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subject:"EU-Staaten"
subject:"Volatility"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Markov-Kette"
~subject:"VAR-Modell"
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EU-Staaten
Volatility
Markov-Kette
VAR-Modell
Estimation
673
Schätzung
672
Theorie
196
Theory
196
Volatilität
152
Capital income
148
Kapitaleinkommen
148
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100
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Xuan Vinh Vo
4
Balcilar, Mehmet
3
Brooks, Robert
3
Gupta, Rangan
3
Wang, Yudong
3
Wohar, Mark E.
3
Yin, Libo
3
Ahmad, Wasim
2
Beckmann, Joscha
2
Bekiros, Stelios
2
Blazsek, Szabolcs
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Bouri, Elie
2
Caporin, Massimiliano
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2
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2
Chevallier, Julien
2
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2
Do, Hung Xuan
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2
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2
Feng, Jiabao
2
Gil-Alaña, Luis A.
2
Hammoudeh, Shawkat
2
Han, Liyan
2
Huang, Alex
2
Huang, Dengshi
2
Hueng, C. James
2
Jawadi, Fredj
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Kalyvitēs, Sarantēs
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Kang, Sang Hoon
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Ma, Feng
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Malik, Farooq
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2
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2
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International review of economics & finance : IREF
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Applied economics
264
Economic modelling
250
CESifo working papers
223
Energy economics
196
Working paper
176
Applied economics letters
164
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
156
Discussion paper / Centre for Economic Policy Research
155
Finance research letters
148
Journal of econometrics
139
The North American journal of economics and finance : a journal of financial economics studies
136
Economics letters
133
Journal of international money and finance
129
International review of financial analysis
127
Journal of banking & finance
118
Discussion paper series / IZA
117
Working paper series / European Central Bank
114
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111
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103
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102
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99
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92
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91
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90
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88
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80
International journal of finance & economics : IJFE
75
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71
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71
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70
International journal of forecasting
68
The European journal of finance
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65
The journal of futures markets
65
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ECONIS (ZBW)
243
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1
On testing for bubbles during hyperinflations
Morita, Rubens
;
Psaradakis, Zacharias G.
;
Sola, Martin
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 25-37
Persistent link: https://www.econbiz.de/10014506885
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2
Are REITS hedge or safe haven against oil price fall?
Hanif, Waqas
;
Andraz, Jorge M.
;
Gubareva, Mariya
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014446404
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3
A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets
Manner, Hans
;
Rodriguez, Gabriel
;
Stöckler, Florian
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1385-1403
Persistent link: https://www.econbiz.de/10014446630
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4
How does oil market volatility impact mutual fund performance?
Alsubaiei, Bader Jawid
;
Calice, Giovanni
;
Vivian, Andrew
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1601-1621
Persistent link: https://www.econbiz.de/10014446642
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5
Mechanisms of overpricing : An investigation on momentum crashes
Huang, Alex
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 118-142
Persistent link: https://www.econbiz.de/10014446417
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6
Real exchange rate convergence in the euro area : evidence from a dynamic factor model
Börger, Carina
;
Kempa, Bernd
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 213-224
Persistent link: https://www.econbiz.de/10014446427
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7
On the conditional performance of the IVOL anomaly
Wang, Jianqiu
;
Wu, Ke
;
Pan, Jiening
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 337-350
Persistent link: https://www.econbiz.de/10014446453
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8
Liquidity and realized volatility prediction in Chinese stock market : a time-varying transitional dynamic perspective
Xu, Yanyan
;
Liu, Jing
;
Ma, Feng
;
Chu, Jielei
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 543-560
Persistent link: https://www.econbiz.de/10014446494
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9
Output volatility and exchange rates : New evidence from the updated de facto exchange rate regime classifications
Da̜browski, Marek A.
;
Papież, Monika
;
Śmiech, Sławomir
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 894-908
Persistent link: https://www.econbiz.de/10014446609
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10
The impact of retail investor sentiment on the conditional volatility of stocks and bonds : evidence from the Tel-Aviv stock exchange
Hadad, Elroi
;
Kedar-Levy, Haim
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1303-1313
Persistent link: https://www.econbiz.de/10014446625
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