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subject:"Schock"
subject:"Volatilität"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"International journal of forecasting"
~subject:"Forecasting model"
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Schock
Volatilität
Forecasting model
Estimation
419
Schätzung
419
Prognoseverfahren
173
Theorie
153
Theory
153
Time series analysis
98
Zeitreihenanalyse
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Gupta, Rangan
5
Koopman, Siem Jan
5
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3
Huber, Florian
3
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3
Asai, Manabu
2
Blasques, Francisco
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Lahiri, Kajal
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2
Ma, Feng
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2
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2
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1
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1
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1
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1
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International journal of finance & economics : IJFE
International journal of forecasting
Applied economics
239
Economic modelling
216
Working paper / National Bureau of Economic Research, Inc.
208
NBER working paper series
200
Energy economics
193
Finance research letters
189
NBER Working Paper
186
Discussion paper / Centre for Economic Policy Research
172
Working paper
162
International review of economics & finance : IREF
160
Journal of banking & finance
149
Journal of econometrics
149
International review of financial analysis
148
Applied economics letters
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The North American journal of economics and finance : a journal of financial economics studies
136
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131
Journal of international money and finance
131
Journal of forecasting
115
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106
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
106
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
101
Applied financial economics
96
Journal of international financial markets, institutions & money
93
Discussion paper / Tinbergen Institute
87
Journal of financial economics
86
Research in international business and finance
85
Journal of economic dynamics & control
82
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80
Discussion paper series / IZA
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Journal of macroeconomics
75
Journal of risk and financial management : JRFM
74
The journal of futures markets
74
The European journal of finance
68
CAMA working paper series
63
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
63
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ECONIS (ZBW)
221
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1
Monetary policy shock and impact asymmetry in bank lending channel : evidence from the UK housing sector
Chowdhury, Rosen Azad
;
Jahan, Dilshad
;
Mishra, Tapas
; …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 511-530
Persistent link: https://www.econbiz.de/10014469029
Saved in:
2
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:
3
2T-POT Hawkes model for left- and right-tail conditional quantile forecasts of financial log returns : Out-of-sample comparison of conditional EVT models
Tomlinson, Matthew F.
;
Greenwood, David
; …
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 324-347
Persistent link: https://www.econbiz.de/10014450274
Saved in:
4
Are lower interest rates really associated with higher growth? : new empirical evidence on the interest rate thesis from 19 countries
Lee, Kang-Soek
;
Werner, Richard A.
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 3960-3975
Persistent link: https://www.econbiz.de/10014429221
Saved in:
5
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:
6
The role of oil and risk shocks in the high-frequency movements of the term structure of interest rates : evidence from the U.S. Treasury market
Gupta, Rangan
;
Shahzad, Syed Jawad Hussain
;
Sheng, Xin
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1845-1857
Persistent link: https://www.econbiz.de/10014253453
Saved in:
7
Matched trade at the firm level and the micro origins of international business-cycle comovement
Friberg, Richard
;
Sanctuary, Mark
- In:
International journal of finance & economics : IJFE
27
(
2022
)
3
,
pp. 2997-3009
Persistent link: https://www.econbiz.de/10013329845
Saved in:
8
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:
9
Forecasting in factor augmented regressions under structural change
Massacci, Daniele
;
Kapetanios, George
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 62-76
Persistent link: https://www.econbiz.de/10014450259
Saved in:
10
A time-varying skewness model for Growth-at-Risk
Iseringhausen, Martin
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 229-246
Persistent link: https://www.econbiz.de/10014450268
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