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~isPartOf:"International review of economics & finance : IREF"
~subject:"Estimation"
~subject:"Index-Futures"
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Search: subject_exact:"Volatility"
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Estimation
Index-Futures
Volatility
338
Volatilität
338
Börsenkurs
112
Share price
112
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110
Capital income
104
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104
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Xuan Vinh Vo
4
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International review of economics & finance : IREF
Energy economics
143
Applied economics
133
Finance research letters
125
The journal of futures markets
122
Economic modelling
119
International review of financial analysis
116
The North American journal of economics and finance : a journal of financial economics studies
103
Journal of econometrics
102
Journal of banking & finance
98
Applied financial economics
90
Journal of empirical finance
86
Working paper / National Bureau of Economic Research, Inc.
83
Applied economics letters
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NBER working paper series
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Journal of international financial markets, institutions & money
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Research in international business and finance
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Journal of risk and financial management : JRFM
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Discussion paper / Centre for Economic Policy Research
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The European journal of finance
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International journal of forecasting
47
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
44
International journal of finance & economics : IJFE
44
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
43
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Pacific-Basin finance journal
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International Journal of Energy Economics and Policy : IJEEP
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Journal of financial economics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Quantitative finance
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International journal of economics and finance
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Journal of economic dynamics & control
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ECONIS (ZBW)
126
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1
Are REITS hedge or safe haven against oil price fall?
Hanif, Waqas
;
Andraz, Jorge M.
;
Gubareva, Mariya
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014446404
Saved in:
2
A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets
Manner, Hans
;
Rodriguez, Gabriel
;
Stöckler, Florian
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1385-1403
Persistent link: https://www.econbiz.de/10014446630
Saved in:
3
How does oil market volatility impact mutual fund performance?
Alsubaiei, Bader Jawid
;
Calice, Giovanni
;
Vivian, Andrew
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1601-1621
Persistent link: https://www.econbiz.de/10014446642
Saved in:
4
Mechanisms of overpricing : An investigation on momentum crashes
Huang, Alex
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 118-142
Persistent link: https://www.econbiz.de/10014446417
Saved in:
5
On the conditional performance of the IVOL anomaly
Wang, Jianqiu
;
Wu, Ke
;
Pan, Jiening
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 337-350
Persistent link: https://www.econbiz.de/10014446453
Saved in:
6
Liquidity and realized volatility prediction in Chinese stock market : a time-varying transitional dynamic perspective
Xu, Yanyan
;
Liu, Jing
;
Ma, Feng
;
Chu, Jielei
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 543-560
Persistent link: https://www.econbiz.de/10014446494
Saved in:
7
Output volatility and exchange rates : New evidence from the updated de facto exchange rate regime classifications
Da̜browski, Marek A.
;
Papież, Monika
;
Śmiech, Sławomir
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 894-908
Persistent link: https://www.econbiz.de/10014446609
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8
The impact of retail investor sentiment on the conditional volatility of stocks and bonds : evidence from the Tel-Aviv stock exchange
Hadad, Elroi
;
Kedar-Levy, Haim
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1303-1313
Persistent link: https://www.econbiz.de/10014446625
Saved in:
9
Do the dynamics of macroeconomic attention drive the yen/dollar exchange market volatility?
Luo, Tao
;
Sun, Huaping
;
Zhang, Lixia
;
Bai, Jiancheng
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 597-611
Persistent link: https://www.econbiz.de/10014446795
Saved in:
10
Forecasting stock market realized volatility : the role of investor attention to the price of petroleum products
Li, Dakai
- In:
International review of economics & finance : IREF
90
(
2024
),
pp. 115-122
Persistent link: https://www.econbiz.de/10014446891
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