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Aktienindex
Volatility
398
Volatilität
398
Börsenkurs
134
Share price
134
Capital income
124
Kapitaleinkommen
124
Aktienmarkt
112
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112
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104
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104
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102
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102
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71
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71
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International review of financial analysis
Applied financial economics
25
The North American journal of economics and finance : a journal of financial economics studies
23
The journal of futures markets
22
International review of economics & finance : IREF
20
Finance research letters
19
Applied economics letters
17
Journal of banking & finance
17
Journal of risk and financial management : JRFM
17
Applied economics
16
Journal of international financial markets, institutions & money
15
Discussion paper / Tinbergen Institute
13
Economic modelling
13
Finance India : the quarterly journal of Indian Institute of Finance
12
Energy economics
11
International Journal of Energy Economics and Policy : IJEEP
11
Research in international business and finance
11
The empirical economics letters : a monthly international journal of economics
11
International journal of forecasting
10
Journal of empirical finance
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Pacific-Basin finance journal
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Review of Pacific Basin financial markets and policies
8
Econometric Institute research papers
7
Economics letters
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7
Afro-Asian Journal of Finance and Accounting : AAJFA
6
Econometric reviews
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Research bulletin / The Institute of Cost Accountants of India
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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CESifo working papers
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1
The asymmetric volatility spillover across Shanghai, Hong Kong and the U.S. stock markets : a regime weighted measure and its forecast inference
Sheng, Lin Wen
;
Uddin, Mohammed Gazi Salah
;
Sen, Ding
; …
- In:
International review of financial analysis
91
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014446963
Saved in:
2
Volatility spillovers across NFTs news attention and financial markets
Wang, Yizhi
- In:
International review of financial analysis
83
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013460887
Saved in:
3
Volatility spillover and investment strategies among sustainability-related financial indexes : evidence from the DCC-GARCH-based dynamic connectedness and DCC-GARCH t-copula appro...
Zhang, Wenting
;
He, Xie
;
Hamori, Shigeyuki
- In:
International review of financial analysis
83
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013454962
Saved in:
4
VIX and liquidity premium
Bams, Dennis
;
Honarvar, Iman
- In:
International review of financial analysis
74
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012803753
Saved in:
5
Intraday indirect arbitrage between European index ETFs
Bassiouny, Aliaa
;
Tooma, Eskandar A.
- In:
International review of financial analysis
75
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012804074
Saved in:
6
VCRIX : a volatility index for crypto-currencies
Kim, Alisa
;
Trimborn, Simon
;
Härdle, Wolfgang
- In:
International review of financial analysis
78
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013254312
Saved in:
7
Which sentiment index is more informative to forecast stock market volatility? : evidence from China
Liang, Chao
;
Tang, Linchun
;
Li, Yan
;
Wei, Yu
- In:
International review of financial analysis
71
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012437093
Saved in:
8
Forecasting implied volatility risk indexes : international evidence using Hammerstein-ARX approach
Tissaoui, Kais
- In:
International review of financial analysis
64
(
2019
),
pp. 232-249
Persistent link: https://www.econbiz.de/10012208480
Saved in:
9
Time varying volatility indices and their determinants : evidence from developed and emerging stock markets
Prasad, Nalin
;
Grant, Andrew
;
Kim, Suk-Joong
- In:
International review of financial analysis
60
(
2018
),
pp. 115-126
Persistent link: https://www.econbiz.de/10012007551
Saved in:
10
Multiple-days-ahead value-at-risk and expected shortfall forecasting for stock indices, commodities and exchange rate : inter-day versus intra-day data
Degiannakis, Stavros
;
Potamia, Artemis
- In:
International review of financial analysis
49
(
2017
),
pp. 176-190
Persistent link: https://www.econbiz.de/10011741290
Saved in:
11
Intra- and inter-regional return and volatility spillovers across emerging and developed markets : evidence from stock indices and stock index futures
Yarovaya, Larisa
;
Brzeszczyński, Janusz
;
Lau, Chi Keung
- In:
International review of financial analysis
43
(
2016
),
pp. 96-114
Persistent link: https://www.econbiz.de/10011623719
Saved in:
12
Implied volatility index for the Norwegian equity market
Bugge, Sebastian A.
