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subject:"Volatility"
~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"Großbritannien"
~subject:"Prognoseverfahren"
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Volatility
Großbritannien
Prognoseverfahren
Estimation
246
Schätzung
246
Capital income
78
Kapitaleinkommen
78
Börsenkurs
72
Share price
72
Volatilität
68
Aktienmarkt
61
Stock market
61
Welt
47
World
47
Theorie
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Theory
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Exchange rate
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Wechselkurs
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ARCH model
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ARCH-Modell
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Risk premium
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Forecasting model
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CAPM
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Financial crisis
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Finanzkrise
24
USA
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United States
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Portfolio selection
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Portfolio-Management
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EU countries
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EU-Staaten
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Spillover effect
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Spillover-Effekt
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Cointegration
20
Kointegration
20
Financial market
17
Finanzmarkt
17
Risk
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Time series analysis
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English
93
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Narayan, Paresh Kumar
7
Sharma, Susan Sunila
3
Bley, Jorg
2
Bouri, Elie
2
Devpura, Neluka
2
Dinh Hoang Bach Phan
2
Filis, George
2
Floros, Christos
2
Grossmann, Axel
2
Hou, Ai Jun
2
Kanas, Angelos
2
Kenourgios, Dimitris
2
McKenzie, Michael D.
2
Saad, Mohsen M.
2
Smales, Lee A.
2
Sosvilla-Rivero, Simón
2
Wohar, Mark E.
2
Zaremba, Adam
2
Akhtaruzzaman, Md.
1
Aloui, Chaker
1
Anagnostidis, Panagiotis
1
Andrada Félix, Julián
1
Antell, Jan
1
Antonakakis, Nikolaos
1
Apostolakis, George N.
1
Ariff, Mohamed
1
Asgharian, Hossein
1
Atenga, Eric Martial Etoundi
1
Babalos, Vassilios
1
Balcilar, Mehmet
1
Bilgin, Mehmet Huseyin
1
Bohl, Martin T.
1
Borochin, Paul
1
Broadstock, David C.
1
Brooks, Robert
1
Brzeszczyński, Janusz
1
Bu, Ruijun
1
Buchner, Axel
1
Buncic, Daniel
1
Byrne, Joseph P.
1
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Journal of international financial markets, institutions & money
Applied economics
293
Discussion paper series / IZA
251
Discussion paper / Centre for Economic Policy Research
199
Working paper / National Bureau of Economic Research, Inc.
195
Economic modelling
184
Finance research letters
180
NBER working paper series
179
Energy economics
173
NBER Working Paper
167
International journal of forecasting
157
International review of economics & finance : IREF
151
Journal of econometrics
149
International review of financial analysis
147
Journal of banking & finance
146
Working paper
145
Applied economics letters
144
Applied financial economics
134
CESifo working papers
133
Journal of empirical finance
133
Journal of international money and finance
126
The North American journal of economics and finance : a journal of financial economics studies
126
Economics letters
118
Journal of forecasting
115
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
114
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
102
Discussion paper
97
IZA Discussion Paper
95
Research in international business and finance
88
Journal of financial economics
87
Discussion paper / Tinbergen Institute
86
The journal of futures markets
85
The European journal of finance
84
International journal of finance & economics : IJFE
73
Journal of applied econometrics
70
Journal of risk and financial management : JRFM
69
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
62
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
60
Discussion papers in economics
55
Pacific-Basin finance journal
55
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ECONIS (ZBW)
93
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1
Changes in shares outstanding and country stock returns around the world
Long, Huaigang
;
Chiah, Mardy
;
Zaremba, Adam
;
Umar, Zaghum
- In:
Journal of international financial markets, …
90
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014494713
Saved in:
2
International stock market volatility : a global tail risk sight
Lu, Xinjie
;
Zeng, Qing
;
Zhong, Juandan
;
Zhu, Bo
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014494749
Saved in:
3
Recency bias and the cross-section of international stock returns
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of international financial markets, …
84
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014333637
Saved in:
4
International stock volatility predictability : new evidence from uncertainties
Wang, Jiqian
;
Ma, Feng
;
Wang, Tianyang
;
Wu, Lan
- In:
Journal of international financial markets, …
85
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014433290
Saved in:
5
Alarming contagion effects : the dangerous ripple effect of extreme price spillovers across crude oil, carbon emission allowance, and agriculture futures markets
Wei, Yu
;
Wang, Yizhi
;
Vigne, Samuel A.
;
Ma, Zhenyu
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-33
Persistent link: https://www.econbiz.de/10014482920
Saved in:
6
Do world stock markets "jump" together? : a measure of high-frequency volatility risk spillover networks
Zhou, Dong-hai
;
Liu, Xiao-xing
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-31
Persistent link: https://www.econbiz.de/10014483183
Saved in:
7
European stock market volatility connectedness : the role of country and sector membership
Vidal-Llana, Xenxo
;
Uribe, Jorge
;
Guillén, Montserrat
- In:
Journal of international financial markets, …
82
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014245900
Saved in:
8
Average tail risk and aggregate stock returns
Dai, Yingtong
;
Harris, Richard D. F.
- In:
Journal of international financial markets, …
82
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014245903
Saved in:
9
Spreading of cross-market volatility information : evidence from multiplex network analysis of volatility spillovers
Gong, Jue
;
Wang, Gang-Jin
;
Zhou, Yang
;
Zhu, You
;
Chi, Xie
; …
- In:
Journal of international financial markets, …
83
(
2023
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014306328
Saved in:
10
Dynamic connectedness between investors' sentiment and asset prices : a comparison between major markets in Europe and USA
Sakariyahu, Rilwan
;
Johan, Sofia Atiqah
;
Lawal, Rodiat
; …
- In:
Journal of international financial markets, …
89
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014490069
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