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subject:"EU-Staaten"
subject:"Volatility"
~isPartOf:"Applied financial economics"
~subject:"Capital income"
~subject:"Cointegration"
~subject:"Stock market"
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EU-Staaten
Volatility
Capital income
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Estimation
444
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444
USA
99
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99
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95
Theory
95
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Garrett, Ian
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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1
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1
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1
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Applied financial economics
Applied economics
394
Economic modelling
355
Applied economics letters
304
Finance research letters
281
International review of economics & finance : IREF
277
CESifo working papers
260
Energy economics
239
International review of financial analysis
227
Journal of banking & finance
222
Working paper / National Bureau of Economic Research, Inc.
203
NBER working paper series
198
The North American journal of economics and finance : a journal of financial economics studies
193
Journal of empirical finance
186
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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169
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137
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132
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122
International Journal of Energy Economics and Policy : IJEEP
117
International journal of finance & economics : IJFE
117
The empirical economics letters : a monthly international journal of economics
116
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
115
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105
Working paper series / European Central Bank
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102
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100
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97
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95
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
89
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
193
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1
Forecasting volatility in developing countries' nominal exchange returns
Antonakakis, Nikolaos
;
Darby, Julia
- In:
Applied financial economics
23
(
2013
)
19/21
,
pp. 1675-1691
Persistent link: https://www.econbiz.de/10010260183
Saved in:
2
Cross-border sentiment : an empirical analysis on EU stock markets
Bai, Ye
- In:
Applied financial economics
24
(
2014
)
4/6
,
pp. 259-290
Persistent link: https://www.econbiz.de/10010399454
Saved in:
3
Forecasting stock return volatility at the quarterly frequency : an evaluation of time series approaches
Reeves, Jonathan J.
;
Xie, Xuan
- In:
Applied financial economics
24
(
2014
)
4/6
,
pp. 347-356
Persistent link: https://www.econbiz.de/10010399705
Saved in:
4
Nonlinear decomposition analysis of risk aversion and stock-holding behaviour of US households
Kabir, M. Humayun
;
Shakur, Shamim
- In:
Applied financial economics
24
(
2014
)
7/9
,
pp. 495-503
Persistent link: https://www.econbiz.de/10010401955
Saved in:
5
Credit risk-free sovereign bonds under Solvency II : a cointegration analysis with consistently estimated structural breaks
Ludwig, Alexander
- In:
Applied financial economics
24
(
2014
)
10/12
,
pp. 811-823
Persistent link: https://www.econbiz.de/10010402551
Saved in:
6
The relationship between oil prices and stock prices : a nonlinear asymmetric cointegration approach
Rafailidis, Panagiotis
;
Katrakilides, K.
- In:
Applied financial economics
24
(
2014
)
10/12
,
pp. 793-800
Persistent link: https://www.econbiz.de/10010402556
Saved in:
7
Precious metal markets, stock markets and the macroeconomic environment : FAVAR model approach
Apergēs, Nikolaos
;
Christou, Christina
;
Payne, James E.
- In:
Applied financial economics
24
(
2014
)
10/12
,
pp. 691-703
Persistent link: https://www.econbiz.de/10010402658
Saved in:
8
A shape-based decomposition of the yield adjustment term in the arbitrage-free Nelson and Siegel (AFNS) model of the yield curve
Steeley, James M.
- In:
Applied financial economics
24
(
2014
)
10/12
,
pp. 661-669
Persistent link: https://www.econbiz.de/10010402666
Saved in:
9
Smaller portfolio returns and the risk-return trade-off for the whole market
Dorfman, Jeffrey H.
;
Park, Myung D.
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 853-869
Persistent link: https://www.econbiz.de/10010405234
Saved in:
10
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
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