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subject:"Volatility"
subject:"Welt"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of banking & finance"
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Volatility
Welt
Estimation
910
Schätzung
908
Capital income
258
Kapitaleinkommen
258
Theorie
237
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237
Börsenkurs
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198
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Prokopczuk, Marcel
4
Xuan Vinh Vo
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3
Brooks, Robert
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3
Wese Simen, Chardin
3
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2
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International review of economics & finance : IREF
Journal of banking & finance
Working paper / National Bureau of Economic Research, Inc.
355
NBER working paper series
321
CESifo working papers
296
NBER Working Paper
295
Applied economics
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246
Energy economics
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ECONIS (ZBW)
272
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21
What drives the cross-border spillover of climate transition risks? : evidence from global stock markets
Wu, Shui Tang
;
Wan, Wilson Tsz Shing
- In:
International review of economics & finance : IREF
85
(
2023
),
pp. 432-447
Persistent link: https://www.econbiz.de/10014428052
Saved in:
22
The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper
;
Kjær, Mads Markvart
; …
- In:
Journal of banking & finance
155
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014490508
Saved in:
23
Why does option-implied volatility forecast realized volatility? : evidence from news events
Chen, Sipeng
;
Li, Gang
- In:
Journal of banking & finance
156
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014487208
Saved in:
24
Dynamic risk spillover among crude oil, economic policy uncertainty and Chinese financial sectors
Dai, Zhifeng
;
Zhu, Haoyang
- In:
International review of economics & finance : IREF
83
(
2023
),
pp. 421-450
Persistent link: https://www.econbiz.de/10014246725
Saved in:
25
The sum of all fears : forecasting international returns using option-implied risk measures
Gagnon, Marie-Hélène
;
Power, Gabriel J.
;
Toupin, Dominique
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014248207
Saved in:
26
Time-frequency spillovers and connectedness between precious metals, oil futures and financial markets : hedge and safe haven implications
Mensi, Walid
;
Aslan, Aylin
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
International review of economics & finance : IREF
83
(
2023
),
pp. 219-232
Persistent link: https://www.econbiz.de/10014239971
Saved in:
27
The conditional impact of investor sentiment in global stock markets : a two-channel examination
Wang, Wenzhao
;
Su, Chen
;
Duxbury, Darren
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013461707
Saved in:
28
The correlation risk premium : international evidence
Faria, Gonçalo
;
Kosowski, Robert L.
;
Wang, Tianyu
- In:
Journal of banking & finance
136
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013448802
Saved in:
29
International financial integration, the level of development, and income inequality : some empirical evidence
Erauskin, Iñaki
;
Turnovsky, Stephen J.
- In:
International review of economics & finance : IREF
82
(
2022
),
pp. 48-64
Persistent link: https://www.econbiz.de/10013542864
Saved in:
30
On bank return and volatility spillovers : identifying transmitters and receivers during crisis periods
Apostolakis, George N.
;
Floros, Christos
;
Giannellis, …
- In:
International review of economics & finance : IREF
82
(
2022
),
pp. 156-176
Persistent link: https://www.econbiz.de/10013542907
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