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subject:"Volatilität"
~isPartOf:"Applied economics"
~subject:"Exchange rate"
~subject:"Stock market"
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Volatilität
Exchange rate
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Estimation
1,747
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1,747
Theorie
315
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315
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250
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250
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Bahmani-Oskooee, Mohsen
6
Yoon, Seong-min
5
Ma, Feng
4
Moosa, Imad A.
4
Umar, Zaghum
4
Zaremba, Adam
4
Zhu, Huiming
4
Balcilar, Mehmet
3
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3
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2
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2
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2
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2
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2
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2
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2
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2
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2
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Applied economics
International review of economics & finance : IREF
201
Economic modelling
197
Finance research letters
178
International review of financial analysis
173
Journal of international money and finance
162
Energy economics
159
Applied economics letters
157
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152
NBER working paper series
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149
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138
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Economics letters
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76
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
72
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68
The journal of futures markets
67
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64
Journal of financial economics
64
Pacific-Basin finance journal
64
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
63
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
60
The empirical economics letters : a monthly international journal of economics
59
International journal of forecasting
55
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
51
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ECONIS (ZBW)
216
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1
The adaptive markets hypothesis : insights into small stock market efficiency
Rönkkö, Mikael
;
Holmi, Joonas
;
Niskanen, Mervi
; …
- In:
Applied economics
56
(
2024
)
25
,
pp. 3048-3062
Persistent link: https://www.econbiz.de/10014526575
Saved in:
2
Revisiting the duration dependence in the US stock market cycles
Zakamulin, Valeriy
- In:
Applied economics
55
(
2023
)
4
,
pp. 357-368
Persistent link: https://www.econbiz.de/10013494428
Saved in:
3
Spillovers from stock markets to currency markets : evidence from Copula-CoVar with time-varying higher moments
Usman, Muhammad
;
Umar, Zaghum
;
Gubareva, Mariya
;
Dang …
- In:
Applied economics
55
(
2023
)
52
,
pp. 6091-6114
Persistent link: https://www.econbiz.de/10014381519
Saved in:
4
The asymmetric relationship between structural oil shocks and food prices : evidence from Saudi Arabia
Almalki, Abdullah Mohammed
;
Ul Hassan, Mehboob
;
Md …
- In:
Applied economics
54
(
2022
)
54
,
pp. 6216-6233
Persistent link: https://www.econbiz.de/10013411362
Saved in:
5
Is Bitcoin really a currency? : a viewpoint of a stochastic volatility model
Kunimoto, Noriyuki
;
Kakamu, Kazuhiko
- In:
Applied economics
54
(
2022
)
57
,
pp. 6536-6550
Persistent link: https://www.econbiz.de/10013494160
Saved in:
6
Forecasting exchange rate volatility : is economic policy uncertainty better?
Ruan, Qingsong
;
Zhang, Jiarui
;
Lv, Dayong
- In:
Applied economics
56
(
2024
)
13
,
pp. 1526-1544
Persistent link: https://www.econbiz.de/10014473121
Saved in:
7
Flexible markov-switching models with evolving regime-specific parameters : an application to Brazilian business cycles
Gomes, Fábio A.
;
Melo, Lívia C. M.
;
Soave, Gian Paulo
- In:
Applied economics
56
(
2024
)
14
,
pp. 1705-1722
Persistent link: https://www.econbiz.de/10014473203
Saved in:
8
Does dollarization promote trade? : Evidence from two recent episodes
Díaz, Julián P.
- In:
Applied economics
56
(
2024
)
17
,
pp. 2058-2076
Persistent link: https://www.econbiz.de/10014475257
Saved in:
9
Does the dynamics between government bond and equity markets validate the adaptive market hypothesis? : evidence from transfer entropy
Tiwari, Aviral Kumar
;
Jena, Sangram Keshari
;
Abakah, …
- In:
Applied economics
56
(
2024
)
2
,
pp. 186-201
Persistent link: https://www.econbiz.de/10014439885
Saved in:
10
Identifying long-run relationships between the exchange rate, interest rates and stock prices
Wong, Douglas Kai Tim
;
MacDonald, Ronald
- In:
Applied economics
56
(
2024
)
22
,
pp. 2671-2687
Persistent link: https://www.econbiz.de/10014525413
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