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subject:"EU-Staaten"
subject:"Volatility"
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EU-Staaten
Volatility
Estimation
240
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240
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66
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66
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44
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44
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Afonso, António
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Ma, Feng
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Nitzsche, Dirk
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International journal of finance & economics : IJFE
Applied economics
195
Economic modelling
191
CESifo working papers
172
Energy economics
160
International review of economics & finance : IREF
139
Finance research letters
130
Discussion paper / Centre for Economic Policy Research
128
Applied economics letters
127
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123
International review of financial analysis
113
The North American journal of economics and finance : a journal of financial economics studies
109
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105
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104
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104
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103
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94
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93
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93
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92
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88
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85
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85
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84
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83
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82
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77
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75
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64
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62
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54
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52
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51
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1
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:
2
Study of the leading European construction companies using risk factor models
Escribano, Ana
;
Jareño, Francisco
;
Cano, Jose Ángel
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 3386-3402
Persistent link: https://www.econbiz.de/10014327752
Saved in:
3
The short-run and long-run effects of trade openness on financial development : some panel evidence for Europe
Caporale, Guglielmo Maria
;
Sova, Anamaria Diana
;
Sova, …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 3891-3901
Persistent link: https://www.econbiz.de/10014429199
Saved in:
4
From Black Wednesday to Brexit : macroeconomic shocks and correlations of equity returns in France, Germany, Italy, Spain, and the United Kingdom
Gottschalk, Sylvia
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 2843-2873
Persistent link: https://www.econbiz.de/10014327598
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
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:
7
Analysis of stock markets risk spillover with copula models under the background of Chinese financial opening
Du, Jiangze
;
Chen, Xizhuo
;
Gong, Jincheng
;
Lin, Xiao
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 3997-4019
Persistent link: https://www.econbiz.de/10014429264
Saved in:
8
Greek government-debt crisis events and European financial markets : news surprises on Greek bond yields and inter-relations of European financial markets
Gillas, Konstantinos Gkillas
;
Katsiampa, Paraskevi
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 4037-4054
Persistent link: https://www.econbiz.de/10014429282
Saved in:
9
Financial development and business cycle volatility nexus in the UAE : evidence from non-linear regime-shift and asymmetric tests
Abosedra, Salah S.
;
Fakih, Ali
;
Ghosh, Sajal
;
Kanjilal, …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 2729-2741
Persistent link: https://www.econbiz.de/10014327582
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10
Causal relationship among international crude oil, gold, exchange rate, and stock market : fresh evidence from NARDL testing approach
Kumar, Suresh
;
Kumar, Ankit
;
Singh, Gurcharan
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 47-57
Persistent link: https://www.econbiz.de/10014253145
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11
The impact of exchange rate and exchange rate volatility on Mauritius foreign direct investment : a sector-wise analysis
Moraghen, Warren
;
Seetanah, Boopen
;
Sookia, Noor Ul Hacq
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 208-224
Persistent link: https://www.econbiz.de/10014253175
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12
On the nexus of innovation, trade openness, financial development and economic growth in European countries : new perspective from a GMM panel VAR approach
Mtar, Kais
;
Belazreg, Walid
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 766-791
Persistent link: https://www.econbiz.de/10014253299
Saved in:
13
Bayesian non-linear quantile effects on modelling realized kernels
Dong, Manh Cuong
;
Chen, Cathy W. S.
;
Asai, Manabu
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 981-995
Persistent link: https://www.econbiz.de/10014253335
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14
Asymmetric effect of macroeconomic variables on the emerging stock indices : a quantile ARDL approach
Hashmi, Shabir
;
Chang, Bisharat Hussain
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 1006-1024
Persistent link: https://www.econbiz.de/10014253339
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15
Investigating the fluctuations of exchange rate based on monetary-behaviour approach
Tajdini, Saeid
;
Mehrara, Mohsen
;
Taiebnia, Ali
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1242-1249
Persistent link: https://www.econbiz.de/10014253380
Saved in:
16
Do Dow Jones Islamic equity indices undergo speculative pressure? : new insights from a nonlinear and asymmetric analysis
Arfaoui, Mongi
;
Raggad, Bechir
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1582-1601
Persistent link: https://www.econbiz.de/10014253426
Saved in:
17
The euro to dollar exchange rate in the Covid-19 era : evidence from spectral causality and Markov-switching estimation
Konstantakis, Konstantinos N.
;
Melissaropoulos, Ioannis G.
