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subject:"Schock"
subject:"Volatilität"
~isPartOf:"Journal of international financial markets, institutions & money"
~isPartOf:"Macroeconomic dynamics"
~subject:"Theory"
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Schock
Volatilität
Theory
Estimation
428
Schätzung
428
Theorie
126
Volatility
90
Capital income
83
Kapitaleinkommen
83
Börsenkurs
80
Share price
80
Aktienmarkt
65
Stock market
65
Welt
62
World
62
USA
55
United States
55
Geldpolitik
47
Monetary policy
47
Time series analysis
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Zeitreihenanalyse
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ARCH model
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ARCH-Modell
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Exchange rate
43
Forecasting model
43
Prognoseverfahren
43
Wechselkurs
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VAR model
42
VAR-Modell
42
Shock
41
Risikoprämie
37
Risk premium
37
Business cycle
35
Konjunktur
35
Cointegration
31
Kointegration
31
CAPM
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EU countries
30
EU-Staaten
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Financial crisis
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English
216
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Serletis, Apostolos
5
Sosvilla-Rivero, Simón
3
Wohar, Mark E.
3
Xu, Libo
3
Afonso, Oscar
2
Bley, Jorg
2
Bouri, Elie
2
Chiang, Thomas C.
2
De Peretti, Philippe
2
Filis, George
2
Fleissig, Adrian R.
2
Floros, Christos
2
Gallant, A. Ronald
2
Gozgor, Giray
2
Grossmann, Axel
2
Gupta, Rangan
2
Gómez Puig, Marta
2
Hou, Ai Jun
2
Jawadi, Fredj
2
Jones, Barry E.
2
Lovcha, Yuliya
2
MacDonald, Ronald
2
McKenzie, Michael D.
2
Narayan, Paresh Kumar
2
Papavassiliou, Vassilios G.
2
Perez-Laborda, Alejandro
2
Saad, Mohsen M.
2
Sakemoto, Ryuta
2
Seater, John J.
2
Smales, Lee A.
2
Sousa, Ricardo M.
2
Abbate, Angela
1
Acosta Ormaechea, Santiago Leonardo Enrique
1
Afonso, António
1
Agnello, Luca
1
Akhtaruzzaman, Md.
1
Akira Toda, Alexis
1
Alaoui, Abdelkader O. el
1
Aloui, Chaker
1
Anagnostidis, Panagiotis
1
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Journal of international financial markets, institutions & money
Macroeconomic dynamics
Working paper / National Bureau of Economic Research, Inc.
669
NBER working paper series
573
NBER Working Paper
536
Applied economics
464
Discussion paper / Centre for Economic Policy Research
447
Discussion paper series / IZA
339
CESifo working papers
322
Economic modelling
319
Economics letters
285
Working paper
269
Applied economics letters
249
Journal of econometrics
237
Journal of international money and finance
226
Energy economics
224
International review of economics & finance : IREF
216
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
202
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
201
Journal of banking & finance
180
Discussion papers / CEPR
174
Discussion paper
173
Finance research letters
173
IZA Discussion Paper
167
Journal of applied econometrics
164
Discussion paper / Tinbergen Institute
163
Applied financial economics
156
Journal of empirical finance
154
International review of financial analysis
152
Journal of economic dynamics & control
152
Journal of macroeconomics
147
The North American journal of economics and finance : a journal of financial economics studies
145
Europäische Hochschulschriften / 5
136
Journal of monetary economics
122
Journal of financial economics
114
Journal of international economics
114
The review of economics and statistics
114
European economic review : EER
110
International journal of forecasting
106
International journal of finance & economics : IJFE
105
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ECONIS (ZBW)
216
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1
Stock market alphas help predict macroeconomic innovations
Hung, Mao-Wei
;
Yeh, Andy Jia-Yuh
- In:
Macroeconomic dynamics
28
(
2024
)
3
,
pp. 612-646
Persistent link: https://www.econbiz.de/10014519888
Saved in:
2
Bankruptcy costs, idiosyncratic risk, and long-run growth
Acosta Ormaechea, Santiago Leonardo Enrique
;
Morozumi, …
- In:
Macroeconomic dynamics
27
(
2023
)
7
,
pp. 1807-1842
Persistent link: https://www.econbiz.de/10014364403
Saved in:
3
Quantifying spillovers of coordinated investment stimulus in the EU
Pfeiffer, Philipp Ludwig
;
Varga, Janos
;
Veld, Jan in 't
- In:
Macroeconomic dynamics
27
(
2023
)
7
,
pp. 1843-1865
Persistent link: https://www.econbiz.de/10014364404
Saved in:
4
Vintage article: the effect of monetary policy shocks in the UK : an external instruments approach
Görtz, Christoph
;
Li, Wei
;
Tsoukalas, John
;
Zanetti, …
- In:
Macroeconomic dynamics
27
(
2023
)
8
,
pp. 2270-2285
Persistent link: https://www.econbiz.de/10014436667
Saved in:
5
The economic effects of government spending : using expectations data to control for information
Hall, Matthew
;
Thapar, Aditi
- In:
Macroeconomic dynamics
27
(
2023
)
1
,
pp. 141-170
Persistent link: https://www.econbiz.de/10014247356
Saved in:
6
Co-integration with score-driven models : an application to US real GDP growth, US inflation rate, and effective federal funds rate
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Macroeconomic dynamics
27
(
2023
)
1
,
pp. 203-223
Persistent link: https://www.econbiz.de/10014247362
Saved in:
7
Measuring international uncertainty using global vector autoregressions with drifting parameters
Pfarrhofer, Michael
- In:
Macroeconomic dynamics
27
(
2023
)
3
,
pp. 770-793
Persistent link: https://www.econbiz.de/10014247550
Saved in:
8
An unobserved components model of total factor productivity and the relative price of investment
Chan, Joshua
;
Wemy, Edouard
- In:
Macroeconomic dynamics
27
(
2023
)
5
,
pp. 1397-1423
Persistent link: https://www.econbiz.de/10014306799
Saved in:
9
International stock market volatility : a global tail risk sight
Lu, Xinjie
;
Zeng, Qing
;
Zhong, Juandan
;
Zhu, Bo
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014494749
Saved in:
10
Time-varying volatility and the housing market
Higgins, C. Richard
;
Sapci, Ayse
- In:
Macroeconomic dynamics
28
(
2024
)
2
,
pp. 426-461
Persistent link: https://www.econbiz.de/10014485317
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