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subject:"Impact assessment"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Panel"
~subject:"Volatility"
~subject:"Welt"
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Impact assessment
Panel
Volatility
Welt
Estimation
307
Schätzung
307
Volatilität
96
Capital income
89
Kapitaleinkommen
89
Börsenkurs
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Gupta, Rangan
9
Kang, Sang Hoon
6
Zhu, Huiming
6
Hau, Liya
5
Mensi, Walid
5
Pierdzioch, Christian
5
Chen, Mei-Ping
4
Balcilar, Mehmet
3
Belke, Ansgar
3
Lee, Chien-chiang
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Salisu, Afees A.
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3
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Dash, Saumya Ranjan
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Ho, Kin-Yip
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Maitra, Debasish
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McAleer, Michael
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Nonejad, Nima
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Xuan Vinh Vo
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Aiube, Fernando Antônio Lucena
1
Akdeniz, Levent
1
Al-Jarrah, Idries Mohammad Wanas
1
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1
An, Jiyoun
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The North American journal of economics and finance : a journal of financial economics studies
Working paper / National Bureau of Economic Research, Inc.
636
NBER working paper series
564
Discussion paper series / IZA
525
NBER Working Paper
514
CESifo working papers
450
Discussion paper / Centre for Economic Policy Research
415
Applied economics
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Economic modelling
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Applied economics letters
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Energy economics
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Journal of international money and finance
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International review of economics & finance : IREF
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of banking & finance
143
International review of financial analysis
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122
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Research in international business and finance
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The empirical economics letters : a monthly international journal of economics
107
Journal of empirical finance
105
International Journal of Energy Economics and Policy : IJEEP
98
International journal of finance & economics : IJFE
98
Kiel working paper
98
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97
ZEW discussion papers
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Journal of risk and financial management : JRFM
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ECONIS (ZBW)
140
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1
The risk spillover between China's economic policy uncertainty and commodity markets : evidence from frequency spillover and quantile connectedness approaches
Jiang, Yonghong
;
Ao, Zhiming
;
Mo, Bin
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014483627
Saved in:
2
The fluctuation correlation between investor sentiment and stock index using VMD-LSTM : evidence from China stock market
Gao, Zhenbin
;
Zhang, Jie
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014483735
Saved in:
3
Spillover and connectedness among G7 real estate investment trusts : the effects of investor sentiment and global factors
Mensi, Walid
;
Gubareva, Mariya
;
Teplova, Tamara V.
; …
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014483749
Saved in:
4
Effects of macroeconomic factors on stock prices for BRICS using the variational mode decomposition and quantile method
Wang, Xiangning
;
Huang, Qian
;
Zhang, Shuguang
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014484008
Saved in:
5
Forecasting VIX using two-component realized EGARCH model
Wu, Xinyu
;
Zhao, An
;
Liu, Li
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014484064
Saved in:
6
Does the Central Bank of Peru respond to exchange rate movements? : a Bayesian estimation of a New Keynesian DSGE model with FX interventions
Rodriguez, Gabriel
;
Castillo B., Paul
;
Hasegawa, Harumi
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014485281
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7
Extreme dependence and spillovers between uncertainty indices and stock markets : does the US market play a major role?
Mensi, Walid
;
Kamal, Md Rajib
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014485327
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8
Uncertainty about interest rates and the real economy
Qadan, Mahmoud
;
Shuval, Kerem
;
David, Or
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014485443
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9
Cross-market information transmission and stock market volatility prediction
Wang, Yide
;
Chen, Zan
;
Ji, Xiaodong
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014485465
Saved in:
10
Inflation risk and stock returns : evidence from US aggregate and sectoral markets
Chiang, Thomas C.
;
Chen, Pei-Ying
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014485580
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