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isPartOf:"Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series"
subject:"Capital income"
~isPartOf:"Applied economics"
~isPartOf:"Research in international business and finance"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
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Capital income
Volatilität
Estimation
1,970
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1,970
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335
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335
USA
262
United States
262
Welt
210
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Umar, Zaghum
7
Zaremba, Adam
7
Gupta, Rangan
6
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5
Aboura, Sofiane
4
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4
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4
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3
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Xuan Vinh Vo
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3
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3
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3
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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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Jammazi, Rania
2
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2
Kang, Sang Hoon
2
Kim, Jong-Min
2
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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
Applied economics
Research in international business and finance
Finance research letters
210
International review of financial analysis
182
Journal of banking & finance
181
International review of economics & finance : IREF
180
Economic modelling
160
Journal of empirical finance
156
Energy economics
152
The North American journal of economics and finance : a journal of financial economics studies
147
Applied financial economics
140
Journal of financial economics
140
Applied economics letters
137
Journal of econometrics
122
Journal of international financial markets, institutions & money
115
Journal of international money and finance
105
The European journal of finance
91
Economics letters
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Pacific-Basin finance journal
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Journal of risk and financial management : JRFM
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Review of quantitative finance and accounting
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International journal of finance & economics : IJFE
70
The journal of futures markets
69
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
64
International journal of economics and finance
63
Management science : journal of the Institute for Operations Research and the Management Sciences
61
International journal of forecasting
57
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Cogent economics & finance
56
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
53
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
50
International journal of economics and financial issues : IJEFI
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Journal of financial markets
50
Quantitative finance
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Journal of forecasting
47
Journal of economic dynamics & control
42
The journal of finance : the journal of the American Finance Association
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Journal of financial and quantitative analysis : JFQA
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ECONIS (ZBW)
300
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1
Modelling profitability of private equity : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451482
Saved in:
2
Revisiting the duration dependence in the US stock market cycles
Zakamulin, Valeriy
- In:
Applied economics
55
(
2023
)
4
,
pp. 357-368
Persistent link: https://www.econbiz.de/10013494428
Saved in:
3
Spillovers from stock markets to currency markets : evidence from Copula-CoVar with time-varying higher moments
Usman, Muhammad
;
Umar, Zaghum
;
Gubareva, Mariya
;
Dang …
- In:
Applied economics
55
(
2023
)
52
,
pp. 6091-6114
Persistent link: https://www.econbiz.de/10014381519
Saved in:
4
Is Bitcoin really a currency? : a viewpoint of a stochastic volatility model
Kunimoto, Noriyuki
;
Kakamu, Kazuhiko
- In:
Applied economics
54
(
2022
)
57
,
pp. 6536-6550
Persistent link: https://www.econbiz.de/10013494160
Saved in:
5
The term structure of yield curve and connectedness among ESG investments
Iqbal, Najaf
;
Umar, Zaghum
;
Ruman, Asif M.
;
Jiang, Shaohua
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014451520
Saved in:
6
Co-movements between heterogeneous crude oil and food markets : does temperature change really matter?
Cao, Yan
;
Cheng, Sheng
;
Li, Xinran
- In:
Research in international business and finance
67
(
2024
)
2
,
pp. 1-15
Persistent link: https://www.econbiz.de/10014451548
Saved in:
7
Dynamic spillover and connectedness in higher moments of European stock sector markets
Nekhili, Ramzi
;
Mensi, Walid
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
Research in international business and finance
68
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014451818
Saved in:
8
Forecasting exchange rate volatility : is economic policy uncertainty better?
Ruan, Qingsong
;
Zhang, Jiarui
;
Lv, Dayong
- In:
Applied economics
56
(
2024
)
13
,
pp. 1526-1544
Persistent link: https://www.econbiz.de/10014473121
Saved in:
9
Flexible markov-switching models with evolving regime-specific parameters : an application to Brazilian business cycles
Gomes, Fábio A.
;
Melo, Lívia C. M.
;
Soave, Gian Paulo
- In:
Applied economics
56
(
2024
)
14
,
pp. 1705-1722
Persistent link: https://www.econbiz.de/10014473203
Saved in:
10
Spillover effects of the US stock market and the predictability of returns : international evidence based on daily data
Wen, Yi-Chieh
;
Li, Bin
;
Chen, Xiaoyue
;
Singh, Tarlok
- In:
Applied economics
55
(
2023
)
45
,
pp. 5251-5266
Persistent link: https://www.econbiz.de/10014335067
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