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subject:"Volatility"
isPartOf:"Journal of applied econometrics"
~isPartOf:"International journal of economics and financial issues : IJEFI"
~subject:"Panel"
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Journal of applied econometrics
International journal of economics and financial issues : IJEFI
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231
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223
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200
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191
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166
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1
Approximating grouped fixed effects estimation via fuzzy clustering regression
Lewis, Daniel J.
;
Melcangi, Davide
;
Pilossoph, Laura
; …
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 1077-1084
Persistent link: https://www.econbiz.de/10014474404
Saved in:
2
Short T dynamic panel data models with individual, time and interactive effects
Hayakawa, Kazuhiko
;
Pesaran, M. Hashem
;
Smith, L. Vanessa
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 940-967
Persistent link: https://www.econbiz.de/10014432201
Saved in:
3
Does external debt affect economic growth : evidence from South Asian countries
Ale, Sonia Afrin
;
Islam, Shafiqul
;
Hazera-Tun-Nessa
- In:
International journal of economics and financial issues …
13
(
2023
)
1
,
pp. 83-88
Persistent link: https://www.econbiz.de/10014228344
Saved in:
4
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:
5
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:
6
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:
7
On export and economic growth : a comparative analysis of Selected West African Countries
Oluwatobi, Adekunle Ahmed
;
Daniel, Gbadebo Adedeji
; …
- In:
International journal of economics and financial issues …
12
(
2022
)
4
,
pp. 106-113
Persistent link: https://www.econbiz.de/10013348487
Saved in:
8
Bayesian estimation of multivariate panel probits with higher-order network interdependence and an application to firms' global market participation in Guangdong
Baltagi, Badi H.
;
Egger, Peter
;
Kesina, Michaela
- In:
Journal of applied econometrics
37
(
2022
)
7
,
pp. 1356-1378
Persistent link: https://www.econbiz.de/10013473983
Saved in:
9
Panel data nowcasting : the case of price-earnings ratios
Babii, Andrii
;
Ball, Ryan T.
;
Ghysels, Eric
;
Striaukas, …
- In:
Journal of applied econometrics
39
(
2024
)
2
,
pp. 292-307
Persistent link: https://www.econbiz.de/10014517329
Saved in:
10
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:
11
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
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12
Financial stability and economic growth Nexus : evidence from Sub-Saharan Africa using panel data
Ahulu, Helena
;
MacCarthy, John
;
Muda, Paul
- In:
International journal of economics and financial issues …
11
(
2021
)
4
,
pp. 11-18
Persistent link: https://www.econbiz.de/10012610611
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13
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:
14
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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15
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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16
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
Saved in:
17
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:
18
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
Saved in:
19
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
Saved in:
20
Effects of financial development and institutional quality on the economic growth in the Arabian Gulf states : a panel cointegration analysis
Yahyaoui, Abdelkarim
;
Al Saggaf, Majid Ibrahim
- In:
International journal of economics and financial issues …
9
(
2019
)
1
,
pp. 203-211
Persistent link: https://www.econbiz.de/10012149199
Saved in:
21
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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22
Inward foreign direct investment and welfare nexus : the impact of foreign direct investment on welfare in developing countries
Hossain, Md. Shakib
;
Kamal, Md. Shahin
;
Halim, Md. Rubaeth
- In:
International journal of economics and financial issues …
9
(
2019
)
4
,
pp. 228-240
Persistent link: https://www.econbiz.de/10012150456
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23
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
Saved in:
24
Investigation the correlation between purchasing power parity, per capita gross domestic product and the price level indices with panel data analysis : evidence from New Zealand, U...
