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subject:"Schock"
subject:"Volatilität"
~isPartOf:"Applied economics"
~isPartOf:"International journal of forecasting"
~subject:"Forecasting model"
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Schock
Volatilität
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Moosa, Imad A.
6
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Applied economics
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Energy economics
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Finance research letters
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ECONIS (ZBW)
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71
Stochastic volatility forecasting of the Finnish housing market
Dufitinema, Josephine
- In:
Applied economics
53
(
2021
)
1
,
pp. 98-114
Persistent link: https://www.econbiz.de/10012416026
Saved in:
72
Risk sharing in Europe : new empirical evidence on the capital markets channel
Dufrénot, Gilles
;
Gossé, Jean-Baptiste
;
Clerc, Caroline
- In:
Applied economics
53
(
2021
)
2
,
pp. 262-276
Persistent link: https://www.econbiz.de/10012416039
Saved in:
73
Macroeconomic forecasting for Pakistan in a data-rich environment
Syed, Ateeb Akhter Shah
;
Lee, Kevin Haeseung
- In:
Applied economics
53
(
2021
)
9
,
pp. 1077-1091
Persistent link: https://www.econbiz.de/10012425450
Saved in:
74
High-frequency return and volatility spillovers among cryptocurrencies
Sensoy, Ahmet
;
Silva, Thiago Christiano
;
Corbet, Shaen
; …
- In:
Applied economics
53
(
2021
)
37
,
pp. 4310-4328
Persistent link: https://www.econbiz.de/10012609755
Saved in:
75
Income inequality and the volatility of stock prices
Blau, Benjamin
;
Griffith, Todd
;
Whitby, Ryan J.
- In:
Applied economics
53
(
2021
)
38
,
pp. 4404-4416
Persistent link: https://www.econbiz.de/10012609815
Saved in:
76
Decomposing the earnings-to-price ratio and the cross-section of international equity-index returns
Umutlu, Mehmet
;
Bengitöz, Pelin
;
Zaremba, Adam
- In:
Applied economics
53
(
2021
)
54
,
pp. 6213-6230
Persistent link: https://www.econbiz.de/10012650394
Saved in:
77
The risks of cryptocurrencies with long memory in volatility, non-normality and behavioural insights
Siu, Tak Kuen
- In:
Applied economics
53
(
2021
)
17
,
pp. 1991-2014
Persistent link: https://www.econbiz.de/10012500918
Saved in:
78
Fiscal policy dynamics under a consolidation constraint : evidence from a sign-restricted SVAR with orthogonalized business cycle and monetary policy for Australia
Inchauspe, Julian
- In:
Applied economics
53
(
2021
)
34
,
pp. 3992-4016
Persistent link: https://www.econbiz.de/10012589552
Saved in:
79
Asymmetric volatility spillovers and consumption risk-sharing
Uribe, Jorge
;
Chuliá, Helena
- In:
Applied economics
53
(
2021
)
35
,
pp. 4100-4117
Persistent link: https://www.econbiz.de/10012589560
Saved in:
80
Correlation between Shanghai crude oil futures, stock, foreign exchange, and gold markets : a GARCH-vine-copula method
He, Chaohua
;
Li, Guangchen
;
Fan, Hai
;
Wei, Weixian
- In:
Applied economics
53
(
2021
)
11
,
pp. 1249-1263
Persistent link: https://www.econbiz.de/10012485170
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