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subject:"Volatility"
subject:"Yield curve"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"The journal of futures markets"
~subject:"EU-Staaten"
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Volatility
Yield curve
EU-Staaten
Estimation
495
Schätzung
495
Volatilität
156
USA
127
United States
127
Börsenkurs
123
Share price
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Capital income
106
Kapitaleinkommen
106
Theorie
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Anlageverhalten
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Behavioural finance
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Option pricing theory
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Gupta, Rangan
7
Kang, Sang Hoon
5
Mensi, Walid
5
Pierdzioch, Christian
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Zhu, Huiming
5
Hau, Liya
4
Al-Yahyaee, Khamis Hamed
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Wohar, Mark E.
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Xuan Vinh Vo
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Agarwalla, Sobhesh Kumar
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Arisoy, Yakup Eser
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Chang, Chia-Lin
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Ederington, Louis H.
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Fonseca, José da
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Ho, Kin-Yip
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Jung, Hojin
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Lim, Kian-Guan
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McAleer, Michael
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Salisu, Afees A.
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Afonso, António
1
Ahmed, Walid M. A.
1
Aiube, Fernando Antônio Lucena
1
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1
Al-Jarrah, Idries Mohammad Wanas
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The North American journal of economics and finance : a journal of financial economics studies
The journal of futures markets
Applied economics
218
Economic modelling
203
CESifo working papers
184
International review of economics & finance : IREF
163
Energy economics
162
Discussion paper / Centre for Economic Policy Research
150
Applied economics letters
148
Finance research letters
145
Working paper
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Journal of banking & finance
128
Journal of international money and finance
126
Working paper / National Bureau of Economic Research, Inc.
126
NBER working paper series
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International review of financial analysis
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Journal of econometrics
112
NBER Working Paper
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Discussion paper series / IZA
104
Journal of empirical finance
104
Working paper series / European Central Bank
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
102
Applied financial economics
100
Economics letters
92
Journal of international financial markets, institutions & money
92
Discussion paper / Tinbergen Institute
90
Discussion paper
85
Research in international business and finance
79
International journal of finance & economics : IJFE
77
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
74
The European journal of finance
68
Journal of risk and financial management : JRFM
67
Journal of financial economics
60
International journal of forecasting
58
ECB Working Paper
56
CESifo Working Paper Series
55
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
55
Journal of economic dynamics & control
54
Empirica : journal of european economics
52
Kiel working paper
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1
Credit default swaps and firm risk
Lin, Hai
;
Binh Hoang Nguyen
;
Wang, Junbo
;
Zhang, Cheng
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1668-1692
Persistent link: https://www.econbiz.de/10014432924
Saved in:
2
Term spreads of implied volatility smirk and variance risk premium
Guo, Wei
;
Ruan, Xinfeng
;
Gehricke, Sebastian A.
;
Zhang, …
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 829-857
Persistent link: https://www.econbiz.de/10014293246
Saved in:
3
Forecasting realized volatility : new evidence from time-varying jumps in VIX
Dutta, Anupam
;
Das, Debojyoti
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2165-2189
Persistent link: https://www.econbiz.de/10013465875
Saved in:
4
Option pricing with state-dependent pricing kernel
Tong, Chen
;
Hansen, Peter Reinhard
;
Huang, Zhuo
- In:
The journal of futures markets
42
(
2022
)
8
,
pp. 1409-1433
Persistent link: https://www.econbiz.de/10013287978
Saved in:
5
Performance comparison of alternative stochastic volatility models and its determinants in energy futures : COVID-19 and Russia-Ukraine conflict features
Fernandes, Mário Correia
;
Dias, José Carlos
;
Nunes, …
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 343-383
Persistent link: https://www.econbiz.de/10014475488
Saved in:
6
The risk spillover between China's economic policy uncertainty and commodity markets : evidence from frequency spillover and quantile connectedness approaches
Jiang, Yonghong
;
Ao, Zhiming
;
Mo, Bin
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014483627
Saved in:
7
The fluctuation correlation between investor sentiment and stock index using VMD-LSTM : evidence from China stock market
Gao, Zhenbin
;
Zhang, Jie
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014483735
Saved in:
8
Effects of macroeconomic factors on stock prices for BRICS using the variational mode decomposition and quantile method
Wang, Xiangning
;
Huang, Qian
;
Zhang, Shuguang
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014484008
Saved in:
9
Forecasting VIX using two-component realized EGARCH model
Wu, Xinyu
;
Zhao, An
;
Liu, Li
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014484064
Saved in:
10
Extreme dependence and spillovers between uncertainty indices and stock markets : does the US market play a major role?
Mensi, Walid
;
Kamal, Md Rajib
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014485327
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