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subject:"Volatilität"
type_genre:"Article in journal"
~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"Monetary policy"
~subject:"United States"
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Volatilität
Monetary policy
United States
Estimation
246
Schätzung
246
Capital income
78
Kapitaleinkommen
78
Börsenkurs
72
Share price
72
Volatility
68
Aktienmarkt
61
Stock market
61
Welt
47
World
47
Theorie
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Exchange rate
37
Wechselkurs
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21
EU-Staaten
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Spillover effect
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Spillover-Effekt
21
Cointegration
20
Kointegration
20
Financial market
17
Finanzmarkt
17
Risk
17
Time series analysis
17
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Article
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Article in journal
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93
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English
93
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Kanas, Angelos
3
Bley, Jorg
2
Bouri, Elie
2
Filis, George
2
Floros, Christos
2
Hou, Ai Jun
2
Kenourgios, Dimitris
2
McKenzie, Michael D.
2
Narayan, Paresh Kumar
2
Saad, Mohsen M.
2
Smales, Lee A.
2
Sosvilla-Rivero, Simón
2
Vithessonthi, Chaiporn
2
Wohar, Mark E.
2
Afonso, António
1
Akhtaruzzaman, Md.
1
Aloui, Chaker
1
Anagnostidis, Panagiotis
1
Andrada Félix, Julián
1
Antell, Jan
1
Antonakakis, Nikolaos
1
Apostolakis, George N.
1
Arestis, Philip
1
Ariff, Mohamed
1
Asgharian, Hossein
1
Atenga, Eric Martial Etoundi
1
Babalos, Vassilios
1
Balcilar, Mehmet
1
Bessler, Wolfgang
1
Bilgin, Mehmet Huseyin
1
Bohl, Martin T.
1
Broadstock, David C.
1
Brooks, Robert
1
Brzeszczyński, Janusz
1
Bu, Ruijun
1
Byrne, Joseph P.
1
Caporale, Guglielmo Maria
1
Carroll, Rachael
1
Castle, Jennifer
1
Celov, Dmitrij
1
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Journal of international financial markets, institutions & money
Applied economics
424
Applied economics letters
240
Economic modelling
238
Journal of international money and finance
186
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
181
Energy economics
179
The review of economics and statistics
174
International review of economics & finance : IREF
171
Applied financial economics
159
Economics letters
158
The American economic review
154
Finance research letters
153
The journal of finance : the journal of the American Finance Association
152
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
150
The North American journal of economics and finance : a journal of financial economics studies
149
Journal of econometrics
148
Journal of banking & finance
146
International review of financial analysis
124
Journal of applied econometrics
121
The journal of futures markets
118
Journal of macroeconomics
114
Journal of economic dynamics & control
109
Journal of money, credit and banking : JMCB
106
Journal of monetary economics
105
Journal of empirical finance
100
The review of financial studies
93
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
90
Journal of financial economics
85
Research in international business and finance
83
Journal of financial and quantitative analysis : JFQA
80
American economic journal : a journal of the American Economic Association
79
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
79
Macroeconomic dynamics
77
International journal of finance & economics : IJFE
76
Journal of political economy
76
Southern economic journal
67
Review of quantitative finance and accounting
66
Journal of risk and financial management : JRFM
65
International journal of forecasting
63
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ECONIS (ZBW)
93
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93
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1
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:
2
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:
3
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:
4
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
Saved in:
5
European stock market volatility connectedness : the role of country and sector membership
Vidal-Llana, Xenxo
;
Uribe, Jorge
;
Guillén, Montserrat
- In:
Journal of international financial markets, …
82
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014245900
Saved in:
6
Average tail risk and aggregate stock returns
Dai, Yingtong
;
Harris, Richard D. F.
- In:
Journal of international financial markets, …
82
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014245903
Saved in:
7
Spreading of cross-market volatility information : evidence from multiplex network analysis of volatility spillovers
Gong, Jue
;
Wang, Gang-Jin
;
Zhou, Yang
;
Zhu, You
;
Chi, Xie
; …
- In:
Journal of international financial markets, …
83
(
2023
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014306328
Saved in:
8
Dynamic connectedness between investors' sentiment and asset prices : a comparison between major markets in Europe and USA
Sakariyahu, Rilwan
;
Johan, Sofia Atiqah
;
Lawal, Rodiat
; …
- In:
Journal of international financial markets, …
89
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014490069
Saved in:
9
The size of good and bad volatility shocks does matter for spillovers
Bouri, Elie
;
Harb, Etienne
- In:
Journal of international financial markets, …
80
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013533155
Saved in:
10
Price levels in the European Monetary Union : even tradables follow independent random walks
Maurer, Rainer
- In:
Journal of international financial markets, …
81
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013533346
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