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isPartOf:"Applied financial economics"
~subject:"Aktienindex"
~subject:"United States"
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Aktienindex
United States
Volatility
265
Volatilität
265
Capital income
78
Kapitaleinkommen
78
Estimation
75
Schätzung
75
Börsenkurs
64
Share price
64
ARCH model
60
ARCH-Modell
60
Aktienmarkt
58
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58
USA
49
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33
Wechselkurs
33
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32
Theory
32
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28
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Stock index
25
Großbritannien
20
United Kingdom
20
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17
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Index-Futures
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Zeitreihenanalyse
14
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13
Japan
13
Spillover effect
13
Spillover-Effekt
13
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13
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English
69
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Butler, Kirt Charles
2
Henry, Ólan Thomas John
2
Niizeki, Mikiyo Kii
2
Okada, Katsushi
2
Sengupta, Jati K.
2
Switzer, Lorne N.
2
Zheng, Yijuan
2
Adrangi, Bahram
1
Ajmi, Ahdi Noomen
1
Aktas, Elvan
1
Alkebäck, Per
1
Ammann, Manuel
1
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1
Arslan, Cem Kaan
1
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1
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1
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1
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1
Blair, Bevan
1
Bollen, Bernard
1
Bredin, Donal
1
Brockman, Paul
1
Caggese, Andrea
1
Cappuccio, Nunzio
1
Carvalho, Ana Filipa
1
Cellini, Roberto
1
Chatrath, Arjun
1
Chiang, Min-Hsien
1
Chowdhury, Mustafa
1
Chuang, I.-yuan
1
Costa, José Sá da
1
Cuccia, Tiziana
1
D'Ouville, Edmond L.
1
Daly, Kevin James
1
Degiannakis, Stavros
1
Dijk, Dick van
1
Dollery, Brian
1
Dunis, Christian
1
Emekter, Riza
1
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Applied financial economics
Working paper / National Bureau of Economic Research, Inc.
175
The journal of futures markets
137
The review of financial studies
82
Journal of banking & finance
69
Discussion paper / Centre for Economic Policy Research
68
The North American journal of economics and finance : a journal of financial economics studies
61
The journal of finance : the journal of the American Finance Association
58
Energy economics
57
International review of financial analysis
56
Finance research letters
53
International review of economics & finance : IREF
53
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
48
Journal of financial and quantitative analysis : JFQA
47
Applied economics
45
Journal of empirical finance
45
Working paper
44
Journal of international financial markets, institutions & money
43
Economic modelling
41
Applied economics letters
37
Journal of financial economics
37
Economics letters
33
Discussion paper / Tinbergen Institute
32
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
32
Finance and economics discussion series
31
Research in international business and finance
31
Journal of econometrics
30
The review of economics and statistics
30
Journal of risk and financial management : JRFM
29
Journal of international money and finance
28
NBER working paper series
27
Econometric Institute research papers
26
Global finance journal
26
Journal of economics & business
26
Journal of money, credit and banking : JMCB
26
The American economic review
25
CESifo working papers
24
The journal of derivatives : the official publication of the International Association of Financial Engineers
24
Journal of economics and finance
22
International Journal of Energy Economics and Policy : IJEEP
21
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ECONIS (ZBW)
69
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1
Modelling the volatility of the Dow Jones Islamic Market World Index using a fractionally integrated time-varying GARCH (FITVGARCH) model
Nasr, Adnen Ben
;
Ajmi, Ahdi Noomen
;
Gupta, Rangan
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 993-1004
Persistent link: https://www.econbiz.de/10010415355
Saved in:
2
The US zero-coupon yield spread as a predictor of excess daily stock market volatility
Li, Matthew C.
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 889-906
Persistent link: https://www.econbiz.de/10010410398
Saved in:
3
Seasonal processes in the Euro-US Dollar daily exchange rate
Cellini, Roberto
;
Cuccia, Tiziana
- In:
Applied financial economics
24
(
2014
)
1/3
,
pp. 161-174
Persistent link: https://www.econbiz.de/10010391453
Saved in:
4
Realized volatility forecasting : empirical evidence from stock market indices and exchange rates
Xiao, Linlan
- In:
Applied financial economics
23
(
2013
)
1/3
,
pp. 57-69
Persistent link: https://www.econbiz.de/10009719037
Saved in:
5
Intertemporal relations between the market volatility index and stock index returns
Sarwar, Ghulam
- In:
Applied financial economics
22
(
2012
)
10/12
,
pp. 899-909
Persistent link: https://www.econbiz.de/10009624959
Saved in:
6
Volatility transmission of swap spreads among the US, Japan and the UK : a cross-correlation function approach
Toyoshima, Yuki
;
Hamori, Shigeyuki
- In:
Applied financial economics
22
(
2012
)
10/12
,
pp. 849-862
Persistent link: https://www.econbiz.de/10009625006
Saved in:
7
Impact of exchange rate volatility on import flows : the case of Malaysia and the United States
Wong, Yii Siing
;
Ho, Chong Mun
;
Dollery, Brian
- In:
Applied financial economics
22
(
2012
)
22/24
,
pp. 2027-2034
Persistent link: https://www.econbiz.de/10009719306
Saved in:
8
Firm debt structure, firm size and risk volatility in US industrial firms
Gander, James P.
- In:
Applied financial economics
22
(
2012
)
4/6
,
pp. 387-393
Persistent link: https://www.econbiz.de/10009581343
Saved in:
9
The smooth transition GARCH model: application to international stock indexes
Khemiri, Rim
- In:
Applied financial economics
21
(
2011
)
7/9
,
pp. 555-562
Persistent link: https://www.econbiz.de/10009153250
Saved in:
10
Estimating the impact of good news on stock market volatility
Malik, Farooq
- In:
Applied financial economics
21
(
2011
)
7/9
,
pp. 545-554
Persistent link: https://www.econbiz.de/10009153251
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