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ECONIS (ZBW)
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1
Forecasting exchange rate volatility : is economic policy uncertainty better?
Ruan, Qingsong
;
Zhang, Jiarui
;
Lv, Dayong
- In:
Applied economics
56
(
2024
)
13
,
pp. 1526-1544
Persistent link: https://www.econbiz.de/10014473121
Saved in:
2
Flexible markov-switching models with evolving regime-specific parameters : an application to Brazilian business cycles
Gomes, Fábio A.
;
Melo, Lívia C. M.
;
Soave, Gian Paulo
- In:
Applied economics
56
(
2024
)
14
,
pp. 1705-1722
Persistent link: https://www.econbiz.de/10014473203
Saved in:
3
Exogenous variations in public debt and the private output : addressing country heterogeneity and cross-sectional dependence in a large panel
Carvelli, Gianni
- In:
Applied economics
56
(
2024
)
16
,
pp. 1863-1884
Persistent link: https://www.econbiz.de/10014475182
Saved in:
4
Saving at the top and the long-run relationship between wealth and income inequality
Lieberknecht, Philipp
;
Vermeulen, Philip
- In:
Applied economics
55
(
2023
)
45
,
pp. 5330-5351
Persistent link: https://www.econbiz.de/10014335191
Saved in:
5
Are the shocks of EPU, VIX, and GPR indexes on the oil-stock nexus alike? : a time-frequency analysis
Chen, Xiuwen
- In:
Applied economics
55
(
2023
)
48
,
pp. 5637-5652
Persistent link: https://www.econbiz.de/10014335498
Saved in:
6
International commodity-market tail risk and stock volatility
Zhong, Juandan
;
Long, Huaigang
;
Ma, Feng
;
Wang, Jiqian
- In:
Applied economics
55
(
2023
)
49
,
pp. 5790-5799
Persistent link: https://www.econbiz.de/10014335790
Saved in:
7
Can central bank credibility promote a substitution effect in the monetary transmission mechanism?
Mendonça, Helder Ferreira de
;
Simão Filho, José
; …
- In:
Applied economics
55
(
2023
)
51
,
pp. 5975-5990
Persistent link: https://www.econbiz.de/10014335865
Saved in:
8
Dynamics and synchronization of global equilibrium interest rates
Beyer, Robert
;
Milivojević, Lazar
- In:
Applied economics
55
(
2023
)
28
,
pp. 3195-3214
Persistent link: https://www.econbiz.de/10014299143
Saved in:
9
An empirical examination of the effect of infrastructure on economic development : a large and heterogeneous panel data analysis
Iziga, Jude I.
;
Takagi, Shingo
- In:
Applied economics
55
(
2023
)
28
,
pp. 3255-3270
Persistent link: https://www.econbiz.de/10014299149
Saved in:
10
On stylized facts of cryptocurrencies returns and their relationship with other assets, with a focus on the impact of COVID-19
Cremaschini, Alessandro
;
Punzón, Antonio
;
Martellucci, …
- In:
Applied economics
55
(
2023
)
32
,
pp. 3675-3688
Persistent link: https://www.econbiz.de/10014299197
Saved in:
11
What drives trend-following profits in stocks? : the role of the trading signals' volatility
Zoicas-Ienciu, Adrian
;
Pochea, Maria Miruna
- In:
Applied economics
55
(
2023
)
32
,
pp. 3788-3805
Persistent link: https://www.econbiz.de/10014299215
Saved in:
12
Human capital and the middle-income trap revisited
Jayadevan, C. M.
;
Hoang, Nam
;
Yarram, Subba Reddy
- In:
Applied economics
55
(
2023
)
34
,
pp. 4003-4022
Persistent link: https://www.econbiz.de/10014299411
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13
Inflation and income inequality : does the level of income inequality matter?
