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subject:"Volatility"
~isPartOf:"Economic modelling"
~isPartOf:"International journal of finance & economics : IJFE"
~subject:"Yield curve"
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Volatility
Yield curve
Estimation
1,059
Schätzung
1,058
Theorie
257
Theory
257
Volatilität
160
Welt
149
World
149
Cointegration
138
Kointegration
137
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135
Panel study
135
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130
Share price
130
Time series analysis
124
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124
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122
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109
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81
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191
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Gupta, Rangan
7
Wei, Yu
3
Aslanidis, Nektarios
2
Balcilar, Mehmet
2
Cross, Jamie
2
Feng, Yun
2
Gatfaoui, Hayette
2
Hou, Chenghan
2
Huang, Ho-chuan
2
Huang, Zhuo
2
Kanjilal, Kakali
2
Kiani, Khurshid M.
2
Kumar, Dilip
2
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2
Ma, Feng
2
Salisu, Afees A.
2
Subramaniam, Sowmya
2
Wang, Tianyi
2
Zhang, Yaojie
2
Abdallah, Oussama
1
Abid, Ilyes
1
Abosedra, Salah S.
1
Acquah, Benjamin K.
1
Afonso, António
1
Aftab, Muhammad
1
Ahmed, Rizwan
1
Ajide, Kazeem Bello
1
Akarim, Yasemin Deniz
1
Alaoui, Abdelkader O. el
1
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1
Alimi, Olorunfemi Yasiru
1
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1
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1
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1
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1
Arumugam, Devika
1
Asai, Manabu
1
Asutay, Mehmet
1
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1
Aye, Goodness C.
1
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Economic modelling
International journal of finance & economics : IJFE
Applied economics
148
Energy economics
144
International review of economics & finance : IREF
137
Finance research letters
134
Working paper / National Bureau of Economic Research, Inc.
114
International review of financial analysis
112
Journal of banking & finance
112
Journal of econometrics
110
NBER working paper series
109
The North American journal of economics and finance : a journal of financial economics studies
107
NBER Working Paper
98
Journal of empirical finance
97
Applied economics letters
96
Applied financial economics
94
Working paper
94
Journal of international money and finance
92
Journal of international financial markets, institutions & money
80
Discussion paper / Centre for Economic Policy Research
73
Research in international business and finance
73
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
71
CESifo working papers
67
Economics letters
66
Discussion paper / Tinbergen Institute
63
The journal of futures markets
62
Journal of risk and financial management : JRFM
60
Journal of financial economics
58
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
53
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
53
The European journal of finance
53
International journal of forecasting
52
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
48
Journal of economic dynamics & control
44
Finance and economics discussion series
43
Discussion paper
41
Journal of financial econometrics : official journal of the Society for Financial Econometrics
39
International journal of economics and finance
38
CAMA working paper series
36
International Journal of Energy Economics and Policy : IJEEP
36
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ECONIS (ZBW)
191
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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
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:
3
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:
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
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:
7
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:
8
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:
9
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:
10
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
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