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isPartOf:"Journal of econometrics"
~isPartOf:"The European journal of finance"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Aktienmarkt"
~subject:"Konjunktur"
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Search: subject_exact:"Volatility"
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Aktienmarkt
Konjunktur
Volatility
940
Volatilität
940
Theorie
344
Theory
344
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229
Estimation
229
Schätzung
229
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229
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209
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209
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Bekaert, Geert
4
Jaimovich, Nir
4
Schwert, George William
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Diebold, Francis X.
3
Fernández-Villaverde, Jesús
3
Guerrón-Quintana, Pablo A.
3
Harvey, Campbell R.
3
Perri, Fabrizio
3
Ramey, Valerie A.
3
Razin, Asaf
3
Rubio-Ramírez, Juan Francisco
3
Bachmann, Ruediger
2
Banerjee, Anindya
2
Ben-David, Itzhak
2
Bollerslev, Tim
2
Caballero, Ricardo J.
2
Campbell, John Y.
2
Dew-Becker, Ian
2
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2
Farmer, Roger E. A.
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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
Ohanian, Lee E.
2
Perez de Gracia, Fernando
2
Pierdzioch, Christian
2
Rebelo, Sérgio
2
Rose, Andrew
2
Santa-Clara, Pedro
2
Siu, Henry E.
2
Tong, Hui
2
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2
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Journal of econometrics
The European journal of finance
Working paper / National Bureau of Economic Research, Inc.
Finance research letters
156
International review of financial analysis
115
Energy economics
106
NBER working paper series
106
The North American journal of economics and finance : a journal of financial economics studies
103
International review of economics & finance : IREF
97
Applied economics
92
Economic modelling
91
Research in international business and finance
90
NBER Working Paper
88
Journal of international financial markets, institutions & money
75
Applied economics letters
66
Pacific-Basin finance journal
65
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62
Discussion paper / Centre for Economic Policy Research
61
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
59
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
57
Journal of risk and financial management : JRFM
57
Economics letters
52
Journal of banking & finance
52
Journal of empirical finance
49
CESifo working papers
43
Global finance journal
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International journal of finance & economics : IJFE
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Working paper
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37
Journal of international money and finance
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International Journal of Energy Economics and Policy : IJEEP
35
Finance India : the quarterly journal of Indian Institute of Finance
34
Emerging markets review
30
Investment management and financial innovations
30
Journal of economic dynamics & control
30
Cogent economics & finance
29
International journal of economics and financial issues : IJEFI
28
Journal of financial economics
28
Macroeconomic dynamics
28
Journal of forecasting
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ECONIS (ZBW)
148
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1
Are fund managers incentivised to ignore stock market jumps?
Chondrogiannis, Ilias
;
Freeman, Mark
;
Vivian, Andrew
- In:
The European journal of finance
29
(
2023
)
15
,
pp. 1793-1823
Persistent link: https://www.econbiz.de/10014388504
Saved in:
2
Analysing emerging market returns with high-frequency data during the global financial crisis of 2007-2009
Yalaman, Abdullah
;
Manahov, Viktor
- In:
The European journal of finance
28
(
2022
)
10
,
pp. 1019-1051
Persistent link: https://www.econbiz.de/10013373360
Saved in:
3
Expected profitability, the 52-week high and the idiosyncratic volatility puzzle
Khasawneh, Maher
;
McMillan, David G.
;
Kambouroudis, Dimos
- In:
The European journal of finance
29
(
2023
)
14
,
pp. 1621-1648
Persistent link: https://www.econbiz.de/10014387954
Saved in:
4
Moments, shocks and spillovers in Markov-switching VAR models
Kole, Erik
;
Dijk, Dick van
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365495
Saved in:
5
The pass-through of uncertainty shocks to households
Di Maggio, Marco
;
Kermani, Amir
;
Ramcharan, Rodney
; …
-
2020
Persistent link: https://www.econbiz.de/10012270676
Saved in:
6
Heterogeneous speculators and stock market dynamics : a simple agent-based computational model
Schmitt, Noemi
;
Schwartz, Ivonne
;
Westerhoff, Frank H.
- In:
The European journal of finance
28
(
2022
)
13/15
,
pp. 1263-1282
Persistent link: https://www.econbiz.de/10013532181
Saved in:
7
The dynamics of price jumps in the stock market : an empirical study on Europe and U.S.
Ferriani, Fabrizio
;
Zoi, Patrick
- In:
The European journal of finance
28
(
2022
)
7
,
pp. 718-742
Persistent link: https://www.econbiz.de/10013373314
Saved in:
8
Shock waves and golden shores : the asymmetric interaction between gold prices and the stock market
Buccioli, Alice
;
Kokholm, Thomas
- In:
The European journal of finance
28
(
2022
)
7
,
pp. 743-760
Persistent link: https://www.econbiz.de/10013373319
Saved in:
9
Financial market risk perceptions and the macroeconomy
Pflueger, Carolin E.
;
Siriwardane, Emil N.
;
Sunderam, Adi
-
2019
Persistent link: https://www.econbiz.de/10012120977
Saved in:
10
Hedging macroeconomic and financial uncertainty and volatility
Dew-Becker, Ian
;
Giglio, Stefano
;
Kelly, Bryan T.
-
2019
Persistent link: https://www.econbiz.de/10012124936
Saved in:
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