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subject:"Volatility"
subject:"Yield curve"
~isPartOf:"Journal of international financial markets, institutions & money"
~person:"Balcilar, Mehmet"
~person:"Floros, Christos"
~type_genre:"Aufsatz in Zeitschrift"
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Volatility
Yield curve
Estimation
4
Schätzung
4
Aktienmarkt
3
Börsenkurs
3
Share price
3
Stock market
3
Volatilität
3
ARCH model
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Asymmetric effects
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Business cycle
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Capital market returns
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Causality analysis
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Cointegration
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Coronavirus
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Credit default swaps
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Financial conditions index
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Kreditderivat
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Kreditrisiko
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LSTVAR
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Multivariate heteroskedastic framework
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Aufsatz in Zeitschrift
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Balcilar, Mehmet
Floros, Christos
Narayan, Paresh Kumar
3
Antonakakis, Nikolaos
2
Bley, Jorg
2
Bouri, Elie
2
Filis, George
2
Hou, Ai Jun
2
Kanas, Angelos
2
McKenzie, Michael D.
2
Saad, Mohsen M.
2
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2
Sosvilla-Rivero, Simón
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2
Wohar, Mark E.
2
Afonso, António
1
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1
Aloui, Chaker
1
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1
Andrada Félix, Julián
1
Antell, Jan
1
Apostolakis, George N.
1
Ariff, Mohamed
1
Asgharian, Hossein
1
Atenga, Eric Martial Etoundi
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Aydemir, Resul
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Babalos, Vassilios
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Bilgin, Mehmet Huseyin
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Bohl, Martin T.
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Brooks, Robert
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Brzeszczyński, Janusz
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Bu, Ruijun
1
Byrne, Joseph P.
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1
Celov, Dmitrij
1
Chakraborty, Sandip
1
Chang, Shu-Lien
1
Chatziantoniou, Ioannis
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Journal of international financial markets, institutions & money
International review of economics & finance : IREF
3
Applied economics
2
International review of financial analysis
2
Research in international business and finance
2
The North American journal of economics and finance : a journal of financial economics studies
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Economic modelling
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Empirica : journal of european economics
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Energy economics
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Finance research letters
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International journal of finance & economics : IJFE
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Journal of economics and finance
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Journal of empirical finance
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Journal of multinational financial management
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Open economies review
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Operational research : an international journal
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Risks : open access journal
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The European journal of finance
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The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Theoretical economics letters
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ECONIS (ZBW)
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1
Political uncertainty, COVID-19 pandemic and stock market volatility transmission
Apostolakis, George N.
;
Floros, Christos
;
Gillas, …
- In:
Journal of international financial markets, …
74
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012803182
Saved in:
2
Distribution specific dependence and causality between industry-level U.S. credit and stock markets
Shahzad, Syed Jawad Hussain
;
Mensi, Walid
;
Hammoudeh, …
- In:
Journal of international financial markets, …
52
(
2018
),
pp. 114-133
Persistent link: https://www.econbiz.de/10011986230
Saved in:
3
Oil and stock returns : evidence from European industrial sector indices in a time-varying environment
Degiannakisa, Stavros
;
Filis, George
;
Floros, Christos
- In:
Journal of international financial markets, …
26
(
2013
),
pp. 175-191
Persistent link: https://www.econbiz.de/10010234924
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