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subject:"Schock"
subject:"Volatilität"
~isPartOf:"International review of financial analysis"
~subject:"Finanzkrise"
~type_genre:"Article in journal"
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Schock
Volatilität
Finanzkrise
Estimation
324
Schätzung
323
Capital income
130
Kapitaleinkommen
130
Volatility
102
Börsenkurs
100
Share price
100
Aktienmarkt
88
Stock market
88
Forecasting model
63
Prognoseverfahren
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Theorie
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Theory
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ARCH model
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ARCH-Modell
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Welt
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World
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Risk
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Risiko
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Risikoprämie
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Risk premium
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Spillover-Effekt
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United States
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Anlageverhalten
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Behavioural finance
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Efficient market hypothesis
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Effizienzmarkthypothese
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Exchange rate
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Financial crisis
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Wechselkurs
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Time series analysis
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Article
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Article in journal
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120
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English
120
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Degiannakis, Stavros
3
Yarovaya, Larisa
3
Bouri, Elie
2
Chortareas, Georgios E.
2
Cipollini, Andrea
2
Fabozzi, Frank J.
2
Floros, Christos
2
Gong, Xue
2
Hammoudeh, Shawkat
2
In, Francis Haeuck
2
Liu, Jia
2
Ma, Feng
2
Naeem, Muhammad Abubakr
2
Nonejad, Nima
2
Roubaud, David
2
Sensoy, Ahmet
2
Serdengeçti, Süleyman
2
Sitara Karim
2
Smales, Lee A.
2
Wu, Eliza
2
Xuan Vinh Vo
2
Abad Díaz, David
1
Abouwafia, Hashem E.
1
Abrar, Afsheen
1
Agarwalla, Sobhesh Kumar
1
Agudelo, Diego A.
1
Aharon, David Y.
1
Al-Gamrh, Bakr
1
Al-Khazali, Osamah
1
Alexakis, Christos A.
1
Alexiou, Constantinos
1
Ali, Md Hakim
1
Alsakka, Rasha
1
Andrikopulos, Andreas A.
1
Angelidis, Timotheos
1
Antonakakis, Nikolaos
1
Ap Gwilym, Owain
1
Arshanapalli, Bala Gangadhar
1
Asadi, Mehrad
1
Ataullah, Ali
1
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International review of financial analysis
Applied economics
198
Economic modelling
192
Energy economics
167
International review of economics & finance : IREF
143
Finance research letters
140
Journal of international money and finance
125
Applied economics letters
120
The North American journal of economics and finance : a journal of financial economics studies
120
Journal of banking & finance
118
Journal of econometrics
114
Economics letters
107
Journal of empirical finance
92
Journal of international financial markets, institutions & money
88
Applied financial economics
85
Research in international business and finance
81
Journal of economic dynamics & control
78
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
74
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
72
Journal of risk and financial management : JRFM
67
Journal of macroeconomics
65
The journal of futures markets
61
International journal of finance & economics : IJFE
57
Macroeconomic dynamics
54
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
54
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
53
International journal of forecasting
52
Journal of international economics
52
The European journal of finance
52
Journal of monetary economics
50
Journal of financial economics
48
Journal of money, credit and banking : JMCB
43
Pacific-Basin finance journal
43
International Journal of Energy Economics and Policy : IJEEP
42
International journal of economics and finance
40
Journal of applied econometrics
40
International journal of economics and financial issues : IJEFI
38
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
37
Quantitative finance
36
Open economies review
35
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ECONIS (ZBW)
120
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1
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:
2
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:
3
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:
4
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:
5
Measuring the G20 stock market return transmission mechanism : evidence from the R2 connectedness approach
Naeem, Muhammad Abubakr
;
Chatziantoniou, Ioannis
; …
- In:
International review of financial analysis
91
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014446949
Saved in:
6
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
Saved in:
7
Return-volatility relationships in cryptocurrency markets : evidence from asymmetric quantiles and non-linear ARDL approach
Karim, Muhammad Mahmudul
;
Ali, Md Hakim
;
Yarovaya, Larisa
; …
- In:
International review of financial analysis
90
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014470582
Saved in:
8
A new view of risk contagion by decomposition of dependence structure : Empirical analysis of Sino-US stock markets
Zheng, Yanting
;
Luan, Xin
;
Xin, Lu
;
Liu, Jiaming
- In:
International review of financial analysis
90
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014470629
Saved in:
9
Spillovers of joint volatility-skewness-kurtosis of major cryptocurrencies and their determinants
Bouri, Elie
;
Jalkh, Naji
- In:
International review of financial analysis
90
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014470883
Saved in:
10
Forecasting stock volatility with economic policy uncertainty : a smooth transition GARCH-MIDAS model
Li, Dongxin
;
Zhang, Li
;
Li, Lihong
- In:
International review of financial analysis
88
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014471874
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