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 2037-2055
Persistent link: https://www.econbiz.de/10014253649
Saved in:
18
Inflation, inflation volatility and terrorism in Africa
Ajide, Kazeem Bello
;
Alimi, Olorunfemi Yasiru
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 493-509
Persistent link: https://www.econbiz.de/10014248120
Saved in:
19
A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market : evidence from over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula E.
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 384-400
Persistent link: https://www.econbiz.de/10012814585
Saved in:
20
The news effects on exchange rate returns and volatility : evidence from Pakistan
Jabeen, Munazza
;
Rashid, Abdul
;
Ihsan, Hajra
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 745-769
Persistent link: https://www.econbiz.de/10012814860
Saved in:
21
Effects of diamond price volatility on stock returns : evidence from a developing economy
Brou, Jean Marcelin Bosson
;
Mougoué, Mbodja
;
Kouassi, …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 1025-1043
Persistent link: https://www.econbiz.de/10012814972
Saved in:
22
Oil price uncertainty and the risk-return relation in stock markets : evidence from oil-importing and oil-exporting countries
He, Zhifang
;
Chen, Jiaqi
;
Zhou, Fangzhao
;
Zhang, Guoqing
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 1154-1172
Persistent link: https://www.econbiz.de/10012815001
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23
Innovation-unemployment nexus : the case of EU countries
Yıldırım, Durmuş Çağrı
;
Yildirim, Seda
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 1208-1219
Persistent link: https://www.econbiz.de/10012815019
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24
A firm level analysis of asymmetric response of U.S. stock returns to exchange rate movements
Salisu, Afees A.
;
Isah, Kazeem
;
Ogbonnaya-Orji, Nnenna
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 1220-1239
Persistent link: https://www.econbiz.de/10012815021
Saved in:
25
Volatility forecasting revisited using Markov-switching with time-varying probability transition
Wang, Jiqian
;
Ma, Feng
;
Liang, Chao
;
Chen, Zhonglu
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 1387-1400
Persistent link: https://www.econbiz.de/10012815077
Saved in:
26
Time-varying roles of housing risk factors in state-level housing markets
Huang, MeiChi
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4660-4683
Persistent link: https://www.econbiz.de/10013461371
Saved in:
27
Forecasting the oil price realized volatility : a multivariate heterogeneous autoregressive model
Tang, Yusui
;
Ma, Feng
;
Zhang, Yaojie
;
Wei, Yu
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4770-4783
Persistent link: https://www.econbiz.de/10013461377
Saved in:
28
Causality and dynamic spillovers among cryptocurrencies and currency markets
Elsayed, Ahmed H.
;
Gozgor, Giray
;
Lau, Chi Keung
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 2026-2040
Persistent link: https://www.econbiz.de/10013184641
Saved in:
29
Yield curve data choice and potential moral hazard : an empirical exercise on pricing callable bonds
Díaz Pérez, Antonio
;
Jareño, Francisco
;
Navarro …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 2124-2145
Persistent link: https://www.econbiz.de/10013184691
Saved in:
30
Forecasting stock market (realized) volatility in the United Kingdom : is there a role of inequality?
Hassani, Hossein
;
Yeganegi, Mohammad Reza
;
Gupta, Rangan
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 2146-2152
Persistent link: https://www.econbiz.de/10013184696
Saved in:
31
Inflation in the G7 and the expected time to reach the reference rate : a nonparametric approach
Cabral, Inês da Cunha
;
Nicolau, João
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 1608-1620
Persistent link: https://www.econbiz.de/10013184363
Saved in:
32
A GARCH approach to model short-term interest rates : evidence from Spanish economy
Sánchez García, Javier
;
Cruz Rambaud, Salvador
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 1621-1632
Persistent link: https://www.econbiz.de/10013184367
Saved in:
33
Momentum crashes and variations to market liquidity
Butt, Hilal Anwar
;
Virk, Nader Shahzad
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 1899-1911
Persistent link: https://www.econbiz.de/10013184407
Saved in:
34
Does crude oil futures price really help to predict spot oil price? : new evidence from density forecasting
Bai, Lan
;
Li, Xiafei
;
Wei, Yu
;
Wei, Guiwu
- In:
International journal of finance & economics : IJFE
27
(