Berisha, Edmond
;
Dubey, Ram Sewak
;
Gharehgozli, Orkideh
- In:
Applied economics
55
(
2023
)
37
,
pp. 4319-4330
Persistent link: https://www.econbiz.de/10014301233
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14
Spillover effects among crude oil, carbon, and stock markets : evidence from nonparametric causality-in-quantiles tests
Ren, Xiaohang
;
Dou, Yue
;
Dong, Kangyin
;
Yan, Cheng
- In:
Applied economics
55
(
2023
)
38
,
pp. 4486-4509
Persistent link: https://www.econbiz.de/10014301253
Saved in:
15
Unemployment and COVID-19 : an analysis of change in persistence
Bermejo Muñoz, Lorenzo
;
Malmierca-Ordoqui, Maria
; …
- In:
Applied economics
55
(
2023
)
39
,
pp. 4511-4521
Persistent link: https://www.econbiz.de/10014301998
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16
The dynamic impacts of skewness on the risk-return relationship in the dry bulk spot freight rates and FFAs
Sun, Xiaolin
;
Ma, Jun
;
Guo, Haifeng
;
Liu, Hailong
- In:
Applied economics
55
(
2023
)
18
,
pp. 1991-2004
Persistent link: https://www.econbiz.de/10014294827
Saved in:
17
Modelling and forecasting volatility with high-frequency and VIX information : a component realized EGARCH model with VIX
Wu, Xinyu
;
Xia, Michelle
;
Li, Xindan
- In:
Applied economics
55
(
2023
)
20
,
pp. 2273-2291
Persistent link: https://www.econbiz.de/10014294916
Saved in:
18
Influence of unconventional monetary policy on agricultural commodities futures : network connectedness and dynamic spillovers of returns and volatility
Umar, Zaghum
;
Sayed, Ayesha
;
Gubareva, Mariya
;
Xuan Vinh Vo
- In:
Applied economics
55
(
2023
)
22
,
pp. 2521-2535
Persistent link: https://www.econbiz.de/10014294972
Saved in:
19
Forecasting stock market realized volatility : the role of global terrorist attacks
Wen, Danyan
;
He, Mengxi
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Applied economics
55
(
2023
)
22
,
pp. 2551-2566
Persistent link: https://www.econbiz.de/10014295065
Saved in:
20
Asymmetry in the regimes of inflation and business cycles : the New Keynesian Phillips curve
Abbas, Syed Kanwar
- In:
Applied economics
55
(
2023
)
25
,
pp. 2875-2888
Persistent link: https://www.econbiz.de/10014295396
Saved in:
21
Linear time-varying regression with copula-DCC-asymmetric-GARCH models for volatility : the co-movement between industrial electricity demand and financial factors
Kim, Yunsun
;
Hwang, Sun Young
;
Kim, Jong-Min
;
Kim, Sahm
- In:
Applied economics
55
(
2023
)
3
,
pp. 255-272
Persistent link: https://www.econbiz.de/10013494421
Saved in:
22
A panel threshold VAR with stochastic volatility-in-mean model : an application to the effects of financial and uncertainty shocks in emerging economies
Soave, Gian Paulo
- In:
Applied economics
55
(
2023
)
4
,
pp. 397-431
Persistent link: https://www.econbiz.de/10013494431
Saved in:
23
The tail dependence structure between return and trading volume : an investigation on the Bitcoin market
Chang, Kuang-Liang
- In:
Applied economics
55
(
2023
)
11
,
pp. 1234-1246
Persistent link: https://www.econbiz.de/10013499060
Saved in:
24
The influence of oil, gold and stock market index on US equity sectors
