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subject:"Volatilität"
type_genre:"Article in journal"
~isPartOf:"Economic modelling"
~isPartOf:"International review of financial analysis"
~subject:"United States"
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Volatilität
United States
Estimation
1,143
Schätzung
1,141
Theorie
252
Theory
252
Volatility
218
Capital income
211
Kapitaleinkommen
211
Börsenkurs
188
Share price
188
Aktienmarkt
173
Stock market
173
Welt
158
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158
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126
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126
Cointegration
121
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120
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120
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120
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119
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97
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90
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81
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79
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78
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Article
287
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Article in journal
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287
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English
287
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Gil-Alaña, Luis A.
4
Bouri, Elie
3
Caporale, Guglielmo Maria
3
Degiannakis, Stavros
3
Huang, Ho-chuan
3
Kumar, Dilip
3
Ma, Feng
3
Nonejad, Nima
3
Sensoy, Ahmet
3
Xuan Vinh Vo
3
Antonakakis, Nikolaos
2
Apergēs, Nikolaos
2
Balli, Faruk
2
Bohl, Martin T.
2
Brooks, Chris
2
Brooks, Robert
2
Chortareas, Georgios E.
2
Cipollini, Andrea
2
Clements, Adam
2
Cross, Jamie
2
Do, Hung Xuan
2
Fabozzi, Frank J.
2
Feng, Yun
2
Floros, Christos
2
Gatfaoui, Hayette
2
Gong, Xue
2
Gupta, Rangan
2
Hammoudeh, Shawkat
2
Hamori, Shigeyuki
2
Hou, Chenghan
2
Huang, Yisu
2
Huang, Zhuo
2
Hur, Joonyoung
2
In, Francis Haeuck
2
Jean-Louis, Rosmy
2
Kiani, Khurshid M.
2
Li, Haiqi
2
Li, Yong
2
Liu, Jia
2
Liu, Li
2
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Economic modelling
International review of financial analysis
Applied economics
367
Applied economics letters
205
Energy economics
173
The review of economics and statistics
172
Applied financial economics
155
The American economic review
153
The journal of finance : the journal of the American Finance Association
151
International review of economics & finance : IREF
148
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
146
Journal of econometrics
144
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
140
Finance research letters
139
Journal of international money and finance
133
Journal of banking & finance
131
The North American journal of economics and finance : a journal of financial economics studies
127
Economics letters
125
The journal of futures markets
118
Journal of applied econometrics
116
Journal of empirical finance
96
The review of financial studies
92
Journal of money, credit and banking : JMCB
89
Journal of international financial markets, institutions & money
84
Journal of financial and quantitative analysis : JFQA
80
Journal of financial economics
79
Journal of monetary economics
77
American economic journal : a journal of the American Economic Association
76
Journal of political economy
76
Research in international business and finance
75
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
72
Journal of economic dynamics & control
71
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
69
Journal of macroeconomics
68
Southern economic journal
66
International journal of finance & economics : IJFE
65
Review of quantitative finance and accounting
63
International journal of forecasting
61
Journal of labor economics
61
Journal of risk and financial management : JRFM
59
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ECONIS (ZBW)
287
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1
Does exchange rate volatility affect the impact of appreciation and depreciation on the trade balance? : a nonlinear bivariate approach
Bosupeng, Mpho
;
Naranpanawa, Athula
;
Su, Jen-je
- In:
Economic modelling
130
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014451157
Saved in:
2
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:
3
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:
4
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:
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
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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