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type_genre:"Article in journal"
subject:"Volatilität"
~isPartOf:"Emerging markets, finance and trade : EMFT"
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Volatilität
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148
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Emerging markets, finance and trade : EMFT
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116
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110
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102
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96
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ECONIS (ZBW)
139
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1
Stock market volatility and economic policy uncertainty : new insight into a dynamic threshold mixed-frequency model
Zeng, Qing
;
Tang, Yusui
;
Yang, Hua
;
Zhang, Xi
- In:
Finance research letters
59
(
2024
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014445136
Saved in:
2
Financial shocks, investor sentiment, and heterogeneous firms' output volatility : evidence from credit asset securitization markets
Li, Jia
;
Yang, Jianfei
- In:
Finance research letters
60
(
2024
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014490265
Saved in:
3
The VIX's term structure of individual active stocks
Qadan, Mahmoud
;
David, Or
;
Snunu, Iyad
;
Shuval, Kerem
- In:
Finance research letters
61
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014491016
Saved in:
4
Real stock market returns and inflation : evidence from uncertainty hypotheses
Chiang, Thomas C.
- In:
Finance research letters
53
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472359
Saved in:
5
Geopolitical risk and stock market volatility : a global perspective
Zhang, Yaojie
;
He, Jiaxin
;
He, Mengxi
;
Li, Shaofang
- In:
Finance research letters
53
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014472386
Saved in:
6
The asymmetric effect of geopolitical risk on China's crude oil prices : new evidence from a QARDL approach
Ren, Xiaohang
;
An, Yaning
;
Jin, Chenglu
- In:
Finance research letters
53
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014472429
Saved in:
7
On the efficient synthesis of short financial time series : a Dynamic Factor Model approach
Bitetto, Alessandro
;
Cerchiello, Paola
;
Mertzanis, Charilaos
- In:
Finance research letters
53
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472517
Saved in:
8
The COVID-19 risk in the cross-section of equity options
Jitsawatpaiboon, Kanokrak
;
Ruan, Xinfeng
- In:
Finance research letters
53
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014472524
Saved in:
9
Fresh evidence on the oil-stock interactions under heterogeneous market conditions
Chowdhury, Kushal Banik
;
Garg, Bhavesh
- In:
Finance research letters
54
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472686
Saved in:
10
Measuring systemic risk with high-frequency data : a realized GARCH approach
Chen, Qihao
;
Huang, Zhuo
;
Liang, Fang
- In:
Finance research letters
54
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472723
Saved in:
11
Exchange rate volatility and intraday jump probability with periodicity filters using a local robust variance
Yi, Chae-Deug
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014472978
Saved in:
12
Does solar activity affect the price of crude oil? : a causality and volatility analysis
Daglis, Theodoros
;
Yfanti, Stavroula
;
Xidonas, Panos
; …
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-5
Persistent link: https://www.econbiz.de/10014472998
Saved in:
13
Uncertainties under monetary tightening and easing shocks and different market states
Blampied, Nicolás
;
Mahadeo, Scott Mark Romeo
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014472999
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14
Forecasting stock volatility during the stock market crash period : the role of Hawkes process
Fan, Lina
;
Yang, Hao
;
Zhai, Jia
;
Zhang, Xiaotao
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014473015
Saved in:
15
The volatility of daily tug-of-war intensity and stock market returns
Bai, Fan
;
Zhang, Yaqi
;
Chen, Zhonglu
;
Li, Yan
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014473224
Saved in:
16
Recurrent neural network based parameter estimation of Hawkes model on high-frequency financial data
Lee, Kyungsub
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014473319
Saved in:
17
The characteristics analysis of credit reallocation in China's corporate sector : from the volatility, spatiality, cyclicality and efficiency approach
Li, Xing
;
Ge, Xiangyu
;
Chen, Zhi
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-13
Persistent link: https://www.econbiz.de/10014473339
Saved in:
18
Do extreme range estimators improve realized volatility forecasts? : evidence from G7 Stock Markets
Korkusuz, Burak
;
Kambouroudis, Dimos
;
McMillan, David G.