Karacan, Rıdvan
;
Kilickan, Zisan
- In:
International journal of economics and financial issues …
8
(
2018
)
6
,
pp. 15-19
Persistent link: https://www.econbiz.de/10011995898
Saved in:
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
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26
The relationship between inflation, exchange rate, and currency substitution : evidence from panel vector error correction model approach
Khaysy Srithilat
;
Sun, Gang
;
Thongphet Chanthanivong
; …
- In:
International journal of economics and financial issues …
8
(
2018
)
2
,
pp. 79-84
Persistent link: https://www.econbiz.de/10011957485
Saved in:
27
Effects of foreign direct investment in Sub-Saharan Africa economic growth : evidence from panel data analysis
Dike, Christie
- In:
International journal of economics and financial issues …
8
(
2018
)
2
,
pp. 255-261
Persistent link: https://www.econbiz.de/10011957625
Saved in:
28
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:
29
Econometrical analysis of the demand for entrance tourism in Kazakhstan
Kuralbayev, Almas
;
Sevim, Burhan
;
Abishev, Nurjan
- In:
International journal of economics and financial issues …
7
(
2017
)
1
,
pp. 262-268
Persistent link: https://www.econbiz.de/10011784510
Saved in:
30
Structural change and economic growth in Schengen region
Mahmood, Tahir
;
Lindén, Mikael
- In:
International journal of economics and financial issues …
7
(
2017
)
1
,
pp. 303-311
Persistent link: https://www.econbiz.de/10011784520
Saved in:
31
The unemployment invariant hypothesis : heterogeneous panel cointegration evidence from U.S. state level data
Palamuleni, Mercy Laita
- In:
International journal of economics and financial issues …
7
(
2017
)
1
,
pp. 414-419
Persistent link: https://www.econbiz.de/10011784543
Saved in:
32
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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33
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
Saved in:
34
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
Saved in:
35
The effect of export, import and investment to economic growth of Riau Islands Indonesia
Kartikasari, Dwi
- In:
International journal of economics and financial issues …
7
(
2017
)
4
,
pp. 663-667
Persistent link: https://www.econbiz.de/10011833692
Saved in:
36
Determinants of growth in SADC countries : a fixed effect vector decomposition approach
Biyase, Mduduzi
;
Rooderick, September
- In:
International journal of economics and financial issues …
7
(
2017
)
4
,
pp. 746-751
Persistent link: https://www.econbiz.de/10011833792
Saved in:
37
Economic freedom indicators and higher education reforms : evaluation and planning internationalization process
Zaman, Khalid
;
Saleem, Muhammad Qaiser
;
Ahmad, Mehboob
; …
- In:
International journal of economics and financial issues …
7
(
2017
)
3
,
pp. 152-160
Persistent link: https://www.econbiz.de/10011811066
Saved in:
38
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:
39
Examınation of the dynamic relationship between poverty and inequality : evidence from Nigeria micro data
Edeme, Richardson Kojo
;
Ogbeide-Osaretin, Evelyn Nwamaka
; …
- In:
International journal of economics and financial issues …
7
(
2017
)
2
,
pp. 518-523
Persistent link: https://www.econbiz.de/10011789350
Saved in:
40
Contribution of cooperative banks to the regional economic growth : empirical evidence from France
El Hancha Sfar, Feiza
;
Ben Ouda, Olfa
- In:
International journal of economics and financial issues …
6
(
2016
)
2
,
pp. 508-514
Persistent link: https://www.econbiz.de/10011697036
Saved in:
41
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:
42
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
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43
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
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44
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
Saved in:
45
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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46
Persistence of individual unemployment in Indonesia : dynamic probit analysis from panel SUSENAS 2008-2010
Pasaribu, Syamsul Hidayat
- In:
International journal of economics and financial issues …
6
(
2016
)
3
,
pp. 1239-1246
Persistent link: https://www.econbiz.de/10011698106
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47
Stock market efficiency promotes economic development : empirical evidence from Africa
Dike, Christie
- In:
International journal of economics and financial issues …
6
(
2016
)
3
,
pp. 1287-1298
Persistent link: https://www.econbiz.de/10011698127
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48
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
Saved in:
49
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
Saved in:
50
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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