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subject:"Schock"
subject:"Volatilität"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Research in international business and finance"
~language:"eng"
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Schock
Volatilität
Estimation
459
Schätzung
455
Theorie
140
Theory
140
Volatility
98
Capital income
87
Kapitaleinkommen
87
Börsenkurs
83
Share price
83
Aktienmarkt
81
Stock market
81
Welt
57
World
57
Monetary policy
56
Geldpolitik
55
Business cycle
54
Konjunktur
54
USA
54
United States
54
Shock
50
VAR model
48
VAR-Modell
48
Time series analysis
47
Zeitreihenanalyse
47
Portfolio selection
40
Portfolio-Management
40
Cointegration
39
Forecasting model
39
Kointegration
39
Prognoseverfahren
39
ARCH model
37
ARCH-Modell
37
Risk
31
CAPM
29
Exchange rate
29
Wechselkurs
29
Bayes-Statistik
28
Bayesian inference
28
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English
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Aboura, Sofiane
3
Chevallier, Julien
3
Ftiti, Zied
3
Gupta, Rangan
3
Bachmann, Ruediger
2
Caporale, Guglielmo Maria
2
Fan, Minyou
2
Li, Youwei
2
Liu, Jiadong
2
Liu, Xiaochun
2
Lütkepohl, Helmut
2
Papadamou, Stephanos
2
Umar, Zaghum
2
Agarwal, Vineet
1
Agudelo, Diego A.
1
Alessandrini, Diana
1
Almahadin, Hamed Ahmad
1
Alsarhan, Abdulwahab A.
1
Amir Ahmadi, Pooyan
1
Andrikopoulos, Panagiotis
1
Antonakakis, Nikolaos
1
Assaf, Ata
1
Aydoğan, Berna
1
Bajo Rubio, Oscar
1
Baklaci, Hasan Fehmi
1
Balcilar, Mehmet
1
Bales, Stephan
1
Bali, Turan G.
1
Barbedo, Claudio Henrique da Silveira
1
Barrail, Zulma
1
Bassil, Charbel
1
Baumeister, Christiane
1
Bellelah, M. A.
1
Bellelah, M. O.
1
Ben Ameur, Hachmi
1
Ben Ammar, Imen
1
Ben Omrane, Walid
1
Ben Rejeb, Aymen
1
BenSaïda, Ahmed
1
Benati, Luca
1
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Journal of economic dynamics & control
Research in international business and finance
Applied economics
181
Economic modelling
173
Energy economics
167
Working paper / National Bureau of Economic Research, Inc.
166
NBER working paper series
163
NBER Working Paper
149
International review of economics & finance : IREF
130
Finance research letters
129
Working paper
126
Discussion paper / Centre for Economic Policy Research
124
CESifo working papers
114
Journal of econometrics
110
The North American journal of economics and finance : a journal of financial economics studies
110
International review of financial analysis
108
Journal of international money and finance
104
Applied economics letters
102
Economics letters
97
Journal of banking & finance
96
Discussion papers / CEPR
88
Journal of empirical finance
84
Applied financial economics
80
Journal of international financial markets, institutions & money
73
Discussion paper series / IZA
69
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
Discussion paper / Tinbergen Institute
67
Discussion paper
66
The journal of futures markets
61
Journal of risk and financial management : JRFM
60
Journal of macroeconomics
58
CAMA working paper series
56
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
The European journal of finance
48
Journal of monetary economics
47
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
47
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ECONIS (ZBW)
138
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1
The term structure of yield curve and connectedness among ESG investments
Iqbal, Najaf
;
Umar, Zaghum
;
Ruman, Asif M.
;
Jiang, Shaohua
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014451520
Saved in:
2
Co-movements between heterogeneous crude oil and food markets : does temperature change really matter?
Cao, Yan
;
Cheng, Sheng
;
Li, Xinran
- In:
Research in international business and finance
67
(
2024
)
2
,
pp. 1-15
Persistent link: https://www.econbiz.de/10014451548
Saved in:
3
Dynamic spillover and connectedness in higher moments of European stock sector markets
Nekhili, Ramzi
;
Mensi, Walid
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
Research in international business and finance
68
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014451818
Saved in:
4
The long-term impact of the COVID-19 unemployment shock on life expectancy and mortality rates
Bianchi, Francesco
;
Bianchi, Giada
;
Song, Dongho
- In:
Journal of economic dynamics & control
146
(
2023
),
pp. 1-34
Persistent link: https://www.econbiz.de/10014478499
Saved in:
5
Commodity price shocks, labour market dynamics and monetary policy in small open economies
Naraidoo, Ruthira
;
Paez-Farrell, Juan
- In:
Journal of economic dynamics & control
151
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014478610
Saved in:
6
Point estimation in sign-restricted SVARs based on independence criteria with an application to rational bubbles
Herwartz, Helmut
;
Wang, Shu
- In:
Journal of economic dynamics & control
151
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014478708
Saved in:
7
Volatility spillovers between sovereign CDS and futures markets in various volatility states : evidence from an emerging economy around the pandemic
Gök, Remzi
;
Bouri, Elie
;
Gemici, Eray
- In:
Research in international business and finance
66
(
2023
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014460654
Saved in:
8
Fast estimation of a large TVP-VAR model with score-driven volatilities
Zheng, Tingguo
;
Ye, Shiqi
;
Hong, Yongmiao
- In:
Journal of economic dynamics & control
157
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014495380
Saved in:
9
Does the source of uncertainty matter? : the impact of financial, newspaper and Twitter-based measures on U.S. banks
Bales, Stephan
;
Burghartz, Kaspar
;
Burghof, Hans-Peter
; …
- In:
Research in international business and finance
65
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014432626
Saved in:
10
Impact of fiscal stimulus on volatility : a cross-country analysis
Gu, Tiantian
;
Venkateswaran, Anand
;
Erath, Marc
- In:
Research in international business and finance
65
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014434064
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