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473523
Saved in:
19
FTX Collapse and systemic risk spillovers from FTX Token to major cryptocurrencies
Bouri, Elie
;
Kamal, Elham
;
Kinateder, Harald
- In:
Finance research letters
56
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014473652
Saved in:
20
Analyzing commodity futures and stock market indices : hedging strategies using asymmetric dynamic conditional correlation models
Alshammari, Saad
;
Obeid, Hassan
- In:
Finance research letters
56
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014473654
Saved in:
21
The Chinese oil futures volatility : evidence from high-low estimator information
Huang, Xiaozhou
;
Wang, Yubao
;
Song, Juan
- In:
Finance research letters
56
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014473684
Saved in:
22
Twitter matters for metaverse stocks amid economic uncertainty
Aysan, Ahmet Faruk
;
Batten, Jonathan A.
;
Gozgor, Giray
; …
- In:
Finance research letters
56
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014473687
Saved in:
23
An Investigation of the nonlinear and asymmetric spillover effects of U.S. economic policy uncertainty on bond return vlatility of emerging markets
Xue, Wenjun
;
Wang, Feifei
- In:
Emerging markets, finance and trade : EMFT
59
(
2023
)
11
,
pp. 3487-3515
Persistent link: https://www.econbiz.de/10014384427
Saved in:
24
A study of Bitcoin-based intraday volatility forecasting for cross-market spreads
Yang, Longguang
;
Hou, Fengshuang
;
Shi, Huihong
- In:
Emerging markets, finance and trade : EMFT
59
(
2023
)
14
,
pp. 3941-3951
Persistent link: https://www.econbiz.de/10014419375
Saved in:
25
Is the Kimchi premium a speculative bubble?
Ok, Hyunmin
;
Kim, Jinyong
;
Kim, Yongsik
- In:
Finance research letters
57
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014513401
Saved in:
26
Tail risk forecasting of realized volatility CAViaR models
Chen, Cathy W. S.
;
Hsu, Hsiao-Yun
;
Watanabe, Toshiaki
- In:
Finance research letters
51
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014304842
Saved in:
27
Testing explosive bubbles with time-varying volatility : the case of Spanish public debt
Esteve García, Vicente
;
Prats Albentosa, María Asuncíon
- In:
Finance research letters
51
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014304848
Saved in:
28
Forecasting volatilities of Asian markets using U.S. macroeconomic variables
Tzeng, Kae-Yih
- In:
Emerging markets, finance and trade : EMFT
59
(
2023
)
3
,
pp. 676-687
Persistent link: https://www.econbiz.de/10013548092
Saved in:
29
Economic evaluation of dynamic hedging strategies using high-frequency data
Lai, Yu-Sheng
- In:
Finance research letters
57
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014517872
Saved in:
30
Price discovery in the volatility index option market : a univariate GARCH approach
Venter, Pierre J
;
Maré, E.
- In:
Finance research letters
44
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014494881
Saved in:
31
Measurement of individual investor sentiment and its application : evidence from Chinese stock message board
Huang, Chuangxia
;
Wen, Shigang
;
Yang, Xin
;
Cao, Jinde
; …
- In:
Emerging markets, finance and trade : EMFT
58
(
2022
)
3
,
pp. 681-691
Persistent link: https://www.econbiz.de/10012821597
Saved in:
32
The dynamic correlation between China's policy uncertainty and the crude oil market : a time-varying analysis
Wang, En-Ze
;
Lee, Chien-chiang
- In:
Emerging markets, finance and trade : EMFT
58
(
2022
)
3
,
pp. 692-709
Persistent link: https://www.econbiz.de/10012821599
Saved in:
33
Time-varying and asymmetric impact of exchange rate on oil prices in India : evidence from a multiple threshold nonlinear ARDL model
Jalal, Rubia
;
Gopinathan, R.
