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subject:"Volatilität"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of international financial markets, institutions & money"
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Volatilität
Estimation
1,065
Schätzung
1,064
Theorie
229
Theory
229
Volatility
184
Welt
161
World
161
Börsenkurs
160
Share price
160
Capital income
159
Kapitaleinkommen
159
Aktienmarkt
146
Stock market
146
Cointegration
132
Kointegration
131
Panel
121
Panel study
121
Time series analysis
117
Zeitreihenanalyse
117
Geldpolitik
103
Monetary policy
103
EU countries
100
EU-Staaten
100
Economic growth
98
Wirtschaftswachstum
97
Forecasting model
93
Prognoseverfahren
93
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88
ARCH-Modell
88
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88
United States
88
Exchange rate
86
Wechselkurs
86
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79
VAR-Modell
79
Schock
78
Shock
78
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75
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75
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184
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English
184
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Narayan, Paresh Kumar
3
Antonakakis, Nikolaos
2
Balcilar, Mehmet
2
Bley, Jorg
2
Bohl, Martin T.
2
Bouri, Elie
2
Chi, Xie
2
Cross, Jamie
2
Feng, Yun
2
Filis, George
2
Floros, Christos
2
Gatfaoui, Hayette
2
Gupta, Rangan
2
Hou, Ai Jun
2
Hou, Chenghan
2
Huang, Ho-chuan
2
Huang, Zhuo
2
Kiani, Khurshid M.
2
Kumar, Dilip
2
Liu, Li
2
Mansur Masih
2
McKenzie, Michael D.
2
Saad, Mohsen M.
2
Sharma, Susan Sunila
2
Smales, Lee A.
2
Sosvilla-Rivero, Simón
2
Wang, Tianyi
2
Wei, Yu
2
Wohar, Mark E.
2
Abdallah, Oussama
1
Abid, Ilyes
1
Aftab, Muhammad
1
Akarim, Yasemin Deniz
1
Akhtaruzzaman, Md.
1
Alaoui, Abdelkader O. el
1
Aloui, Chaker
1
Anagnostidis, Panagiotis
1
Andrada Félix, Julián
1
Antell, Jan
1
Apergēs, Nikolaos
1
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Economic modelling
Journal of international financial markets, institutions & money
Energy economics
142
Applied economics
125
Finance research letters
118
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
81
Working paper / National Bureau of Economic Research, Inc.
81
NBER working paper series
77
Applied economics letters
75
Applied financial economics
75
Working paper
74
NBER Working Paper
71
Journal of international money and finance
68
Research in international business and finance
68
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
61
The journal of futures markets
60
Discussion paper / Tinbergen Institute
57
Economics letters
57
CESifo working papers
54
Journal of risk and financial management : JRFM
54
Discussion paper / Centre for Economic Policy Research
49
International journal of forecasting
46
The European journal of finance
46
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
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ECONIS (ZBW)
184
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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
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:
3
Risk-return tradeoff and serial correlation in the Chinese stock market : a bailout-driven crash feedback hypothesis
Yao, Jing
;
Yang, Yiwen
- In:
Economic modelling
129
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014472100
Saved in:
4
On the role of interest rate differentials in the dynamic asymmetry of exchange rates
Hambuckers, J.
;
Ulm, M.
- In:
Economic modelling
129
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014472153
Saved in:
5
Flexible inflation targeting and stock market volatility : evidence from emerging market economies
Dridi, Ichrak
;
Boughrara, Adel
- In:
Economic modelling
126
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462464
Saved in:
6
Sequential Bayesian analysis for semiparametric stochastic volatility model with applications
Wang, Nianling
;
Lou, Zhusheng
- In:
Economic modelling
123
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014462582
Saved in:
7
Effects of external shocks on macroeconomic fluctuations in Pacific Alliance countries
Rodriguez, Gabriel
;
Vassallo, Renato
;
Castillo B., Paul
- In:
Economic modelling
124
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014463282
Saved in:
8
The role of uncertainty in forecasting volatility comovements across stock markets
Bucci, Andrea
;
Palomba, Giulio
;
Rossi, Eduardo
- In:
Economic modelling
125
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014463541
Saved in:
9
How do monetary shock, financial crisis, and quotation reform affect the long memory of exchange rate volatility? : evidence from major currencies
Wang, Xinyu
;
Qi, Zikang
;
Huang, Jianglu
- In:
Economic modelling
120
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014383984
Saved in:
10
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
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