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subject:"Schock"
subject:"Volatilität"
~isPartOf:"International review of financial analysis"
~subject:"World"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation"
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Schock
Volatilität
World
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
63
Theorie
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Theory
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ARCH model
44
ARCH-Modell
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Welt
44
Portfolio selection
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Portfolio-Management
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37
Risikoprämie
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Risk premium
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Spillover effect
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Behavioural finance
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Efficient market hypothesis
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23
Exchange rate
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Wechselkurs
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Article
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Article in journal
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136
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English
136
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Bouri, Elie
3
Degiannakis, Stavros
3
Liu, Jia
3
Xuan Vinh Vo
3
Yarovaya, Larisa
3
Chortareas, Georgios E.
2
Cipollini, Andrea
2
Fabozzi, Frank J.
2
Floros, Christos
2
Gong, Xue
2
Hammoudeh, Shawkat
2
In, Francis Haeuck
2
Ma, Feng
2
Nonejad, Nima
2
Roubaud, David
2
Sensoy, Ahmet
2
Serdengeçti, Süleyman
2
Smales, Lee A.
2
Wu, Eliza
2
Zaremba, Adam
2
Abad Díaz, David
1
Abouwafia, Hashem E.
1
Abrar, Afsheen
1
Agarwalla, Sobhesh Kumar
1
Aharon, David Y.
1
Akhigbe, Aigbe O.
1
Al-Gamrh, Bakr
1
Al-Khazali, Osamah
1
Alexakis, Christos A.
1
Alexiou, Constantinos
1
Ali, Md Hakim
1
Alsakka, Rasha
1
Andreu, Laura
1
Andrikopulos, Andreas A.
1
Angelidis, Timotheos
1
Antonakakis, Nikolaos
1
Ap Gwilym, Owain
1
Arshanapalli, Bala Gangadhar
1
Arvin, B. Mak
1
Asadi, Mehrad
1
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International review of financial analysis
Applied economics
312
Economic modelling
256
Energy economics
230
Applied economics letters
213
Journal of international money and finance
192
Finance research letters
173
International review of economics & finance : IREF
167
Economics letters
164
Journal of banking & finance
136
The North American journal of economics and finance : a journal of financial economics studies
136
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
126
Journal of econometrics
118
Journal of international financial markets, institutions & money
106
Journal of empirical finance
102
Applied financial economics
98
Research in international business and finance
96
Journal of international economics
90
Journal of macroeconomics
83
International journal of finance & economics : IJFE
82
Journal of economic dynamics & control
81
International Journal of Energy Economics and Policy : IJEEP
80
Journal of risk and financial management : JRFM
77
The journal of futures markets
77
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
70
Journal of monetary economics
70
Journal of applied econometrics
66
Open economies review
65
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
61
Macroeconomic dynamics
60
Journal of financial economics
59
International journal of forecasting
57
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
56
The European journal of finance
54
Cogent economics & finance
53
Journal of money, credit and banking : JMCB
52
Review of international economics
52
European economic review : EER
51
The American economic review
50
International journal of economics and financial issues : IJEFI
49
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ECONIS (ZBW)
136
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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
The role of distance and financial development : evidence from international financial markets
Li, Wei
;
Wang, Xin
;
Zhang, Haofei
- In:
International review of financial analysis
92
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014492419
Saved in:
5
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:
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
Time-varying causality impact of economic policy uncertainty on stock market returns : global evidence from developed and emerging countries
Hong, Yun
;
Zhang, Rushan
;
Zhang, Feipeng
- In:
International review of financial analysis
91
(
2024
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014446987
Saved in:
8
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:
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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