BenSaïda, Ahmed
;
Hernandez, Jose Arreola
;
Litimi, Houda
; …
- In:
Applied economics
54
(
2022
)
6
,
pp. 719-732
Persistent link: https://www.econbiz.de/10012874447
Saved in:
25
Forecasting the volatility of the German stock market : new evidence
Liang, Chao
;
Zhang, Yi
;
Zhang, Yaojie
- In:
Applied economics
54
(
2022
)
9
,
pp. 1055-1070
Persistent link: https://www.econbiz.de/10012875034
Saved in:
26
Liquidity commonality in the cryptocurrency market
Tripathi, Abhinava
;
Dixit, Alok
;
Vipul
- In:
Applied economics
54
(
2022
)
15
,
pp. 1727-1741
Persistent link: https://www.econbiz.de/10012875639
Saved in:
27
Price transmission in European fish markets
Gao, Suikai
;
Bagnarosa, Guillaume
;
Dowling, Michael
; …
- In:
Applied economics
54
(
2022
)
19
,
pp. 2194-2213
Persistent link: https://www.econbiz.de/10012875855
Saved in:
28
Spillovers and portfolio optimization of precious metals and global/regional equity markets
Hernandez, Jose Arreola
;
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
Applied economics
54
(
2022
)
20
,
pp. 2320-2342
Persistent link: https://www.econbiz.de/10012875943
Saved in:
29
Petroleum prices and equity sector returns in petroleum exporting and importing countries : an analysis of volatility transmissions and hedging
Bagirov, Miramir
;
Mateus, Cesario
- In:
Applied economics
54
(
2022
)
23
,
pp. 2610-2626
Persistent link: https://www.econbiz.de/10013171109
Saved in:
30
Exports and firm employment : the roles of R&D and exports to affiliates
Kang, Youngho
;
Whang, Unjung
- In:
Applied economics
54
(
2022
)
30
,
pp. 3426-3438
Persistent link: https://www.econbiz.de/10013410770
Saved in:
31
The determinants of inflation volatility : a panel data analysis for US-product categories
Arespa, Marta
;
González-Alegre, Juan
- In:
Applied economics
54
(
2022
)
35
,
pp. 4060-4083
Persistent link: https://www.econbiz.de/10013410867
Saved in:
32
Estimating an optimal macroeconomic uncertainty index for Australia
Kaya, Havvanur Feyza
;
Tawadros, George B.
- In:
Applied economics
54
(
2022
)
38
,
pp. 4374-4383
Persistent link: https://www.econbiz.de/10013410971
Saved in:
33
Spillovers on sectoral sukuk returns : evidence from country level analysis
Syed Mabruk Billah
;
Balli, Faruk
;
Balli, Hatice Ozer
- In:
Applied economics
54
(
2022
)
38
,
pp. 4402-4432
Persistent link: https://www.econbiz.de/10013410976
Saved in:
34
Time-frequency effect of investor sentiment, economic policy uncertainty, and crude oil on international stock markets : evidence from wavelet quantile analysis
Zhu, Huiming
;
Wu, Hao
;
Ren, Ying-hua
;
Yu, Dongwei
- In:
Applied economics
54
(
2022
)
53
,
pp. 6116-6146
Persistent link: https://www.econbiz.de/10013411351
Saved in:
35
ASEAN-5 forex rates and crude oil : Markov regime-switching analysis
Mukhriz Izraf Azman Aziz
;
Umar, Zaghum
;
Gubareva, Mariya
; …
- In:
Applied economics
54
(
2022
)
54
,
pp. 6234-6253
Persistent link: https://www.econbiz.de/10013411364
Saved in:
36
Does the US stock market information matter for European equity market volatility : a multivariate perspective?
Tang, Yusui
;
Ma, Feng
;
Wahab, M. I. M.
