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subject:"Volatility"
~isPartOf:"Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~type_genre:"Aufsatz in Zeitschrift"
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Volatility
Business cycle
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USA
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Time series analysis
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Zeitreihenanalyse
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Theorie
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Theory
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business cycle
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Aufsatz in Zeitschrift
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Mumtaz, Haroon
2
Aizenman, Joshua
1
Campbell, Sean D.
1
Cavicchioli, Maddalena
1
Cheng, Teng Yuan
1
Chien, Sheng-peng
1
Estrada, Gemma
1
Hamori, Shigeyuki
1
Jinjarak, Yothin
1
Lai, Syouching
1
Li, Chaofeng
1
Li, Hung-Chih
1
Marcellino, Massimiliano
1
Musso, Alberto
1
Porqueddu, Mario
1
Shin, Minchul
1
Theodoridis, Konstantinos
1
Tian, Shu
1
Venditti, Fabrizio
1
Yang, Lu
1
Zhang, Chengsi
1
Zhong, Molin
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Economics letters
27
Macroeconomic dynamics
23
Economic modelling
22
Journal of economic dynamics & control
22
Journal of monetary economics
21
Journal of macroeconomics
16
Review of economic dynamics
14
Applied economics letters
13
Applied economics
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
European economic review : EER
12
Finance research letters
12
Energy economics
11
Journal of financial economics
11
The American economic review
11
Journal of international money and finance
10
International review of economics & finance : IREF
9
Journal of international economics
7
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
7
The North American journal of economics and finance : a journal of financial economics studies
7
Applied financial economics
6
International journal of finance & economics : IJFE
6
Journal of development economics
6
Journal of empirical finance
6
International journal of economics and finance
5
Journal of banking & finance
5
Journal of economics & business
5
Journal of money, credit and banking : JMCB
5
Journal of political economy
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
Review of world economics
5
The B.E. journal of macroeconomics
5
The review of economics and statistics
5
The review of financial studies
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
International review of financial analysis
4
Journal of applied econometrics
4
Journal of economic studies
4
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1
Markov switching GARCH models : higher order moments, kurtosis measures, and volatility evaluation in recessions and pandemic
Cavicchioli, Maddalena
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1772-1783
Persistent link: https://www.econbiz.de/10013540511
Saved in:
2
The evolving impact of global, region-specific, and country-specific uncertainty
Mumtaz, Haroon
;
Musso, Alberto
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
2
,
pp. 466-481
Persistent link: https://www.econbiz.de/10012499092
Saved in:
3
A new approach to identifying the real effects of uncertainty shocks
Shin, Minchul
;
Zhong, Molin
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
2
,
pp. 367-379
Persistent link: https://www.econbiz.de/10012262481
Saved in:
4
Hot money and business cycle volatility : evidence from selected ASEAN countries
Yang, Lu
;
Hamori, Shigeyuki
- In:
Emerging markets finance & trade : a journal of the …
52
(
2016
)
1/3
,
pp. 351-363
Persistent link: https://www.econbiz.de/10011562455
Saved in:
5
The great moderation in China : a disaggregated analysis
Zhang, Chengsi
;
Li, Chaofeng
- In:
Emerging markets finance & trade : a journal of the …
50
(
2014
)
1
,
pp. 150-163
Persistent link: https://www.econbiz.de/10010402589
Saved in:
6
Flexibility of adjustment to shocks : economic growth and volatility of middle-income countries before and after the global financial crisis of 2008
Aizenman, Joshua
;
Jinjarak, Yothin
;
Estrada, Gemma
; …
- In:
Emerging markets finance & trade : a journal of the …
54
(
2018
)
4/5/6
,
pp. 1112-1131
Persistent link: https://www.econbiz.de/10012123569
Saved in:
7
The changing transmission of uncertainty shocks in the U.S.
Mumtaz, Haroon
;
Theodoridis, Konstantinos
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
2
,
pp. 239-252
Persistent link: https://www.econbiz.de/10011894695
Saved in:
8
Short-term GDP forecasting with a mixed-frequency dynamic factor model with stochastic volatility
Marcellino, Massimiliano
;
Porqueddu, Mario
;
Venditti, …
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
1
,
pp. 118-127
Persistent link: https://www.econbiz.de/10011691233
Saved in:
9
Dynamic interactions among macroeconomic variables and stock indexes in Taiwan, Hong Kong, and China
Lai, Syouching
;
Cheng, Teng Yuan
;
Li, Hung-Chih
;
Chien, …
- In:
Emerging markets finance & trade : a journal of the …
49
(
2013
),
pp. 213-235
Persistent link: https://www.econbiz.de/10010258905
Saved in:
10
Macroeconomic volatility, predictability, and uncertainty in the great moderation : evidence from the survey of professional forecasters
Campbell, Sean D.
- In:
Journal of business & economic statistics : JBES ; a …
25
(
2007
)
2
,
pp. 191-200
Persistent link: https://www.econbiz.de/10003463635
Saved in:
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