;
Guttormsen, Haakon J.
;
Molnár, Peter
- In:
International review of financial analysis
47
(
2016
),
pp. 133-141
Persistent link: https://www.econbiz.de/10011624091
Saved in:
13
Asymmetries of the intraday return-volatility relation
Badshah, Ihsan Ullah
;
Frijns, Bart
;
Knif, Johan
; …
- In:
International review of financial analysis
48
(
2016
),
pp. 182-192
Persistent link: https://www.econbiz.de/10011624483
Saved in:
14
Cross-market volatility index with Factor-DCC
Aboura, Sofiane
;
Chevallier, Julien
- In:
International review of financial analysis
42
(
2015
),
pp. 132-140
Persistent link: https://www.econbiz.de/10011573356
Saved in:
15
Do stylized facts of equity-based volatility indices apply to fixed-income volatility indices? Evidence from the US Treasury market
López, Raquel
- In:
International review of financial analysis
42
(
2015
),
pp. 292-303
Persistent link: https://www.econbiz.de/10011573500
Saved in:
16
Spillover of fear : evidence from the stock markets of five developed countries
Tsai, I-C.
- In:
International review of financial analysis
33
(
2014
),
pp. 281-288
Persistent link: https://www.econbiz.de/10010520408
Saved in:
17
Price and volatility spillovers across North American, European and Asian stock markets
Singh, Priyanka D.
;
Kumar, Brajesh
;
Pandey, Ajay
- In:
International review of financial analysis
19
(
2010
)
1
,
pp. 55-64
Persistent link: https://www.econbiz.de/10008668720
Saved in:
18
The distribution of realized variances : marginal behaviors, asymmetric dependence and contagion effects
Ané, Thierry
;
Métais, Carole
- In:
International review of financial analysis
18
(
2009
)
3
,
pp. 134-150
Persistent link: https://www.econbiz.de/10003880027
Saved in:
19
Noise, equity prices, and hedging : a new approach
Bertus, Mark
;
Godbey, Jonathan
;
Hinkelmann, Christoph
; …
- In:
International review of financial analysis
17
(
2008
)
5
,
pp. 886-902
Persistent link: https://www.econbiz.de/10003792315
Saved in:
20
The war on terror and its impact on the long-term volatility of financial markets
Fernández, Viviana
- In:
International review of financial analysis
17
(
2008
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10003765173
Saved in:
21
Evidence of an asymmetry in the relationship between volatility and autocorrelation
McKenzie, Michael D.
;
Kim, Suk-Joong
- In:
International review of financial analysis
16
(
2007
)
1
,
pp. 22-40
Persistent link: https://www.econbiz.de/10003407485
Saved in:
22
Stock market dynamics in a regime-switching asymmetric power GARCH model
Ané, Thierry
;
Ureche-Rangau, Loredana
- In:
International review of financial analysis
15
(
2006
)
2
,
pp. 109-129
Persistent link: https://www.econbiz.de/10003320645
Saved in:
23
Macroeconomic announcements, volatility, and interrelationships : an examination of the UK interest rate and equity markets
Jones, Brad
;
Lin, Chien-ting
;
Masih, Abdul Mansur M.
- In:
International review of financial analysis
14
(
2005
)
3
,
pp. 356-375
Persistent link: https://www.econbiz.de/10002960573
Saved in:
24
Structural models: intra- inter-day volatility transmission and spillover persistence of the HSI, HSIF and S&P500 futures
Gannon, Gerard L.
- In:
International review of financial analysis
7
(
1998
)
1
,
pp. 19-36
Persistent link: https://www.econbiz.de/10001252958
Saved in:
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