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subject:"Volatilität"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Exchange rate"
~subject:"Share price"
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Volatilität
Exchange rate
Share price
Estimation
1,035
Schätzung
1,035
Theorie
202
Theory
202
USA
149
United States
149
Volatility
139
Cointegration
115
Kointegration
115
Börsenkurs
114
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Zeitreihenanalyse
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Capital income
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EU countries
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EU-Staaten
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Inflation
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Estimation theory
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245
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Gupta, Rangan
10
Pierdzioch, Christian
5
Zhu, Huiming
5
Dai, Zhifeng
4
Hau, Liya
4
Kang, Sang Hoon
4
Mensi, Walid
4
Balcilar, Mehmet
3
Beckmann, Joscha
3
Lien, Da-hsiang Donald
3
Nonejad, Nima
3
Salisu, Afees A.
3
Wohar, Mark E.
3
Xuan Vinh Vo
3
Yang, Chunpeng
3
Zhou, Liyun
3
Al-Yahyaee, Khamis Hamed
2
Belke, Ansgar
2
Ben Omrane, Walid
2
Caporin, Massimiliano
2
Chang, Chia-Lin
2
Chen, Mei-Ping
2
Chen, Wen-Yi
2
Cho, Hoon
2
Clements, Adam
2
Edwards, Jeffrey A.
2
Hamori, Shigeyuki
2
Ho, Kin-Yip
2
Ji, Qiang
2
Jung, Hojin
2
Kanas, Angelos
2
Kempa, Bernd
2
Kim, Dong H.
2
Kim, Jong-Min
2
Klaassen, Franc
2
Lee, Chien-chiang
2
Lee, Geul
2
Li, Jinfang
2
Li, Yang
2
Liesenfeld, Roman
2
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
The North American journal of economics and finance : a journal of financial economics studies
Applied economics
221
International review of economics & finance : IREF
203
Finance research letters
198
NBER working paper series
196
Working paper / National Bureau of Economic Research, Inc.
195
Economic modelling
190
Applied economics letters
178
NBER Working Paper
173
International review of financial analysis
172
Energy economics
171
Journal of international money and finance
164
Journal of banking & finance
159
Applied financial economics
152
Journal of empirical finance
139
Journal of international financial markets, institutions & money
129
Journal of econometrics
122
Research in international business and finance
115
Discussion paper / Centre for Economic Policy Research
114
CESifo working papers
113
Working paper
108
International journal of finance & economics : IJFE
95
Journal of risk and financial management : JRFM
91
Journal of financial economics
89
Economics letters
88
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
86
The journal of futures markets
86
International journal of economics and financial issues : IJEFI
84
The European journal of finance
84
International journal of economics and finance
81
Discussion paper / Tinbergen Institute
79
Pacific-Basin finance journal
72
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
72
Cogent economics & finance
68
Review of quantitative finance and accounting
66
The empirical economics letters : a monthly international journal of economics
63
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
62
International journal of forecasting
58
Discussion paper
57
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ECONIS (ZBW)
245
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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
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:
4
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:
5
Stock-level sentiment contagion and the cross-section of stock returns
Zhou, Liyun
;
Chen, Dongqiao
;
Huang, Jialiang
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014485274
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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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