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subject:"Time series analysis"
subject:"Zeitreihenanalyse"
~isPartOf:"International review of financial analysis"
~subject:"Stock market"
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Time series analysis
Zeitreihenanalyse
Stock market
Estimation
324
Schätzung
323
Capital income
130
Kapitaleinkommen
130
Volatility
102
Volatilität
102
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100
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Ma, Feng
3
Caporale, Guglielmo Maria
2
Degiannakis, Stavros
2
Gabauer, David
2
Huang, Yisu
2
Kim, Jae H.
2
Liu, Jia
2
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1
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1
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1
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1
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1
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International review of financial analysis
Economic modelling
175
Applied economics
169
Applied economics letters
150
Finance research letters
125
International review of economics & finance : IREF
123
Journal of econometrics
122
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
106
The North American journal of economics and finance : a journal of financial economics studies
91
CESifo working papers
90
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
89
Research in international business and finance
87
Applied financial economics
84
Energy economics
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Economics letters
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International journal of forecasting
80
Journal of international financial markets, institutions & money
73
Journal of empirical finance
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Discussion paper / Tinbergen Institute
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
67
Journal of banking & finance
64
International journal of finance & economics : IJFE
58
Working paper
58
NBER Working Paper
57
Journal of forecasting
56
NBER working paper series
56
Journal of risk and financial management : JRFM
55
Working paper / National Bureau of Economic Research, Inc.
55
International journal of economics and finance
51
Journal of international money and finance
49
The empirical economics letters : a monthly international journal of economics
48
Pacific-Basin finance journal
46
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
44
Econometric reviews
43
International journal of economics and financial issues : IJEFI
43
Cogent economics & finance
42
The European journal of finance
41
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
40
Journal of applied econometrics
39
Discussion paper / Centre for Economic Policy Research
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ECONIS (ZBW)
101
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101
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1
Economic policy uncertainty and stock market volatility in China : evidence from SV-MIDAS-t model
Wang, Nianling
;
Yin, Jiyuan
;
Li, Yong
- In:
International review of financial analysis
92
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014492383
Saved in:
2
Measuring the G20 stock market return transmission mechanism : evidence from the R2 connectedness approach
Naeem, Muhammad Abubakr
;
Chatziantoniou, Ioannis
; …
- In:
International review of financial analysis
91
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014446949
Saved in:
3
Time-varying causality impact of economic policy uncertainty on stock market returns : global evidence from developed and emerging countries
Hong, Yun
;
Zhang, Rushan
;
Zhang, Feipeng
- In:
International review of financial analysis
91
(
2024
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014446987
Saved in:
4
A new view of risk contagion by decomposition of dependence structure : Empirical analysis of Sino-US stock markets
Zheng, Yanting
;
Luan, Xin
;
Xin, Lu
;
Liu, Jiaming
- In:
International review of financial analysis
90
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014470629
Saved in:
5
A latent factor model for the Chinese stock market
Ma, Tian
;
Leong, Wen Jun
;
Jiang, Fuwei
- In:
International review of financial analysis
87
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014457552
Saved in:
6
Who are the vectors of contagion? : Evidence from emerging markets
Agudelo, Diego A.
;
Múnera, Daimer J.
- In:
International review of financial analysis
87
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014457739
Saved in:
7
Have the predictability of oil changed during the COVID-19 pandemic : evidence from international stock markets
Ding, Hui
;
Huang, Yisu
;
Wang, Jiqian
- In:
International review of financial analysis
87
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014460444
Saved in:
8
Does stock market index adjustment affect environmental information disclosure? : Evidence from China
Li, Qiang
;
Wang, Shengying
;
He, Zichun
;
Li, Hanqiao
; …
- In:
International review of financial analysis
87
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014460498
Saved in:
9
A comprehensive investigation on the predictive power of economic policy uncertainty from non-U.S. countries for U.S. stock market returns
Huang, Yisu
;
Ma, Feng
;
Bouri, Elie
;
Huang, Dengshi
- In:
International review of financial analysis
87
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014460616
Saved in:
10
Forecasting European stock volatility : the role of the UK
Gao, Jun
;
Gao, Xiang
;
Gu, Chen
- In:
International review of financial analysis
89
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014464832
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