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subject:"Volatility"
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Volatility
Time series analysis
Estimation
240
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240
Theorie
66
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66
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44
Volatilität
44
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44
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Gil-Alaña, Luis A.
3
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2
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Hammoudeh, Shawkat
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Ma, Feng
2
Ogbonna, Ahamuefula E.
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1
Arfaoui, Mongi
1
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1
Aslanidis, Nektarios
1
Bai, Lan
1
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1
Bathia, Deven
1
Beine, Michel
1
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1
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1
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International journal of finance & economics : IJFE
Applied economics
208
Economic modelling
191
Energy economics
173
Journal of econometrics
165
Applied economics letters
144
International review of economics & finance : IREF
134
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
130
Finance research letters
126
Economics letters
117
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
115
Working paper
113
CESifo working papers
112
International review of financial analysis
112
The North American journal of economics and finance : a journal of financial economics studies
111
International journal of forecasting
98
Journal of banking & finance
97
Journal of empirical finance
95
Applied financial economics
94
Discussion paper / Tinbergen Institute
94
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90
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88
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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86
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80
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79
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67
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67
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65
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65
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56
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50
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
49
Journal of economic dynamics & control
48
International Journal of Energy Economics and Policy : IJEEP
47
Macroeconomic dynamics
46
International journal of economics and finance
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International journal of economics and financial issues : IJEFI
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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
Trend inflation in Sweden
Österholm, Pär
;
Poon, Aubrey
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 4707-4716
Persistent link: https://www.econbiz.de/10014430060
Saved in:
3
On the persistence of UK inflation : a long-range dependence approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Trani, …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 439-454
Persistent link: https://www.econbiz.de/10012814596
Saved in:
4
Macroeconomic determinants of households' indebtedness in Portugal : what really matters in the era of financialisation?
Romão, Ana
;
Barradas, Ricardo
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 383-401
Persistent link: https://www.econbiz.de/10014469016
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
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
Saved in:
9
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
Saved in:
10
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
Saved in:
11
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
Saved in:
12
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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13
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:
14
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:
15
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:
16
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:
17
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:
18
Modelling cryptocurrency high-low prices using fractional cointegrating VAR
Yaya, OlaOluwa S.
;
Xuan Vinh Vo
;
Ogbonna, Ahamuefula E.
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 489-505
Persistent link: https://www.econbiz.de/10012814609
Saved in:
19
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:
20
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:
21
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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22
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:
23
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
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24
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:
25
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:
26
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:
27
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:
28
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:
29
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:
30
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:
31
Impact of bank capital on non-performing loans : new evidence of concave capital from dynamic panel-data and time series analysis in Malaysia
Yaman Hajja
- In:
International journal of finance & economics : IJFE
27
(
2022
)
3
,
pp. 2921-2948
Persistent link: https://www.econbiz.de/10013329840
Saved in:
32
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:
33
Are the top six cryptocurrencies efficient? : evidence from time-varying long memory
Jena, Sangram Keshari
;
Tiwari, Aviral Kumar
;
Doğan, Buhari
- In:
International journal of finance & economics : IJFE
27
(
2022
)
3
,
pp. 3730-3740
Persistent link: https://www.econbiz.de/10013330753
Saved in:
34
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:
35
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:
36
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:
37
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:
38
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:
39
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:
40
The purchasing power parity hypothesis in the US-China relationship : fractional integration, time variation and data frequency
Gil-Alaña, Luis A.
;
Jiang, Liang
- In:
International journal of finance & economics : IJFE
18
(
2013
)
1
,
pp. 82-92
Persistent link: https://www.econbiz.de/10009721889
Saved in:
41
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:
42
Nonlinearity, macroeconomic factors and the dollar-sterling real exchange rate
Kim, Hyeyoen
- In:
International journal of finance & economics : IJFE
17
(
2012
)
4
,
pp. 337-346
Persistent link: https://www.econbiz.de/10009689481
Saved in:
43
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:
44
Cross-dynamics of exchange rate expectations : a wavelet analysis
Nikkinen, Jussi
;
Pynnönen, Seppo
;
Ranta, Mikko
; …
- In:
International journal of finance & economics : IJFE
16
(
2011
)
3
,
pp. 205-217
Persistent link: https://www.econbiz.de/10009408606
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45
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:
46
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
Saved in:
47
Improving the term structure of interest rates : two-factor models
Gómez-Valle, Lourdes
;
Martínez-Rodríguez, Julia
- In:
International journal of finance & economics : IJFE
15
(
2010
)
3
,
pp. 275-287
Persistent link: https://www.econbiz.de/10008702343
Saved in:
48
Predicting nominal exchange rate movements using skewness information from options prices
Ratcliff, Ryan
- In:
International journal of finance & economics : IJFE
15
(
2010
)
1
,
pp. 75-92
Persistent link: https://www.econbiz.de/10008702364
Saved in:
49
Non-linearities in the relation between the exchange rate and its fundamentals
Altavilla, Carlo
;
De Grauwe, Paul
- In:
International journal of finance & economics : IJFE
15
(
2010
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10008702373
Saved in:
50
Non-linear interest rate dynamics and forecasting : evidence for US and Australian interest rates
McMillan, David G.
- In:
International journal of finance & economics : IJFE
14
(
2009
)
2
,
pp. 139-155
Persistent link: https://www.econbiz.de/10003824095
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