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source:"econis"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Time series analysis"
~subject:"Volatilität"
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Time series analysis
Volatilität
Estimation
307
Schätzung
307
Financial crisis
144
Finanzkrise
144
Volatility
133
Börsenkurs
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Gupta, Rangan
9
Wohar, Mark E.
6
Mensi, Walid
5
Pierdzioch, Christian
5
Zhu, Huiming
5
Balcilar, Mehmet
4
Hau, Liya
4
Kang, Sang Hoon
4
McAleer, Michael
4
Chang, Chia-Lin
3
Nonejad, Nima
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Xuan Vinh Vo
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2
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2
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2
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2
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2
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2
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2
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2
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2
Risse, Marian
2
Salisu, Afees A.
2
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1
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1
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1
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1
Al Rababa'a, Abdel Razzaq
1
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1
Al-Jarrah, Idries Mohammad Wanas
1
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The North American journal of economics and finance : a journal of financial economics studies
Applied economics
253
Economic modelling
239
Journal of econometrics
238
Energy economics
220
Finance research letters
189
International review of economics & finance : IREF
182
Applied economics letters
178
International review of financial analysis
166
Economics letters
160
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
160
NBER working paper series
145
Working paper
145
Journal of international money and finance
144
Working paper / National Bureau of Economic Research, Inc.
143
CESifo working papers
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Journal of banking & finance
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NBER Working Paper
133
Research in international business and finance
132
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
126
Applied financial economics
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Journal of international financial markets, institutions & money
125
Discussion paper / Tinbergen Institute
113
International journal of forecasting
111
Journal of empirical finance
110
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
105
Journal of risk and financial management : JRFM
90
Discussion paper / Centre for Economic Policy Research
85
International journal of finance & economics : IJFE
84
Econometric reviews
82
The journal of futures markets
81
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
79
Journal of forecasting
78
The European journal of finance
69
Journal of applied econometrics
68
Pacific-Basin finance journal
64
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
62
IMF working papers
61
International journal of economics and finance
61
Journal of economic dynamics & control
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ECONIS (ZBW)
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1
Volatility spillovers among the U.S. and Asian stock markets : a comparison between the periods of Asian currency crisis and subprime credit crisis
Lien, Da-hsiang Donald
;
Lee, Geul
;
Li, Yang
;
Zhang, Yuyin
- In:
The North American journal of economics and finance : a …
46
(
2018
),
pp. 187-201
Persistent link: https://www.econbiz.de/10012036617
Saved in:
2
Exchange rate dynamics and US dollar-denominated sovereign bond prices in emerging markets
Hui, Cho H.
;
Lo, Chi-Fai
;
Chau, Po-Hon
- In:
The North American journal of economics and finance : a …
44
(
2018
),
pp. 109-128
Persistent link: https://www.econbiz.de/10012036515
Saved in:
3
Time-varying effects of macroeconomic news on
euro
-dollar returns
Ben Omrane, Walid
;
Savaser, Tanseli
;
Welch, Robert L.
; …
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012201385
Saved in:
4
On the informational efficiency of S&P500 implied volatility
Becker, Ralf
;
Clements, Adam
;
White, Scott I.
- In:
The North American journal of economics and finance : a …
17
(
2006
)
2
,
pp. 139-153
Persistent link: https://www.econbiz.de/10003334337
Saved in:
5
Do terror attacks affect the dollar-pound exchange rate? : a nonparametric causality-in-quantiles analysis
Balcilar, Mehmet
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
The North American journal of economics and finance : a …
41
(
2017
),
pp. 44-56
Persistent link: https://www.econbiz.de/10011878932
Saved in:
6
Forecasting risk in the US Dollar exchange rate under volatility shifts
Anjum, Hassan
;
Malik, Farooq
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012664814
Saved in:
7
Determining hedges and safe havens for stocks using interval analysis
Chang, Meng-Shiuh
;
Ju, Peijie
;
Liu, Yilei
;
Hsueh, Shao-Chieh
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-31
Persistent link: https://www.econbiz.de/10013449302
Saved in:
8
Why cryptocurrency markets are inefficient : the impact of liquidity and volatility
Al-Yahyaee, Khamis Hamed
;
Mensi, Walid
;
Ko, Hee-Un
; …
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012654953
Saved in:
9
Fractional integration in daily stock market indices at Jordan's Amman stock exchange
Al-Shboul, Mohammad
;
Anwar, Sajid
- In:
The North American journal of economics and finance : a …
37
(
2016
),
pp. 16-37
Persistent link: https://www.econbiz.de/10011672875
Saved in:
10
Do the emerging stock markets react to international economic policy uncertainty, geopolitical risk and financial stress alike?
Das, Debojyoti
;
Kannadhasan, M.
;
Bhattacharyya, Malay
- In:
The North American journal of economics and finance : a …
48
(
2019
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012120169
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