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subject:"Volatility"
subject:"Yield curve"
~isPartOf:"International journal of finance & economics : IJFE"
~subject:"ARCH model"
~type_genre:"Article in journal"
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Volatility
Yield curve
ARCH model
Estimation
241
Schätzung
241
Theorie
66
Theory
66
Exchange rate
44
Volatilität
44
Wechselkurs
44
Börsenkurs
42
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Capital income
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Gupta, Rangan
5
Ma, Feng
2
Salisu, Afees A.
2
Subramaniam, Sowmya
2
Wei, Yu
2
Abosedra, Salah S.
1
Acquah, Benjamin K.
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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International journal of finance & economics : IJFE
Applied economics
163
Energy economics
146
International review of economics & finance : IREF
145
Finance research letters
144
Economic modelling
139
Journal of banking & finance
119
Journal of econometrics
118
International review of financial analysis
117
The North American journal of economics and finance : a journal of financial economics studies
116
Applied economics letters
106
Journal of empirical finance
106
Applied financial economics
102
Journal of international money and finance
94
Journal of international financial markets, institutions & money
89
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
79
Research in international business and finance
79
Economics letters
71
The journal of futures markets
71
Journal of risk and financial management : JRFM
64
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
61
International journal of forecasting
59
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
58
Journal of financial economics
58
The European journal of finance
58
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
52
Journal of financial econometrics : official journal of the Society for Financial Econometrics
46
Journal of economic dynamics & control
45
International journal of economics and finance
44
International journal of economics and financial issues : IJEFI
42
Pacific-Basin finance journal
41
Quantitative finance
39
International Journal of Energy Economics and Policy : IJEEP
37
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
36
Journal of forecasting
36
Review of quantitative finance and accounting
35
Cogent economics & finance
33
Journal of applied econometrics
33
Journal of financial econometrics
33
The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
65
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1
Directional predictability from energy markets to exchange rates and stock markets in the emerging market countries (E7 + 1) : new evidence from cross-quantilogram approach
Tiwari, Aviral Kumar
;
Shahbaz, Muhammad
;
Khalfaoui, Rabeh
; …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 719-789
Persistent link: https://www.econbiz.de/10014469052
Saved in:
2
Are lower interest rates really associated with higher growth? : new empirical evidence on the interest rate thesis from 19 countries
Lee, Kang-Soek
;
Werner, Richard A.
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 3960-3975
Persistent link: https://www.econbiz.de/10014429221
Saved in:
3
From Black Wednesday to Brexit : macroeconomic shocks and correlations of equity returns in France, Germany, Italy, Spain, and the United Kingdom
Gottschalk, Sylvia
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 2843-2873
Persistent link: https://www.econbiz.de/10014327598
Saved in:
4
The role of oil and risk shocks in the high-frequency movements of the term structure of interest rates : evidence from the U.S. Treasury market
Gupta, Rangan
;
Shahzad, Syed Jawad Hussain
;
Sheng, Xin
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1845-1857
Persistent link: https://www.econbiz.de/10014253453
Saved in:
5
How different are monetary unions to national economies according to prices?
Glushenkova, Marina
;
Zachariadis, Marios
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 684-702
Persistent link: https://www.econbiz.de/10014469049
Saved in:
6
Does the tail risk index matter in forecasting downside risk?
Hung, Jui-Cheng
;
Liu, Hung-Chun
;
Yang, J. Jimmy
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 3451-3466
Persistent link: https://www.econbiz.de/10014327761
Saved in:
7
Analysis of stock markets risk spillover with copula models under the background of Chinese financial opening
Du, Jiangze
;
Chen, Xizhuo
;
Gong, Jincheng
;
Lin, Xiao
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 3997-4019
Persistent link: https://www.econbiz.de/10014429264
Saved in:
8
Financial development and business cycle volatility nexus in the UAE : evidence from non-linear regime-shift and asymmetric tests
Abosedra, Salah S.
;
Fakih, Ali
;
Ghosh, Sajal
;
Kanjilal, …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 2729-2741
Persistent link: https://www.econbiz.de/10014327582
Saved in:
9
Causal relationship among international crude oil, gold, exchange rate, and stock market : fresh evidence from NARDL testing approach
Kumar, Suresh
;
Kumar, Ankit
;
Singh, Gurcharan
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 47-57
Persistent link: https://www.econbiz.de/10014253145
Saved in:
10
The impact of exchange rate and exchange rate volatility on Mauritius foreign direct investment : a sector-wise analysis
Moraghen, Warren
;
Seetanah, Boopen
;
Sookia, Noor Ul Hacq
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 208-224
Persistent link: https://www.econbiz.de/10014253175
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