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~isPartOf:"Applied economics letters"
~subject:"GARCH"
~subject:"VAR-Modell"
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Search: subject_exact:"Volatility"
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GARCH
VAR-Modell
Volatility
261
Volatilität
261
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77
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Gupta, Rangan
2
Salisu, Afees A.
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Azhar Mohamad
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Barros Júnior, Fernando Antônio de
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Catalão-Lopes, Margarida
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Choi, Ji-Eun
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1
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1
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MPRA Paper
Applied economics letters
Energy economics
61
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41
The North American journal of economics and finance : a journal of financial economics studies
29
Economics letters
28
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27
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International Journal of Energy Economics and Policy : IJEEP
25
International review of economics & finance : IREF
24
International review of financial analysis
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Research in international business and finance
22
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9
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9
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9
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9
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9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
Finance India : the quarterly journal of Indian Institute of Finance
8
Financial innovation : FIN
8
International journal of economics and finance
8
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
Afro-Asian Journal of Finance and Accounting : AAJFA
7
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
7
Empirical economics : a quarterly journal of the Institute for Advanced Studies
7
Global business review
7
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
7
International journal of financial research
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ECONIS (ZBW)
23
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1
Safe-haven or speculation? : Research on price and risk dynamics of Bitcoin
Liu, Xin
;
Li, Bowen
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 281-287
Persistent link: https://www.econbiz.de/10014468773
Saved in:
2
News implied volatility and aggregate economic activity : evidence from the Japanese government bond market
Goshima, Keiichi
;
Ishijima, Hiroshi
;
Shintani, Mototsugu
- In:
Applied economics letters
31
(
2024
)
6
,
pp. 568-573
Persistent link: https://www.econbiz.de/10014470544
Saved in:
3
Volatility spillovers across financial markets : the role of oil price uncertainty
Lee, Seojin
;
Kim, Young Min
- In:
Applied economics letters
30
(
2023
)
17
,
pp. 2342-2347
Persistent link: https://www.econbiz.de/10014365776
Saved in:
4
Price discovery in bitcoin spot or futures during the Covid-19 pandemic? : Evidence from the time-varying parameter vector autoregressive model with stochastic volatility
Azhar Mohamad
;
Inani, Sarveshwar Kumar
- In:
Applied economics letters
30
(
2023
)
19
,
pp. 2749-2757
Persistent link: https://www.econbiz.de/10014368575
Saved in:
5
Geopolitical risk shocks and the Brazilian economy
Barros Júnior, Fernando Antônio de
;
Gomes, Fábio A.
; …
- In:
Applied economics letters
30
(
2023
)
19
,
pp. 2803-2807
Persistent link: https://www.econbiz.de/10014369477
Saved in:
6
The effect of oil uncertainty shock on real GDP of 33 countries : a global VAR approach
Salisu, Afees A.
;
Gupta, Rangan
;
Olaniran, Abeeb
- In:
Applied economics letters
30
(
2023
)
3
,
pp. 269-274
Persistent link: https://www.econbiz.de/10013553138
Saved in:
7
The causal relationship between economic policy uncertainty and stock indices in OECD and non-OECD countries : evidence from time-varying Granger causality tests on a lag-augmented...
Ono, Hiroshi
- In:
Applied economics letters
30
(
2023
)
5
,
pp. 572-576
Persistent link: https://www.econbiz.de/10013553714
Saved in:
8
Research on dynamic structure of the exchange rate volatility network among the Belt and Road countries based on spillover effect
Geng, Xueqing
;
Guo, Kun
- In:
Applied economics letters
29
(
2022
)
5
,
pp. 446-454
Persistent link: https://www.econbiz.de/10012873312
Saved in:
9
Dynamic effects of monetary policy shocks on macroeconomic volatility in the United Kingdom
Salisu, Afees A.
;
Gupta, Rangan
- In:
Applied economics letters
28
(
2021
)
18
,
pp. 1594-1599
Persistent link: https://www.econbiz.de/10012626718
Saved in:
10
Credit spread and employment growth : a time-varying relationship?
Nordström, Martin
- In:
Applied economics letters
28
(
2021
)
1
,
pp. 23-31
Persistent link: https://www.econbiz.de/10012415041
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