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subject:"Volatility"
isPartOf:"Journal of applied econometrics"
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Journal of applied econometrics
International journal of economics and financial issues : IJEFI
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1
Does exchange rates swings affect trade? : Evidence from an emerging open economy
Gbadebo, Adedeji Daniel
- In:
International journal of economics and financial issues …
13
(
2023
)
1
,
pp. 132-143
Persistent link: https://www.econbiz.de/10014228390
Saved in:
2
Does economic policy uncertainty affect exchange rate in China and Japan? : evidence from threshold cointegration with asymmetric adjustment
El Abed, Riadh
;
Mighri, Zouheir Ahmed
;
Hamouda, …
- In:
International journal of economics and financial issues …
12
(
2022
)
1
,
pp. 28-36
Persistent link: https://www.econbiz.de/10012802921
Saved in:
3
Foreign direct investment and economic growth in Africa : another look from the WAEMU region
M'baye, Cheick Kader
- In:
International journal of economics and financial issues …
13
(
2023
)
2
,
pp. 79-87
Persistent link: https://www.econbiz.de/10014253011
Saved in:
4
The impact of real exchange rate volatility on foreign direct investment inflows in Tunisia
Hniya, Sakli
;
Boubker, Ahlem
;
Mrad, Fatma
;
Nafti, Sawssen
- In:
International journal of economics and financial issues …
11
(
2021
)
5
,
pp. 52-67
Persistent link: https://www.econbiz.de/10012643733
Saved in:
5
Volatility forecasting using hybrid GARCH Neural Network models : the case of the Italian stock market
Kartsonakis Mademlis, Dimitrios
;
Dritsakis, Nikolaos
- In:
International journal of economics and financial issues …
11
(
2021
)
1
,
pp. 49-60
Persistent link: https://www.econbiz.de/10012436893
Saved in:
6
Determinants of capital flight in post war Sierra Leone : an empirical analysis
Tarawalie, Abu Bakarr
;
Jalloh, Talatu
- In:
International journal of economics and financial issues …
11
(
2021
)
2
,
pp. 108-116
Persistent link: https://www.econbiz.de/10012509781
Saved in:
7
The impact of foreign direct investment on the economic growth of Egypt (1980-2018)
Alaa, Safwat
;
Ashraf, Salah
;
Marwa, Elsherif
- In:
International journal of economics and financial issues …
11
(
2021
)
5
,
pp. 74-85
Persistent link: https://www.econbiz.de/10012648250
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8
Identifying exchange rate effects and spillovers of US monetary policy shocks in the presence of time-varying instrument relevance
Liao, Wenting
;
Ma, Jun
;
Zhang, Chengsi
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 989-1006
Persistent link: https://www.econbiz.de/10014474382
Saved in:
9
Regression discontinuity design with multivalued treatments
Caetano, Carolina
;
Caetano, Gregorio
;
Escanciano, Juan …
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 840-856
Persistent link: https://www.econbiz.de/10014432196
Saved in:
10
Oil prices in the real economy
Shu, Haicheng
;
Spencer, Peter D.
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 878-897
Persistent link: https://www.econbiz.de/10014432198
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11
Illiquidity premium and monetary conditions in emerging markets : an empirical examination of Taiwan stock markets
Chen, Chia-Cheng
;
Tai, Chia-Li
;
Liu, Yi-Sheng
- In:
International journal of economics and financial issues …
10
(
2020
)
1
,
pp. 109-117
Persistent link: https://www.econbiz.de/10012151235
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12
Causal relationship between trade openness and economic growth : a panel data analysis of Asian countries
Alam, Khandaker Jahangir
;
Sumon, Khairul Kabir
- In:
International journal of economics and financial issues …
10
(
2020
)
1
,
pp. 118-126
Persistent link: https://www.econbiz.de/10012151237
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13
Tourism led growth hypothesis : has the tourism industry an impact on the economic growth of Sao Tome and Principe?
