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subject:"Volatility"
~isPartOf:"Research in international business and finance"
~subject:"Time series analysis"
~subject:"United States"
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Volatility
Time series analysis
United States
Estimation
226
Schätzung
226
Aktienmarkt
72
Stock market
72
Volatilität
68
Börsenkurs
67
Capital income
67
Kapitaleinkommen
67
Share price
67
Welt
44
World
44
ARCH model
33
ARCH-Modell
33
Cointegration
32
Kointegration
32
Emerging economies
24
Portfolio selection
24
Portfolio-Management
24
Schwellenländer
24
Forecasting model
20
Prognoseverfahren
20
Theorie
20
Theory
20
Anlageverhalten
19
Behavioural finance
19
Exchange rate
19
Wechselkurs
19
Bank
18
Oil price
18
Spillover effect
18
Spillover-Effekt
18
Zeitreihenanalyse
18
Ölpreis
18
CAPM
17
Financial crisis
17
Finanzkrise
17
Panel
16
Panel study
16
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Article
87
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87
Aufsatz in Zeitschrift
87
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English
87
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Caporale, Guglielmo Maria
4
Aboura, Sofiane
3
Chevallier, Julien
3
Gil-Alaña, Luis A.
3
Gupta, Rangan
3
Klotzle, Marcelo Cabus
2
McMillan, David G.
2
Papadamou, Stephanos
2
Pinto, Antônio Carlos Figueiredo
2
Umar, Zaghum
2
Abakah, Emmanuel Joel Aikins
1
Abedin, Mohammad Zoynul
1
Agarwal, Vineet
1
Agudelo, Diego A.
1
Almahadin, Hamed Ahmad
1
Alsarhan, Abdulwahab A.
1
Altuntas, Mehmet
1
Altıntaş, Halil
1
Andrikopoulos, Panagiotis
1
Antonakakis, Nikolaos
1
Assaf, Ata
1
Awijen, Haithem
1
Aydoğan, Berna
1
Bajo Rubio, Oscar
1
Baklaci, Hasan Fehmi
1
Balcilar, Mehmet
1
Bales, Stephan
1
Barbedo, Claudio Henrique da Silveira
1
Bassil, Charbel
1
Bellelah, M. A.
1
Bellelah, M. O.
1
Ben Ameur, Hachmi
1
Ben Ammar, Imen
1
Ben Lahouel, Bechir
1
Ben Omrane, Walid
1
Ben Ouda, Olfa
1
Ben Rejeb, Aymen
1
BenSaïda, Ahmed
1
Berke, Burcu
1
Bertuccelli, Pietro
1
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Research in international business and finance
Working paper / National Bureau of Economic Research, Inc.
1,525
Discussion paper series / IZA
447
Applied economics
441
Discussion paper / Centre for Economic Policy Research
426
Applied economics letters
269
CESifo working papers
252
Economic modelling
238
NBER working paper series
227
Working paper
210
Journal of econometrics
204
Energy economics
201
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
197
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
194
Economics letters
179
Finance and economics discussion series
178
The review of economics and statistics
175
International review of economics & finance : IREF
170
NBER Working Paper
169
Applied financial economics
168
The American economic review
153
The journal of finance : the journal of the American Finance Association
152
Finance research letters
149
Journal of international money and finance
146
Journal of banking & finance
144
The North American journal of economics and finance : a journal of financial economics studies
141
Journal of applied econometrics
136
International review of financial analysis
128
Discussion paper / Tinbergen Institute
122
The journal of futures markets
121
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
113
Journal of empirical finance
109
International journal of forecasting
106
Discussion paper
104
Journal of money, credit and banking : JMCB
97
Journal of international financial markets, institutions & money
95
The review of financial studies
92
Journal of economic dynamics & control
90
Journal of macroeconomics
86
Journal of financial economics
85
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87
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1
Modelling profitability of private equity : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451482
Saved in:
2
The term structure of yield curve and connectedness among ESG investments
Iqbal, Najaf
;
Umar, Zaghum
;
Ruman, Asif M.
;
Jiang, Shaohua
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014451520
Saved in:
3
Co-movements between heterogeneous crude oil and food markets : does temperature change really matter?
Cao, Yan
;
Cheng, Sheng
;
Li, Xinran
- In:
Research in international business and finance
67
(
2024
)
2
,
pp. 1-15
Persistent link: https://www.econbiz.de/10014451548
Saved in:
4
Dynamic spillover and connectedness in higher moments of European stock sector markets
Nekhili, Ramzi
;
Mensi, Walid
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
Research in international business and finance
68
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014451818
Saved in:
5
Volatility spillovers between sovereign CDS and futures markets in various volatility states : evidence from an emerging economy around the pandemic
Gök, Remzi
;
Bouri, Elie
;
Gemici, Eray
- In:
Research in international business and finance
66
(
2023
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014460654
Saved in:
6
Revisiting overconfidence in investment decision-making : further evidence from the U.S. market
Bouteska, Ahmed
;
Harasheh, Murad
;
Abedin, Mohammad Zoynul
- In:
Research in international business and finance
66
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014463384
Saved in:
7
Does the source of uncertainty matter? : the impact of financial, newspaper and Twitter-based measures on U.S. banks
Bales, Stephan
;
Burghartz, Kaspar
;
Burghof, Hans-Peter
; …
- In:
Research in international business and finance
65
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014432626
Saved in:
8
Impact of fiscal stimulus on volatility : a cross-country analysis
Gu, Tiantian
;
Venkateswaran, Anand
;
Erath, Marc
- In:
Research in international business and finance
65
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014434064
Saved in:
9
Machine learning for US cross-industry return predictability under information uncertainty
Awijen, Haithem
;
Zaied, Younes Ben
;
Ben Lahouel, Bechir
; …
- In:
Research in international business and finance
64
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014279809
Saved in:
10
Roles of stable versus nonstable cryptocurrencies in Bitcoin market dynamics
Brik, Hatem
;
El Ouakdi, Jihene
;
Ftiti, Zied
- In:
Research in international business and finance
62
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014247888
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