaiporn
2
Westerlund, Joakim
2
Wohar, Mark E.
2
Al-Khazali, Osamah
1
Alaoui, Abdelkader O. el
1
Aloui, Chaker
1
Apostolakis, George N.
1
Ariff, Mohamed
1
Assefa, Tibebe Abebe
1
Azad, A. S. M. Sohel
1
Babalos, Vassilios
1
Balcilar, Mehmet
1
Bessler, Wolfgang
1
Bley, Jorg
1
Bouri, Elie
1
Broadstock, David C.
1
Brooks, Robert
1
Brown, Christine
1
Buncic, Daniel
1
Bénassy-Quéré, Agnès
1
Celov, Dmitrij
1
Chakraborty, Sandip
1
Chang, Chiao-yi
1
Chen, Chien-Fu
1
Cheng, Su-Yin
1
Chiah, Mardy
1
Chiang, Shu-hen
1
Chiang, Thomas C.
1
Chkili, Walid
1
Cho, Dooyeon
1
Chowdhury, Khorshed
1
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Journal of international financial markets, institutions & money
Journal of econometrics
288
Economic modelling
233
Applied economics
222
Applied economics letters
209
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
194
Economics letters
187
Finance research letters
153
International review of economics & finance : IREF
141
NBER Working Paper
139
NBER working paper series
137
CESifo working papers
133
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
133
Working paper / National Bureau of Economic Research, Inc.
132
International review of financial analysis
119
Journal of banking & finance
111
The North American journal of economics and finance : a journal of financial economics studies
107
Applied financial economics
100
Energy economics
100
Working paper
100
Discussion paper / Tinbergen Institute
98
Research in international business and finance
98
Journal of empirical finance
97
International journal of forecasting
93
Discussion paper / Centre for Economic Policy Research
89
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
88
Discussion paper series / IZA
82
Journal of international money and finance
82
Econometric reviews
79
Journal of applied econometrics
78
Journal of risk and financial management : JRFM
72
Journal of forecasting
67
International journal of finance & economics : IJFE
66
International journal of economics and finance
62
International journal of economics and financial issues : IJEFI
62
Discussion paper
61
The empirical economics letters : a monthly international journal of economics
58
Journal of economic dynamics & control
56
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
56
Empirical economics : a quarterly journal of the Institute for Advanced Studies
54
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ECONIS (ZBW)
94
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1
Changes in shares outstanding and country stock returns around the world
Long, Huaigang
;
Chiah, Mardy
;
Zaremba, Adam
;
Umar, Zaghum
- In:
Journal of international financial markets, …
90
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014494713
Saved in:
2
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:
3
Hedging effectiveness of cryptocurrencies in the European stock market
Gambarelli, Luca
;
Marchi, Gianluca
;
Muzzioli, Silvia
- In:
Journal of international financial markets, …
84
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014333731
Saved in:
4
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:
5
Do world stock markets "jump" together? : a measure of high-frequency volatility risk spillover networks
Zhou, Dong-hai
;
Liu, Xiao-xing
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-31
Persistent link: https://www.econbiz.de/10014483183
Saved in:
6
European stock market volatility connectedness : the role of country and sector membership
Vidal-Llana, Xenxo
;
Uribe, Jorge
;
Guillén, Montserrat
- In:
Journal of international financial markets, …
82
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014245900
Saved in:
7
Average tail risk and aggregate stock returns
Dai, Yingtong
;
Harris, Richard D. F.
- In:
Journal of international financial markets, …
82
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014245903
Saved in:
8
Asset pricing in bull and bear markets
Sampan Nettayanun
- In:
Journal of international financial markets, …
83
(
2023
),
pp. 1-30
Persistent link: https://www.econbiz.de/10014306379
Saved in:
9
Social capital, trust, and bank tail risk : the value of ESG rating and the effects of crisis shocks
Trinh, Vu Quang
;
Ngan Duong Cao
;
Li, Teng
;
Elnahass, Marwa
- In:
Journal of international financial markets, …
83
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014306396
Saved in:
10
Terrorism and international stock returns
Narayan, Paresh Kumar
;
Narayan, Seema
;
Dinh Hoang Bach Phan
- In:
Journal of international financial markets, …
76
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013412765
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