Costa Ribeiro, Elvira da
;
Wang, Bing
- In:
International journal of economics and financial issues …
10
(
2020
)
1
,
pp. 180-185
Persistent link: https://www.econbiz.de/10012151291
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14
Revisiting the anomalous relationship between inflation and real estate investment trust returns in presence of structural breaks : empirical evidence from the USA and the UK
Das, Mahamitra
;
Sarkar, Nityananda
- In:
International journal of economics and financial issues …
10
(
2020
)
1
,
pp. 250-258
Persistent link: https://www.econbiz.de/10012151329
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15
Terrorism and international tourism nexus: evidence from Pakistan
Rauf, Abdur
;
Siddique, Hafiz Muhammad Abubakar
;
Saleem, …
- In:
International journal of economics and financial issues …
10
(
2020
)
5
,
pp. 387-393
Persistent link: https://www.econbiz.de/10012309836
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16
Information gains from using short-dated options for measuring and forecasting volatility
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of applied econometrics
37
(
2022
)
2
,
pp. 368-391
Persistent link: https://www.econbiz.de/10013165240
Saved in:
17
Commodity prices and inflation risk
Garratt, Anthony
;
Petrella, Ivan
- In:
Journal of applied econometrics
37
(
2022
)
2
,
pp. 392-414
Persistent link: https://www.econbiz.de/10013165243
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18
Common factors of commodity prices
Delle Chiaie, Simona
;
Ferrara, Laurent
;
Giannone, Domenico
- In:
Journal of applied econometrics
37
(
2022
)
3
,
pp. 461-476
Persistent link: https://www.econbiz.de/10013186690
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19
Volatility spillovers among the cryptocurrency time series
Mighri, Zouheir Ahmed
;
Al Saggaf, Majid Ibrahim
- In:
International journal of economics and financial issues …
9
(
2019
)
3
,
pp. 81-90
Persistent link: https://www.econbiz.de/10012149515
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20
Foreign direct investment, growth of output indicators and economic growth in China : empirical evidence on causal links
Caesar, Ayamba Emmanuel
;
Chen, Haibo
;
Udimal, Thomas …
- In:
International journal of economics and financial issues …
8
(
2018
)
3
,
pp. 315-322
Persistent link: https://www.econbiz.de/10011979185
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21
The effects of interest and inflation rates on consumption expenditure : application of consumer spending model
Manasseh, Charles O.
;
Abada, Felicia C.
;
Ogbuabor, …
- In:
International journal of economics and financial issues …
8
(
2018
)
4
,
pp. 32-38
Persistent link: https://www.econbiz.de/10011979284
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22
Asymmetric responses of stock prices to money supply and oil prices shocks in Turkey : new evidence from a nonlinear ARDL approach
Altintas, Halil
;
Yacouba, Kassouri
- In:
International journal of economics and financial issues …
8
(
2018
)
4
,
pp. 45-53
Persistent link: https://www.econbiz.de/10011979306
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23
Causal relations among macroeconomic variables under various exchange rate levels : an implementation of threshold vector autoregression model
Teker, Dilek
;
Teker, Suat
;
Alp, Elçin Aykaç
- In:
International journal of economics and financial issues …
8
(
2018
)
4
,
pp. 177-184
Persistent link: https://www.econbiz.de/10011979485
Saved in:
24
The causal nexus between exports and economic growth : evidence on the role of omitted variables