;
Wei, Yu
- In:
Applied economics
54
(
2022
)
58
,
pp. 6726-6743
Persistent link: https://www.econbiz.de/10013494246
Saved in:
37
Realized volatility, jump and beta : evidence from Canadian stock market
Gajurel, Dinesh
;
Chowdhury, Biplob
- In:
Applied economics
53
(
2021
)
55
,
pp. 6376-6397
Persistent link: https://www.econbiz.de/10012697913
Saved in:
38
Prior beliefs in market efficiency and fund cash flows
Ha, Yeonjeong
;
Oh, Haejune
- In:
Applied economics
53
(
2021
)
59
,
pp. 6878-6896
Persistent link: https://www.econbiz.de/10012697980
Saved in:
39
Stochastic volatility forecasting of the Finnish housing market
Dufitinema, Josephine
- In:
Applied economics
53
(
2021
)
1
,
pp. 98-114
Persistent link: https://www.econbiz.de/10012416026
Saved in:
40
High-frequency return and volatility spillovers among cryptocurrencies
Sensoy, Ahmet
;
Silva, Thiago Christiano
;
Corbet, Shaen
; …
- In:
Applied economics
53
(
2021
)
37
,
pp. 4310-4328
Persistent link: https://www.econbiz.de/10012609755
Saved in:
41
Income inequality and the volatility of stock prices
Blau, Benjamin
;
Griffith, Todd
;
Whitby, Ryan J.
- In:
Applied economics
53
(
2021
)
38
,
pp. 4404-4416
Persistent link: https://www.econbiz.de/10012609815
Saved in:
42
SFA robustness to violated distributional assumptions : theory, simulations and empirical evidence
Bělín, Matěj
;
Hanousek, Jan
- In:
Applied economics
53
(
2021
)
39
,
pp. 4544-4559
Persistent link: https://www.econbiz.de/10012609835
Saved in:
43
Decomposing the immigration-trade link using price and quantity margins : the role of education
Ferragina, Anna Maria
;
Iandolo, Stefano
;
Taymaz, Erol
- In:
Applied economics
53
(
2021
)
41
,
pp. 4734-4749
Persistent link: https://www.econbiz.de/10012609873
Saved in:
44
Estimating the money demand function for Saudi Arabia using divisia monetary aggregate
Alkhareif, Ryadh
;
Al Rasasi, Moayad
- In:
Applied economics
53
(
2021
)
42
,
pp. 4823-4834
Persistent link: https://www.econbiz.de/10012609883
Saved in:
45
Non-normal errors or nonlinearity? : performance of unit root tests
Lee, Hyejin
;
Hur, Mansik
- In:
Applied economics
53
(
2021
)
52
,
pp. 6094-6103
Persistent link: https://www.econbiz.de/10012650385
Saved in:
46
The risks of cryptocurrencies with long memory in volatility, non-normality and behavioural insights
Siu, Tak Kuen
- In:
Applied economics
53
(
2021
)
17
,
pp. 1991-2014
Persistent link: https://www.econbiz.de/10012500918
Saved in:
47
Fiscal policy dynamics under a consolidation constraint : evidence from a sign-restricted SVAR with orthogonalized business cycle and monetary policy for Australia
Inchauspe, Julian
- In:
Applied economics
53
(
2021
)
34
,
pp. 3992-4016
Persistent link: https://www.econbiz.de/10012589552
Saved in:
48
Asymmetric volatility spillovers and consumption risk-sharing
Uribe, Jorge
;
Chuliá, Helena
- In:
Applied economics
53
(
2021
)
35
,
pp. 4100-4117
Persistent link: https://www.econbiz.de/10012589560
Saved in:
49
Correlation between Shanghai crude oil futures, stock, foreign exchange, and gold markets : a GARCH-vine-copula method
He, Chaohua
;
Li, Guangchen
;
Fan, Hai
;
Wei, Weixian
- In:
Applied economics
53
(
2021
)
11
,
pp. 1249-1263
Persistent link: https://www.econbiz.de/10012485170
Saved in:
50
Testing for asymmetric employer learning and statistical discrimination
Ge, Suqin
;
Moro, Andrea
;
Zhu, Beibei
- In:
Applied economics
53
(
2021
)
12
,
pp. 1361-1377
Persistent link: https://www.econbiz.de/10012485199
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