- In:
Finance research letters
50
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014245337
Saved in:
34
Asymmetric dynamic spillover effect between cryptocurrency and China's financial market : evidence from TVP-VAR based connectedness approach
Cao, Guangxi
;
Xie, Wenhao
- In:
Finance research letters
49
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013478628
Saved in:
35
Volatility level dependence and linear-rational term structure models
Backwell, Alex
;
Ramnarayan, Kalind
- In:
Emerging markets, finance and trade : EMFT
58
(
2022
)
13
,
pp. 3622-3638
Persistent link: https://www.econbiz.de/10013462321
Saved in:
36
Does economic policy uncertainty affect green bond markets? : evidence from wavelet-based quantile analysis
Wei, Ping
;
Qi, Yinshu
;
Ren, Xiaohang
;
Duan, Kun
- In:
Emerging markets, finance and trade : EMFT
58
(
2022
)
15
,
pp. 4375-4388
Persistent link: https://www.econbiz.de/10013463067
Saved in:
37
LSTM forecasting foreign exchange rates using limit order book
Ito, Katsuki
;
Iima, Hitoshi
;
Kitamura, Yoshihiro
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10013455587
Saved in:
38
Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX : evidence using Markov-switching copulas
Abakah, Emmanuel Joel Aikins
;
Tiwari, Aviral Kumar
; …
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013455804
Saved in:
39
Time-varying pricing of risk in sovereign bond futures returns
Malinská, Barbora
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10013455827
Saved in:
40
Oil futures volatility predictability : evidence based on Twitter-based uncertainty
Lang, Qiaoqi
;
Lu, Xinjie
;
Ma, Feng
;
Huang, Dengshi
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1
Persistent link: https://www.econbiz.de/10013457290
Saved in:
41
Heterogeneous stock traders, endogenous bubbles, and economic fluctuations
He, Yiyao
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10013457686
Saved in:
42
The impact of exchange rate futures fluctuations on macroeconomy : evidence from ten trading market
Yang, Hao-Chang
;
Syarifuddin, Ferry
;
Chang, Chun Ping
; …
- In:
Emerging markets, finance and trade : EMFT
58
(
2022
)
8
,
pp. 2300-2313
Persistent link: https://www.econbiz.de/10013190360
Saved in:
43
The relationship between trading volume, volatility and returns of Non-Fungible Tokens : evidence from a quantile approach
Yousaf, Imran
;
Yarovaya, Larisa
- In:
Finance research letters
50
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014234114
Saved in:
44
Regime-switching angular correlation diversification
Lee, Hsiang-Tai
- In:
Finance research letters
50
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014234140
Saved in:
45
Decomposing the idiosyncratic volatility anomaly among euro area stocks
Annaert, Jan
;
De Ceuster, Marc J.
;
Van Doninck, Freek
- In:
Finance research letters
47
(
2022
)
2
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013553642
Saved in:
46
Bitcoin volatility predictability : the role of jumps and regimes
Qian, Lihua
;
Wang, Jiqian
;
Ma, Feng
;
Li, Ziyang
- In:
Finance research letters
47
(
2022
)
2
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013553653
Saved in:
47
How does uncertainty affect volatility correlation between financial assets? : evidence from bitcoin, stock and gold
Li, Zheng-Zheng
;
Su, Chi-Wei
;
Zhu, Meng Nan
- In:
Emerging markets, finance and trade : EMFT
58
(
2022
)
9
,
pp. 2682-2694
Persistent link: https://www.econbiz.de/10013354990
Saved in:
48
Does behavioral-motivated volatility effect explain the beta anomaly? : evidence from China
Zhao, Lu
;
Lin, Lei
- In:
Finance research letters
46
(
2022
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10013341295
Saved in:
49
Extreme risk spillover between crude oil price and financial factors
Zhao, Wan-Li
;
Fan, Ying
;
Ji, Qiang
- In:
Finance research letters
46
(
2022
)
1
,
pp. 1-5
Persistent link: https://www.econbiz.de/10013341434
Saved in:
50
Managing downside risk of low-risk anomaly portfolios
Kim, Hyuksoo
;
Kim, Saejoon
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-11
Persistent link: https://www.econbiz.de/10013341589
Saved in:
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