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subject:"Volatilität"
type_genre:"Article in journal"
~isPartOf:"Journal of international financial markets, institutions & money"
~isPartOf:"Research in international business and finance"
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Volatilität
Estimation
472
Schätzung
472
Capital income
145
Kapitaleinkommen
145
Börsenkurs
139
Share price
139
Volatility
136
Aktienmarkt
133
Stock market
133
Welt
91
World
91
ARCH model
69
ARCH-Modell
69
Theorie
58
Theory
58
Exchange rate
56
Wechselkurs
56
Cointegration
52
Kointegration
52
Forecasting model
50
Prognoseverfahren
50
Portfolio selection
46
Portfolio-Management
46
CAPM
45
Risikoprämie
44
Risk premium
44
Financial crisis
41
Finanzkrise
41
Spillover effect
39
Spillover-Effekt
39
USA
36
United States
36
EU countries
35
Time series analysis
35
Zeitreihenanalyse
35
EU-Staaten
34
Bank
32
Risk
32
Risiko
31
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Undetermined
104
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Article
136
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Article in journal
Aufsatz in Zeitschrift
136
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English
136
Author
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Aboura, Sofiane
3
Bouri, Elie
3
Chevallier, Julien
3
Floros, Christos
3
Gupta, Rangan
3
Narayan, Paresh Kumar
3
Smales, Lee A.
3
Antonakakis, Nikolaos
2
Balcilar, Mehmet
2
Bley, Jorg
2
Caporale, Guglielmo Maria
2
Filis, George
2
Hou, Ai Jun
2
Kenourgios, Dimitris
2
Kitamura, Yoshihiro
2
McKenzie, Michael D.
2
Mensi, Walid
2
Papadamou, Stephanos
2
Saad, Mohsen M.
2
Shahzad, Syed Jawad Hussain
2
Sosvilla-Rivero, Simón
2
Umar, Zaghum
2
Wohar, Mark E.
2
Agarwal, Vineet
1
Agudelo, Diego A.
1
Akhtaruzzaman, Md.
1
Almahadin, Hamed Ahmad
1
Aloui, Chaker
1
Alsarhan, Abdulwahab A.
1
Anagnostidis, Panagiotis
1
Andrada Félix, Julián
1
Andrikopoulos, Panagiotis
1
Antell, Jan
1
Apostolakis, George N.
1
Ariff, Mohamed
1
Asgharian, Hossein
1
Assaf, Ata
1
Atenga, Eric Martial Etoundi
1
Aydoğan, Berna
1
Babalos, Vassilios
1
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Journal of international financial markets, institutions & money
Research in international business and finance
Energy economics
142
Applied economics
125
Finance research letters
118
Economic modelling
116
International review of economics & finance : IREF
110
International review of financial analysis
102
Journal of econometrics
102
The North American journal of economics and finance : a journal of financial economics studies
96
Journal of banking & finance
83
Journal of empirical finance
80
Applied economics letters
75
Applied financial economics
75
Journal of international money and finance
68
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
61
The journal of futures markets
60
Economics letters
57
Journal of risk and financial management : JRFM
54
International journal of forecasting
46
The European journal of finance
45
International journal of finance & economics : IJFE
44
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
43
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
42
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
39
International Journal of Energy Economics and Policy : IJEEP
37
Journal of financial economics
37
Journal of financial econometrics : official journal of the Society for Financial Econometrics
34
Quantitative finance
34
Pacific-Basin finance journal
33
International journal of economics and finance
32
Journal of financial econometrics
31
International journal of economics and financial issues : IJEFI
30
Journal of economic dynamics & control
30
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
29
Cogent economics & finance
28
Journal of forecasting
28
Econometric reviews
27
Journal of financial markets
26
Emerging markets, finance and trade : EMFT
24
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ECONIS (ZBW)
136
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136
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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
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:
5
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:
6
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:
7
International stock volatility predictability : new evidence from uncertainties
Wang, Jiqian
;
Ma, Feng
;
Wang, Tianyang
;
Wu, Lan
- In:
Journal of international financial markets, …
85
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014433290
Saved in:
8
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
Saved in:
9
Alarming contagion effects : the dangerous ripple effect of extreme price spillovers across crude oil, carbon emission allowance, and agriculture futures markets
Wei, Yu
;
Wang, Yizhi
;
Vigne, Samuel A.
;
Ma, Zhenyu
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-33
Persistent link: https://www.econbiz.de/10014482920
Saved in:
10
Do world stock markets "jump" together? : a measure of high-frequency volatility risk spillover networks
Zhou, Dong-hai
;
Liu, Xiao-xing
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-31
Persistent link: https://www.econbiz.de/10014483183
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