2022
)
3
,
pp. 3694-3712
Persistent link: https://www.econbiz.de/10013330741
Saved in:
35
Equity flows, stock returns and exchange rates
Kanas, Angelos
;
Karkalakos, Sotirios
- In:
International journal of finance & economics : IJFE
22
(
2017
)
2
,
pp. 159-168
Persistent link: https://www.econbiz.de/10011960275
Saved in:
36
On equity risk prediction and tail spillovers
Pouliasis, Panos
;
Kyriakou, Ioannis
;
Papapostolou, Nikos
- In:
International journal of finance & economics : IJFE
22
(
2017
)
4
,
pp. 379-393
Persistent link: https://www.econbiz.de/10011960379
Saved in:
37
Linkages between the US and European stock markets : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
International journal of finance & economics : IJFE
21
(
2016
)
2
,
pp. 143-153
Persistent link: https://www.econbiz.de/10011560168
Saved in:
38
The pass-through of exchange rate in the context of the European sovereign debt crisis
Cheikh, Nidhaleddine Ben
;
Rault, Christophe
- In:
International journal of finance & economics : IJFE
21
(
2016
)
2
,
pp. 154-166
Persistent link: https://www.econbiz.de/10011560178
Saved in:
39
Monetary developments and expansionary fiscal consolidations : evidence from the EMU
Afonso, António
;
Martins, Luís
- In:
International journal of finance & economics : IJFE
21
(
2016
)
3
,
pp. 247-265
Persistent link: https://www.econbiz.de/10011560506
Saved in:
40
International sentiment spillovers in equity returns
Bathia, Deven
;
Bredin, Donal
;
Nitzsche, Dirk
- In:
International journal of finance & economics : IJFE
21
(
2016
)
4
,
pp. 332-359
Persistent link: https://www.econbiz.de/10011698788
Saved in:
41
Fractional integration and asymmetric volatility in European, American and Asian bull and bear markets : application to high-frequency stock data
Yaya, OlaOluwa S.
;
Gil-Alaña, Luis A.
;
Shittu, …
- In:
International journal of finance & economics : IJFE
20
(
2015
)
3
,
pp. 276-290
Persistent link: https://www.econbiz.de/10011348408
Saved in:
42
Modeling volatility spillover effects between developed stock markets and Asian emerging stock markets
Li, Yanan
;
Giles, David E. A.
- In:
International journal of finance & economics : IJFE
20
(
2015
)
2
,
pp. 155-177
Persistent link: https://www.econbiz.de/10011348426
Saved in:
43
Pricing sovereign bond risk in the European Monetary Union area : an empirical envestigation
Afonso, António
;
Arghyrou, Michael Georgiou
; …
- In:
International journal of finance & economics : IJFE
19
(
2014
)
1
,
pp. 49-56
Persistent link: https://www.econbiz.de/10010470962
Saved in:
44
A panel-regressions investigation of exchange rate volatility
Grossmann, Axel
;
Orlov, Alexei G.
- In:
International journal of finance & economics : IJFE
19
(
2014
)
4
,
pp. 303-326
Persistent link: https://www.econbiz.de/10010471892
Saved in:
45
Overcrowding versus liquidity in the euro sovereign bond markets
Coppola, Andrea
;
Girardi, Alessandro
;
Piga, Gustavo
- In:
International journal of finance & economics : IJFE
18
(
2013
)
4
,
pp. 307-318
Persistent link: https://www.econbiz.de/10010355973
Saved in:
46
International stock market indices comovements : a new look
Madaleno, Mara
;
Pinho, Carlos
- In:
International journal of finance & economics : IJFE
17
(
2012
)
1
,
pp. 89-102
Persistent link: https://www.econbiz.de/10009507847
Saved in:
47
Order flow and exchange rate dynamics : an application to emerging markets
Duffuor, Kwabena
;
Marsh, Ian
;
Phylaktis, Kate
- In:
International journal of finance & economics : IJFE
17
(
2012
)
3
,
pp. 290-304
Persistent link: https://www.econbiz.de/10009615676
Saved in:
48
Modelling the bivariate dependence structure of exchange rates before and after the introduction of the Euro : a semi-parametric approach
Boero, Gianna
;
Silvapulle, Paramsothy
;
Tursunalieva, Ainura
- In:
International journal of finance & economics : IJFE
16
(
2011
)
4
,
pp. 357-374
Persistent link: https://www.econbiz.de/10009508876
Saved in:
49
Co-movements between US and UK stock prices : the role of time-varying conditional correlations
Aslanidis, Nektarios
;
Osborn, Denise R.
;
Sensier, Marianne
- In:
International journal of finance & economics : IJFE
15
(
2010
)
4
,
pp. 366-380
Persistent link: https://www.econbiz.de/10008811289
Saved in:
50
Forecasting financial volatility of the Athens stock exchange daily returns : an application of the asymmetric normal mixture GARCH model
Drakos, Anastassios A.
;
Kouretas, Georgios P.
; …
- In:
International journal of finance & economics : IJFE
15
(
2010
)
4
,
pp. 331-350
Persistent link: https://www.econbiz.de/10008811307
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