Keho, Yaya
- In:
International journal of economics and financial issues …
8
(
2018
)
4
,
pp. 335-344
Persistent link: https://www.econbiz.de/10011979633
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25
Trade liberalization and gender wage inequality : panel ARDL approach for emerging economies
Fatema, Farha
;
Li, Zhaohua
;
Islam, Mohammad Monirul
- In:
International journal of economics and financial issues …
8
(
2018
)
1
,
pp. 64-70
Persistent link: https://www.econbiz.de/10011955423
Saved in:
26
Stock prices and real exchange rate movements in the Gulf Cooperation Council
Hassanain, Khalifa
- In:
International journal of economics and financial issues …
7
(
2017
)
1
,
pp. 92-96
Persistent link: https://www.econbiz.de/10011784428
Saved in:
27
The asymmetric effects of real and nominal uncertainty on inflation and output growth : empirical evidence from Bangladesh
Shah, Said Zamin
;
Baharumshah, Ahmad Zubaidi
; …
- In:
International journal of economics and financial issues …
7
(
2017
)
1
,
pp. 377-386
Persistent link: https://www.econbiz.de/10011784532
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28
Investigate the effect of exchange rate volatility on the demand for life insurance in Iran
Hosseinzadeh, Maryam
;
Daei-Karimzadeh, Saeed
- In:
International journal of economics and financial issues …
7
(
2017
)
2
,
pp. 166-174
Persistent link: https://www.econbiz.de/10011786561
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29
Bankruptcy of Lehman Brothers : determinants of cross-country impacts on stock market volatility
Daehwan, Kim
;
Song, Chi-young
- In:
International journal of economics and financial issues …
7
(
2017
)
3
,
pp. 210-219
Persistent link: https://www.econbiz.de/10011819833
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30
The impact of foreign-direct investment on economic growth in Malaysia : the role of financial development
Ghaith Alzaidy
;
Ahmad, Mohd Naseem Niaz
;
Zakaria Lacheheb
- In:
International journal of economics and financial issues …
7
(
2017
)
3
,
pp. 382-388
Persistent link: https://www.econbiz.de/10011819915
Saved in:
31
Causal effects and dynamic relationship between exchange rate volatility and economic development in Liberia
Gbatu, Abimelech Paye
;
Wang, Zhen
;
Wesseh, Presley K.
; …
- In:
International journal of economics and financial issues …
7
(
2017
)
4
,
pp. 119-131
Persistent link: https://www.econbiz.de/10011823182
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32
The relationship between elastic money growth and prices in countries with the largest money stock : an econometric review
Durani, Farah
- In:
International journal of economics and financial issues …
7
(
2017
)
4
,
pp. 262-269
Persistent link: https://www.econbiz.de/10011824259
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33
Granger causality between exchange rate and stock price : a Toda Yamamoto approach
Siami-Namini, Sima
- In:
International journal of economics and financial issues …
7
(
2017
)
4
,
pp. 603-607
Persistent link: https://www.econbiz.de/10011824384
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34
Causality between defence spending and economic growth in sub-Saharan Africa : evidence on a controversial empirical issue
Masih, Zahra Naoar
- In:
International journal of economics and financial issues …
7
(
2017
)
5
,
pp. 169-177
Persistent link: https://www.econbiz.de/10011843781
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35
Inflation and inflation uncertainty nexus in Kuwait : a GARCH modeling approach
Al-Zuhd, Tariq A. H.
;
Saleh, Mohammad H.
