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subject:"EU-Staaten"
subject:"Volatility"
~isPartOf:"Research in international business and finance"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"ARCH-Modell"
~subject:"Bayesian inference"
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EU-Staaten
Volatility
ARCH-Modell
Bayesian inference
Estimation
423
Schätzung
423
Volatilität
110
Theorie
98
Theory
98
Capital income
96
Kapitaleinkommen
96
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84
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Chevallier, Julien
5
Aboura, Sofiane
3
Gupta, Rangan
3
Caporale, Guglielmo Maria
2
Chan, Joshua
2
Fabozzi, Frank J.
2
Fazzari, Steven M.
2
Ftiti, Zied
2
Kaufmann, Sylvia
2
Koop, Gary
2
Morley, James C.
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Panovska, Irina
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Papadamou, Stephanos
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Strachan, Rodney W.
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Umar, Zaghum
2
Abedin, Mohammad Zoynul
1
Agarwal, Vineet
1
Agudelo, Diego A.
1
Al-Shboul, Mohammad
1
Almahadin, Hamed Ahmad
1
Alsarhan, Abdulwahab A.
1
Andrikopoulos, Panagiotis
1
Antonakakis, Nikolaos
1
Anwar, Sajid
1
Assaf, Ata
1
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1
Barbedo, Claudio Henrique da Silveira
1
Barnett, William A.
1
Barunik, Jozef
1
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1
Baur, Dirk G.
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Research in international business and finance
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Economic modelling
228
Applied economics
225
CESifo working papers
195
Energy economics
167
International review of economics & finance : IREF
150
Finance research letters
148
Applied economics letters
145
Working paper
143
Journal of econometrics
140
Discussion paper / Centre for Economic Policy Research
135
The North American journal of economics and finance : a journal of financial economics studies
129
International review of financial analysis
125
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
121
Journal of banking & finance
116
Discussion paper series / IZA
115
Journal of international money and finance
114
Discussion paper / Tinbergen Institute
113
Working paper / National Bureau of Economic Research, Inc.
103
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102
Economics letters
101
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101
Working paper series / European Central Bank
101
Journal of international financial markets, institutions & money
95
Applied financial economics
92
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92
NBER Working Paper
91
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
89
International journal of forecasting
73
The European journal of finance
69
The journal of futures markets
69
International journal of finance & economics : IJFE
68
Journal of risk and financial management : JRFM
66
Journal of economic dynamics & control
64
Journal of applied econometrics
57
ECB Working Paper
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CESifo Working Paper Series
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
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Empirica : journal of european economics
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ECONIS (ZBW)
151
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1
Bayesian multivariate Beveridge-Nelson decomposition of I(1) and I(2) series with cointegration
Murasawa, Yasutomo
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
3
,
pp. 387-415
Persistent link: https://www.econbiz.de/10013334834
Saved in:
2
The term structure of yield curve and connectedness among ESG investments
Iqbal, Najaf
;
Umar, Zaghum
;
Ruman, Asif M.
;
Jiang, Shaohua
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014451520
Saved in:
3
Co-movements between heterogeneous crude oil and food markets : does temperature change really matter?
Cao, Yan
;
Cheng, Sheng
;
Li, Xinran
- In:
Research in international business and finance
67
(
2024
)
2
,
pp. 1-15
Persistent link: https://www.econbiz.de/10014451548
Saved in:
4
Dynamic spillover and connectedness in higher moments of European stock sector markets
Nekhili, Ramzi
;
Mensi, Walid
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
Research in international business and finance
68
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014451818
Saved in:
5
Volatility spillovers between sovereign CDS and futures markets in various volatility states : evidence from an emerging economy around the pandemic
Gök, Remzi
;
Bouri, Elie
;
Gemici, Eray
- In:
Research in international business and finance
66
(
2023
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014460654
Saved in:
6
Predictability and forecasting performance of major euro exchange rates using a relative PPP-based equilibrium model
Grossmann, Axel
;
Simpson, Marc W.
- In:
Research in international business and finance
66
(
2023
),
pp. 1-35
Persistent link: https://www.econbiz.de/10014462207
Saved in:
7
Score-driven multi-regime Markov-switching EGARCH : empirical evidence using the Meixner distribution
Blazsek, Szabolcs
;
Haddad, Michel Ferreira Cardia
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
4
,
pp. 589-634
Persistent link: https://www.econbiz.de/10014372917
Saved in:
8
Does the source of uncertainty matter? : the impact of financial, newspaper and Twitter-based measures on U.S. banks
Bales, Stephan
;
Burghartz, Kaspar
;
Burghof, Hans-Peter
; …
- In:
Research in international business and finance
65
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014432626
Saved in:
9
Impact of fiscal stimulus on volatility : a cross-country analysis
Gu, Tiantian
;
Venkateswaran, Anand
;
Erath, Marc
- In:
Research in international business and finance
65
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014434064
Saved in:
10
Machine learning for US cross-industry return predictability under information uncertainty
Awijen, Haithem
;
Zaied, Younes Ben
;
Ben Lahouel, Bechir
; …
- In:
Research in international business and finance
64
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014279809
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