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source:"econis"
subject:"Kapitaleinkommen"
~isPartOf:"International review of financial analysis"
~language:"eng"
~subject:"ARCH model"
~type_genre:"Article in journal"
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Kapitaleinkommen
ARCH model
Estimation
337
Schätzung
336
Capital income
134
Börsenkurs
104
Share price
104
Volatility
104
Volatilität
104
Aktienmarkt
92
Stock market
92
Forecasting model
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Prognoseverfahren
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Theorie
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Theory
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ARCH-Modell
45
Welt
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World
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Spillover effect
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Article
156
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Article in journal
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156
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English
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Ma, Feng
5
Bouri, Elie
3
Degiannakis, Stavros
3
Kim, Jae H.
3
Nonejad, Nima
3
Zaremba, Adam
3
Al-Khazali, Osamah
2
Bredin, Donal
2
Brooks, Robert
2
Charles, Amélie
2
Chortareas, Georgios E.
2
Cipollini, Andrea
2
Darné, Olivier
2
Do, Hung Xuan
2
Fabozzi, Frank J.
2
Ferrer, Román
2
Gabauer, David
2
Gong, Xue
2
Hammoudeh, Shawkat
2
Huang, Yisu
2
In, Francis Haeuck
2
Lee, Hsiang-Tai
2
Liu, Jia
2
Naeem, Muhammad Abubakr
2
Pierdzioch, Christian
2
Salisu, Afees A.
2
Sitara Karim
2
Smith, Simon C.
2
Wohar, Mark E.
2
Wu, Eliza
2
Xuan Vinh Vo
2
Yarovaya, Larisa
2
Zhang, Yaojie
2
Abad Díaz, David
1
Abrar, Afsheen
1
Agarwalla, Sobhesh Kumar
1
Aharon, David Y.
1
Ahmad, Wasim
1
Al-Faryan, Mamdouh Abdulaziz Saleh
1
Al-Nasseri, Alya
1
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International review of financial analysis
Finance research letters
193
International review of economics & finance : IREF
151
Journal of banking & finance
151
Applied economics
143
Journal of empirical finance
141
Journal of financial economics
128
Economic modelling
117
The North American journal of economics and finance : a journal of financial economics studies
111
Applied economics letters
108
Applied financial economics
108
Energy economics
101
Journal of international financial markets, institutions & money
97
Research in international business and finance
87
Pacific-Basin finance journal
78
The European journal of finance
76
Journal of econometrics
73
Review of quantitative finance and accounting
68
Journal of international money and finance
62
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
58
Journal of risk and financial management : JRFM
58
International journal of finance & economics : IJFE
57
Economics letters
56
Management science : journal of the Institute for Operations Research and the Management Sciences
54
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
54
International journal of economics and finance
51
Journal of financial econometrics : official journal of the Society for Financial Econometrics
45
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
45
International journal of economics and financial issues : IJEFI
44
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
42
International journal of forecasting
42
Cogent economics & finance
41
Journal of financial markets
41
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
38
The journal of futures markets
37
Journal of forecasting
36
Investment management and financial innovations
35
Journal of financial and quantitative analysis : JFQA
33
Quantitative finance
31
The journal of finance : the journal of the American Finance Association
31
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ECONIS (ZBW)
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1
The impact of macroeconomic news sentiment on interest rates
Audrino, Francesco
;
Offner, Eric A.
- In:
International review of financial analysis
94
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014543983
Saved in:
2
On practitioners closed-form GARCH option pricing
Mozumder, Sharif
;
Frijns, Bart
;
Talukdar, Bakhtear
; …
- In:
International review of financial analysis
94
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014543999
Saved in:
3
Bank credit, consumption risk, and the cross-section of expected returns
Kwon, Ji Ho
- In:
International review of financial analysis
92
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014492410
Saved in:
4
The role of distance and financial development : evidence from international financial markets
Li, Wei
;
Wang, Xin
;
Zhang, Haofei
- In:
International review of financial analysis
92
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014492419
Saved in:
5
GARCH-M model with an asymmetric risk premium : distinguishing between "good" and "bad" volatility periods
Trifonov, Juri
;
Potanin, Bogdan
- In:
International review of financial analysis
91
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014446930
Saved in:
6
Measuring the G20 stock market return transmission mechanism : evidence from the R2 connectedness approach
Naeem, Muhammad Abubakr
;
Chatziantoniou, Ioannis
; …
- In:
International review of financial analysis
91
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014446949
Saved in:
7
The sources of portfolio volatility and mutual fund performance
Vafai, Nima
;
Rakowski, David
- In:
International review of financial analysis
91
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014446960
Saved in:
8
Asymmetric liquidity risk and currency returns before and during COVID-19 pandemic
Palwishah, Rana
;
Kashif, Muhammad
;
Ur Rehman, Mobeen
; …
- In:
International review of financial analysis
91
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014446983
Saved in:
9
Time-varying causality impact of economic policy uncertainty on stock market returns : global evidence from developed and emerging countries
Hong, Yun
;
Zhang, Rushan
;
Zhang, Feipeng
- In:
International review of financial analysis
91
(
2024
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014446987
Saved in:
10
Asymmetric and high-order risk transmission across VIX and Chinese futures markets
Zhang, Qun
;
Zhang, Zhendong
;
Luo, Jiawen
- In:
International review of financial analysis
93
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014543395
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