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subject:"Schock"
subject:"Volatilität"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Research in international business and finance"
~language:"eng"
~subject:"Cointegration"
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Schock
Volatilität
Cointegration
Estimation
465
Schätzung
461
Theorie
142
Theory
142
Volatility
98
Capital income
88
Kapitaleinkommen
88
Börsenkurs
83
Share price
83
Aktienmarkt
81
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81
Monetary policy
58
Geldpolitik
57
Welt
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World
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Business cycle
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Shock
51
VAR model
50
VAR-Modell
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Time series analysis
48
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48
Portfolio selection
41
Portfolio-Management
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Forecasting model
39
Kointegration
39
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ARCH model
37
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30
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English
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Caporale, Guglielmo Maria
4
Gil-Alaña, Luis A.
4
Gupta, Rangan
4
Aboura, Sofiane
3
Chevallier, Julien
3
Ftiti, Zied
3
Abakah, Emmanuel Joel Aikins
2
Bachmann, Ruediger
2
Balcilar, Mehmet
2
Berger, Tino
2
Everaert, Gerdie
2
Fan, Minyou
2
Li, Youwei
2
Liu, Jiadong
2
Liu, Xiaochun
2
Lütkepohl, Helmut
2
Nazlıoğlu, Şaban
2
Papadamou, Stephanos
2
Umar, Zaghum
2
Agarwal, Vineet
1
Agudelo, Diego A.
1
Ahmed, Walid M. A.
1
Albulescu, Claudiu Tiberiu
1
Alessandrini, Diana
1
Almahadin, Hamed Ahmad
1
Alsarhan, Abdulwahab A.
1
Altuntas, Mehmet
1
Altıntaş, Halil
1
Amir Ahmadi, Pooyan
1
Andrikopoulos, Panagiotis
1
Angelini, Eliana
1
Antonakakis, Nikolaos
1
Antypas, Antonios
1
Asongu, Simplice
1
Assaf, Ata
1
Aydoğan, Berna
1
Bajo Rubio, Oscar
1
Baklaci, Hasan Fehmi
1
Bales, Stephan
1
Bali, Turan G.
1
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Journal of economic dynamics & control
Research in international business and finance
Applied economics
296
Economic modelling
271
Energy economics
217
Applied economics letters
194
CESifo working papers
172
International review of economics & finance : IREF
169
Working paper / National Bureau of Economic Research, Inc.
167
NBER working paper series
166
NBER Working Paper
152
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
146
Working paper
144
Finance research letters
142
The North American journal of economics and finance : a journal of financial economics studies
137
Discussion paper / Centre for Economic Policy Research
128
Journal of econometrics
127
Journal of international money and finance
124
Economics letters
119
International review of financial analysis
116
International Journal of Energy Economics and Policy : IJEEP
114
International journal of economics and financial issues : IJEFI
111
Journal of banking & finance
108
Applied financial economics
97
International journal of economics and finance
96
Journal of empirical finance
93
The empirical economics letters : a monthly international journal of economics
93
Journal of international financial markets, institutions & money
90
Discussion papers / CEPR
88
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
82
Discussion paper series / IZA
77
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
77
International journal of finance & economics : IJFE
76
Discussion paper / Tinbergen Institute
75
Journal of risk and financial management : JRFM
75
Cogent economics & finance
72
Discussion paper
72
Journal of macroeconomics
72
The journal of futures markets
69
CAMA working paper series
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ECONIS (ZBW)
172
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172
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1
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:
2
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:
3
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:
4
Non-linear dimension reduction in factor-augmented vector autoregressions
Klieber, Karin
- In:
Journal of economic dynamics & control
159
(
2024
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014532393
Saved in:
5
The long-term impact of the COVID-19 unemployment shock on life expectancy and mortality rates
Bianchi, Francesco
;
Bianchi, Giada
;
Song, Dongho
- In:
Journal of economic dynamics & control
146
(
2023
),
pp. 1-34
Persistent link: https://www.econbiz.de/10014478499
Saved in:
6
Commodity price shocks, labour market dynamics and monetary policy in small open economies
Naraidoo, Ruthira
;
Paez-Farrell, Juan
- In:
Journal of economic dynamics & control
151
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014478610
Saved in:
7
Point estimation in sign-restricted SVARs based on independence criteria with an application to rational bubbles
Herwartz, Helmut
;
Wang, Shu
- In:
Journal of economic dynamics & control
151
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014478708
Saved in:
8
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:
9
Fast estimation of a large TVP-VAR model with score-driven volatilities
Zheng, Tingguo
;
Ye, Shiqi
;
Hong, Yongmiao
- In:
Journal of economic dynamics & control
157
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014495380
Saved in:
10
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
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