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subject:"Schock"
subject:"Volatilität"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Theory"
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Schock
Volatilität
Theory
Estimation
307
Schätzung
307
Volatility
96
Capital income
89
Kapitaleinkommen
89
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Gupta, Rangan
10
Pierdzioch, Christian
5
Zhu, Huiming
5
Hau, Liya
4
Kang, Sang Hoon
4
Mensi, Walid
4
Dai, Zhifeng
3
Ji, Qiang
3
Wohar, Mark E.
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Al-Yahyaee, Khamis Hamed
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Lien, Da-hsiang Donald
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Liu, Qiang
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McAleer, Michael
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Nonejad, Nima
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Panagiōtidēs, Theodōros
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Risse, Marian
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Xuan Vinh Vo
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Yoon, Seong-min
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Zeng, Zheng
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Zhang, Zhaoyong
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1
Ahmed, Walid M. A.
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Aiube, Fernando Antônio Lucena
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Al-Jarrah, Idries Mohammad Wanas
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An, Jiyoun
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Anjum, Hassan
1
Ao, Zhiming
1
Arisoy, Yakup Eser
1
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1
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The North American journal of economics and finance : a journal of financial economics studies
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
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Economic modelling
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Economics letters
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Working paper
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Applied economics letters
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Journal of econometrics
237
Journal of international money and finance
226
Energy economics
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International review of economics & finance : IREF
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
201
Journal of banking & finance
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Discussion papers / CEPR
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Discussion paper
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Finance research letters
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IZA Discussion Paper
167
Journal of applied econometrics
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Discussion paper / Tinbergen Institute
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Applied financial economics
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Journal of empirical finance
154
International review of financial analysis
152
Journal of economic dynamics & control
152
Journal of macroeconomics
147
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
Macroeconomic dynamics
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European economic review : EER
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International journal of forecasting
106
International journal of finance & economics : IJFE
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Journal of international financial markets, institutions & money
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ECONIS (ZBW)
145
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1
The risk spillover between China's economic policy uncertainty and commodity markets : evidence from frequency spillover and quantile connectedness approaches
Jiang, Yonghong
;
Ao, Zhiming
;
Mo, Bin
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014483627
Saved in:
2
The fluctuation correlation between investor sentiment and stock index using VMD-LSTM : evidence from China stock market
Gao, Zhenbin
;
Zhang, Jie
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014483735
Saved in:
3
Cross-industry asset allocation with the spatial interaction on multiple risk transmission channels
Chen, Na
;
Jin, Xiu
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014484000
Saved in:
4
Effects of macroeconomic factors on stock prices for BRICS using the variational mode decomposition and quantile method
Wang, Xiangning
;
Huang, Qian
;
Zhang, Shuguang
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014484008
Saved in:
5
Forecasting VIX using two-component realized EGARCH model
Wu, Xinyu
;
Zhao, An
;
Liu, Li
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014484064
Saved in:
6
Stock-level sentiment contagion and the cross-section of stock returns
Zhou, Liyun
;
Chen, Dongqiao
;
Huang, Jialiang
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014485274
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7
Does the Central Bank of Peru respond to exchange rate movements? : a Bayesian estimation of a New Keynesian DSGE model with FX interventions
Rodriguez, Gabriel
;
Castillo B., Paul
;
Hasegawa, Harumi
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014485281
Saved in:
8
Foreign portfolio investment and the US macroeconomic conditions
Motie, Golnaz Baradaran
;
Zeng, Zheng
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014485286
Saved in:
9
Extreme dependence and spillovers between uncertainty indices and stock markets : does the US market play a major role?
Mensi, Walid
;
Kamal, Md Rajib
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014485327
Saved in:
10
Uncertainty about interest rates and the real economy
Qadan, Mahmoud
;
Shuval, Kerem
;
David, Or
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014485443
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