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subject:"Schock"
subject:"Volatilität"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Research in international business and finance"
~language:"eng"
~subject:"Panel"
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Schock
Volatilität
Panel
Estimation
583
Schätzung
583
Theorie
162
Theory
162
USA
107
United States
107
Volatility
92
Welt
83
World
83
Aktienmarkt
77
Stock market
77
Börsenkurs
76
Share price
76
Capital income
74
Kapitaleinkommen
74
Time series analysis
53
Zeitreihenanalyse
53
Cointegration
50
Forecasting model
50
Kointegration
50
Prognoseverfahren
50
Panel study
43
Estimation theory
42
Schätztheorie
42
ARCH model
38
ARCH-Modell
38
VAR model
34
VAR-Modell
34
Regression analysis
33
Regressionsanalyse
33
Exchange rate
31
Wechselkurs
31
EU countries
28
Impact assessment
28
Wirkungsanalyse
28
EU-Staaten
27
Deutschland
26
Economic growth
26
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5
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Article
145
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Article in journal
145
Aufsatz in Zeitschrift
145
Conference paper
5
Konferenzbeitrag
5
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English
Author
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Chevallier, Julien
4
Aboura, Sofiane
3
Baltagi, Badi H.
3
Ftiti, Zied
3
Gupta, Rangan
3
Marcellino, Massimiliano
3
Caporale, Guglielmo Maria
2
Chang, Sheng-kai
2
Egger, Peter
2
Harding, Matthew C.
2
Jones, Andrew M.
2
Kesina, Michaela
2
Papadamou, Stephanos
2
Umar, Zaghum
2
Agarwal, Vineet
1
Agudelo, Diego A.
1
Ahmed, Walid M. A.
1
Akay, Alpaslan
1
Almahadin, Hamed Ahmad
1
Alsarhan, Abdulwahab A.
1
Amisano, Gianni
1
Andersen, Torben
1
Ando, Tomohiro
1
Andrikopoulos, Panagiotis
1
Antonakakis, Nikolaos
1
Assaf, Ata
1
Aydoğan, Berna
1
Babii, Andrii
1
Bai, Jushan
1
Bajo Rubio, Oscar
1
Baklaci, Hasan Fehmi
1
Balcilar, Mehmet
1
Bales, Stephan
1
Ball, Ryan T.
1
Banerjee, Anindya
1
Bao Hoang Nguyen
1
Barbedo, Claudio Henrique da Silveira
1
Bassil, Charbel
1
Baum, Christopher F.
1
Beck, Günter W.
1
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Journal of applied econometrics
Research in international business and finance
Applied economics
286
Economic modelling
279
Energy economics
222
Journal of econometrics
198
CESifo working papers
195
Applied economics letters
191
NBER working paper series
186
Working paper / National Bureau of Economic Research, Inc.
184
Discussion paper series / IZA
181
Economics letters
176
NBER Working Paper
170
International review of economics & finance : IREF
163
Working paper
156
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
151
Finance research letters
150
Discussion paper / Centre for Economic Policy Research
133
The North American journal of economics and finance : a journal of financial economics studies
124
Journal of international money and finance
120
International review of financial analysis
118
Journal of banking & finance
108
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
94
Discussion paper
92
Discussion papers / CEPR
92
Discussion paper / Tinbergen Institute
90
Journal of empirical finance
89
Applied financial economics
86
The empirical economics letters : a monthly international journal of economics
84
Journal of international financial markets, institutions & money
83
International journal of finance & economics : IJFE
77
Journal of risk and financial management : JRFM
76
IZA Discussion Paper
75
Journal of macroeconomics
75
International Journal of Energy Economics and Policy : IJEEP
73
Journal of economic dynamics & control
73
International journal of economics and financial issues : IJEFI
63
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
62
The journal of futures markets
62
CAMA working paper series
60
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ECONIS (ZBW)
145
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145
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1
Did marginal propensities to consume change with the housing boom and bust?
Cho, Yunho
;
Morley, James C.
;
Singh, Aarti
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 174-199
Persistent link: https://www.econbiz.de/10014474450
Saved in:
2
Approximating grouped fixed effects estimation via fuzzy clustering regression
Lewis, Daniel J.
;
Melcangi, Davide
;
Pilossoph, Laura
; …
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 1077-1084
Persistent link: https://www.econbiz.de/10014474404
Saved in:
3
Short T dynamic panel data models with individual, time and interactive effects
Hayakawa, Kazuhiko
;
Pesaran, M. Hashem
;
Smith, L. Vanessa
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 940-967
Persistent link: https://www.econbiz.de/10014432201
Saved in:
4
The role of precautionary and speculative demand in the global market for crude oil
Cross, Jamie
;
Bao Hoang Nguyen
;
Trung Duc Tran
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 882-895
Persistent link: https://www.econbiz.de/10013464638
Saved in:
5
Bayesian estimation of multivariate panel probits with higher-order network interdependence and an application to firms' global market participation in Guangdong
Baltagi, Badi H.
;
Egger, Peter
;
Kesina, Michaela
- In:
Journal of applied econometrics
37
(
2022
)
7
,
pp. 1356-1378
Persistent link: https://www.econbiz.de/10013473983
Saved in:
6
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:
7
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:
8
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:
9
Panel data nowcasting : the case of price-earnings ratios
Babii, Andrii
;
Ball, Ryan T.
;
Ghysels, Eric
;
Striaukas, …
- In:
Journal of applied econometrics
39
(
2024
)
2
,
pp. 292-307
Persistent link: https://www.econbiz.de/10014517329
Saved in:
10
Identifying exchange rate effects and spillovers of US monetary policy shocks in the presence of time-varying instrument relevance
Liao, Wenting
;
Ma, Jun
;
Zhang, Chengsi
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 989-1006
Persistent link: https://www.econbiz.de/10014474382
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