- In:
International journal of economics and financial issues …
7
(
2017
)
5
,
pp. 198-203
Persistent link: https://www.econbiz.de/10011843855
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36
Toda-Yamamoto causality test between inflation and nominal interest rates : evidence from three countries of Europe
Dritsaki, Chaido
- In:
International journal of economics and financial issues …
7
(
2017
)
6
,
pp. 120-129
Persistent link: https://www.econbiz.de/10011948274
Saved in:
37
Estimation of volatility and correlation with multivariate generalized autoregressive conditional heteroskedasticity models : an application to Moroccan stock markets
Belasri, Yassine
;
Ellaia, Rachid
- In:
International journal of economics and financial issues …
7
(
2017
)
2
,
pp. 384-396
Persistent link: https://www.econbiz.de/10011789279
Saved in:
38
Examining the causal linkages among domestic investment, FDI, trade, interest rate and economic growth in ASEAN-5 countries
Tan, Bee Wah
;
Tang, Chor Foon
- In:
International journal of economics and financial issues …
6
(
2016
)
1
,
pp. 214-220
Persistent link: https://www.econbiz.de/10011695255
Saved in:
39
Pricing of risk, various volatility dynamics and macroeconomic exposure of firm returns : new evidence on age effect
Khan, Faisal
;
Saif-Ur-Rehman, Khan
;
Khan, Hashim
- In:
International journal of economics and financial issues …
6
(
2016
)
2
,
pp. 551-561
Persistent link: https://www.econbiz.de/10011697042
Saved in:
40
Exploration of the foreign exchange forward premiums and the spot exchange return : a multivariate approach
Hamzaoui, Nessrine
;
Regaieg, Boutheina
- In:
International journal of economics and financial issues …
6
(
2016
)
2
,
pp. 694-702
Persistent link: https://www.econbiz.de/10011697286
Saved in:
41
Retailer value-at-risk in interconnected power markets : an Australian empirical analysis
Handika, Rangga
;
Triandaru, Sigit
- In:
International journal of economics and financial issues …
6
(
2016
)
6
,
pp. 6-9
Persistent link: https://www.econbiz.de/10011782375
Saved in:
42
The Glosten-Jagannathan-Runkle-Generalized Autoregressive Conditional Heteroscedastic approach to investigating the foreign exchange forward premium volatility
Hamzaoui, Nessrine
;
Regaieg, Boutheina
- In:
International journal of economics and financial issues …
6
(
2016
)
4
,
pp. 1608-1615
Persistent link: https://www.econbiz.de/10011775273
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43
Random or deterministic? : evidence from Indian stock market
Bora, Ivani
;
Tripathy, Nalini Prava
- In:
International journal of economics and financial issues …
6
(
2016
)
4
,
pp. 1716-1721
Persistent link: https://www.econbiz.de/10011775340
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44
A generalized autoregressive conditional heteroskedasticity examination of the relationship between trading volume and conditional volatility in the Tunisian stock market : evidenc...
Belhaj, Fethi
;
Abaoub, Ezzeddine
- In:
International journal of economics and financial issues …
5
(
2015
)
2
,
pp. 354-364
Persistent link: https://www.econbiz.de/10011453520
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45
Asymmetric GARCH value-at-risk over MSCI in financial crisis
Huang, Han-Ching
;
Su, Yong-chern
;
Tsui, Jen-Tien
- In:
International journal of economics and financial issues …
5
(
2015
)
2
,
pp. 390-398
Persistent link: https://www.econbiz.de/10011453527
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46
Does the financial development spur export performance? : evidence from Turkish firm-level Data
Coban, Serap
- In:
International journal of economics and financial issues …
5
(
2015
)
2
,
pp. 434-440
Persistent link: https://www.econbiz.de/10011453550
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47
Financial and monetary reforms and the finance-growth relationship in Zimbabwe
Tyavambiza, Takawira
;
Nyangara, Davis
- In:
International journal of economics and financial issues …
5
(
2015
)
2
,
pp. 590-602
Persistent link: https://www.econbiz.de/10011453674
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48
Diversified currency holdings and exchange rate dynamics
Lai, Chung-Fu
;
Tsai, Shan-Kai
- In:
International journal of economics and financial issues …
5
(
2015
)
3
,
pp. 678-689
Persistent link: https://www.econbiz.de/10011454172
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49
The relationship between inflation and its uncertainty : evidence from Jordan
Ananzeh, Izz Eddien Naif
- In:
International journal of economics and financial issues …
5
(
2015
)
4
,
pp. 929-932
Persistent link: https://www.econbiz.de/10011455307
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50
Human capital-economic growth nexus in Africa : heterogeneous panel causality approach
Anoruo, Emmanuel
;
Elike, Uchenna
- In:
International journal of economics and financial issues …
5
(
2015
)
4
,
pp. 1017-1023
Persistent link: https://www.econbiz.de/10011455359
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