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subject:"Schock"
subject:"Volatilität"
~isPartOf:"Applied economics"
~isPartOf:"International review of financial analysis"
~type_genre:"Article in journal"
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Schock
Volatilität
Estimation
2,068
Schätzung
2,067
Theorie
376
Theory
376
USA
276
United States
276
Capital income
230
Kapitaleinkommen
230
Volatility
227
Welt
210
World
210
Börsenkurs
195
Share price
195
Aktienmarkt
164
Stock market
164
Forecasting model
141
Prognoseverfahren
141
Cointegration
132
Kointegration
132
Economic growth
127
Wirtschaftswachstum
127
Deutschland
126
Germany
126
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124
United Kingdom
124
Panel
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Panel study
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Time series analysis
117
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117
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102
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102
EU countries
92
EU-Staaten
92
Risk
89
Risiko
88
Exchange rate
86
Wechselkurs
86
Geldpolitik
84
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84
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Article
289
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Article in journal
Aufsatz in Zeitschrift
289
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English
289
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Ma, Feng
6
Umar, Zaghum
5
Hammoudeh, Shawkat
4
Xuan Vinh Vo
4
Yoon, Seong-min
4
Zhu, Huiming
4
Balli, Faruk
3
Balli, Hatice Ozer
3
Cipollini, Andrea
3
Degiannakis, Stavros
3
Goutte, Stéphane
3
Gubareva, Mariya
3
Narayan, Paresh Kumar
3
Sensoy, Ahmet
3
Smales, Lee A.
3
Yarovaya, Larisa
3
Zhang, Yaojie
3
Allegret, Jean-Pierre
2
Bahmani-Oskooee, Mohsen
2
Balcilar, Mehmet
2
Bouri, Elie
2
Caporale, Guglielmo Maria
2
Chortareas, Georgios E.
2
Chuliá, Helena
2
Dang Khoa Tran
2
Dowling, Michael
2
Fabozzi, Frank J.
2
Floros, Christos
2
Gong, Xue
2
Hernandez, Jose Arreola
2
Hossain, Akhand Akhtar
2
In, Francis Haeuck
2
Kang, Sang Hoon
2
Kim, Jong-Min
2
Lee, Chien-chiang
2
Liang, Chao
2
Liu, Jia
2
Ma, Jun
2
Mukhriz Izraf Azman Aziz
2
Nguyen, Duc Khuong
2
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Applied economics
International review of financial analysis
Economic modelling
173
Energy economics
167
International review of economics & finance : IREF
130
Finance research letters
129
Journal of econometrics
110
The North American journal of economics and finance : a journal of financial economics studies
110
Journal of international money and finance
104
Applied economics letters
102
Economics letters
97
Journal of banking & finance
96
Journal of empirical finance
83
Applied financial economics
80
Journal of international financial markets, institutions & money
73
Journal of economic dynamics & control
70
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
69
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
69
Research in international business and finance
69
The journal of futures markets
61
Journal of risk and financial management : JRFM
60
Journal of macroeconomics
58
International journal of finance & economics : IJFE
54
Macroeconomic dynamics
51
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
50
International journal of forecasting
49
Journal of monetary economics
47
The European journal of finance
47
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
47
Journal of international economics
46
Journal of financial economics
43
International Journal of Energy Economics and Policy : IJEEP
41
Journal of money, credit and banking : JMCB
39
Journal of applied econometrics
36
International journal of economics and finance
35
Pacific-Basin finance journal
35
Journal of financial econometrics : official journal of the Society for Financial Econometrics
34
Quantitative finance
34
International journal of economics and financial issues : IJEFI
33
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
32
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ECONIS (ZBW)
289
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1
Spillovers from stock markets to currency markets : evidence from Copula-CoVar with time-varying higher moments
Usman, Muhammad
;
Umar, Zaghum
;
Gubareva, Mariya
;
Dang …
- In:
Applied economics
55
(
2023
)
52
,
pp. 6091-6114
Persistent link: https://www.econbiz.de/10014381519
Saved in:
2
The asymmetric relationship between structural oil shocks and food prices : evidence from Saudi Arabia
Almalki, Abdullah Mohammed
;
Ul Hassan, Mehboob
;
Md …
- In:
Applied economics
54
(
2022
)
54
,
pp. 6216-6233
Persistent link: https://www.econbiz.de/10013411362
Saved in:
3
Is Bitcoin really a currency? : a viewpoint of a stochastic volatility model
Kunimoto, Noriyuki
;
Kakamu, Kazuhiko
- In:
Applied economics
54
(
2022
)
57
,
pp. 6536-6550
Persistent link: https://www.econbiz.de/10013494160
Saved in:
4
Forecasting exchange rate volatility : is economic policy uncertainty better?
Ruan, Qingsong
;
Zhang, Jiarui
;
Lv, Dayong
- In:
Applied economics
56
(
2024
)
13
,
pp. 1526-1544
Persistent link: https://www.econbiz.de/10014473121
Saved in:
5
Flexible markov-switching models with evolving regime-specific parameters : an application to Brazilian business cycles
Gomes, Fábio A.
;
Melo, Lívia C. M.
;
Soave, Gian Paulo
- In:
Applied economics
56
(
2024
)
14
,
pp. 1705-1722
Persistent link: https://www.econbiz.de/10014473203
Saved in:
6
Recession-proof marketing? : unraveling the impact of advertising efficiency on stock volatility
Al-Gamrh, Bakr
;
Rasul, Tareq Faizur
- In:
International review of financial analysis
92
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014492364
Saved in:
7
Economic policy uncertainty and stock market volatility in China : evidence from SV-MIDAS-t model
Wang, Nianling
;
Yin, Jiyuan
;
Li, Yong
- In:
International review of financial analysis
92
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014492383
Saved in:
8
Global uncertainties and Australian financial markets : quantile time-frequency connectedness
Sheikh, Umaid A.
;
Asadi, Mehrad
;
Roubaud, David
; …
- In:
International review of financial analysis
92
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014492393
Saved in:
9
GARCH-M model with an asymmetric risk premium : distinguishing between "good" and "bad" volatility periods
Trifonov, Juri
;
Potanin, Bogdan
- In:
International review of financial analysis
91
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014446930
Saved in:
10
The sources of portfolio volatility and mutual fund performance
Vafai, Nima
;
Rakowski, David
- In:
International review of financial analysis
91
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014446960
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