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subject:"Volatility"
~accessRights:"restricted"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Review of quantitative finance and accounting"
~subject:"Yield curve"
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Volatility
Yield curve
Estimation
185
Schätzung
184
Capital income
62
Kapitaleinkommen
62
Börsenkurs
55
Share price
55
Volatilität
44
Theorie
40
Theory
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Aktienmarkt
37
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Gupta, Rangan
4
Li, Bingxin
2
Ma, Feng
2
Salisu, Afees A.
2
Wei, Yu
2
Yang, J. Jimmy
2
Abosedra, Salah S.
1
Acquah, Benjamin K.
1
Ajide, Kazeem Bello
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Alimi, Olorunfemi Yasiru
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1
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1
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1
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International journal of finance & economics : IJFE
Review of quantitative finance and accounting
Finance research letters
127
Energy economics
126
International review of economics & finance : IREF
106
Applied economics
90
The North American journal of economics and finance : a journal of financial economics studies
90
Economic modelling
86
International review of financial analysis
80
Journal of econometrics
74
Research in international business and finance
62
Journal of banking & finance
61
Journal of empirical finance
58
Journal of international financial markets, institutions & money
54
Discussion paper / Centre for Economic Policy Research
53
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
52
Journal of international money and finance
51
Economics letters
45
Working paper / National Bureau of Economic Research, Inc.
45
Applied economics letters
44
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
43
International journal of forecasting
39
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
36
Journal of financial economics
36
Discussion papers / CEPR
34
Journal of economic dynamics & control
32
Pacific-Basin finance journal
31
Journal of financial econometrics
30
Quantitative finance
29
The European journal of finance
28
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
27
Emerging markets, finance and trade : EMFT
26
Journal of financial markets
24
Management science : journal of the Institute for Operations Research and the Management Sciences
22
Econometric reviews
19
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International journal of economics and finance
19
Global finance journal
17
International journal of emerging markets
16
Macroeconomic dynamics
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ECONIS (ZBW)
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1
How different are monetary unions to national economies according to prices?
Glushenkova, Marina
;
Zachariadis, Marios
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 684-702
Persistent link: https://www.econbiz.de/10014469049
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2
Does the tail risk index matter in forecasting downside risk?
Hung, Jui-Cheng
;
Liu, Hung-Chun
;
Yang, J. Jimmy
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 3451-3466
Persistent link: https://www.econbiz.de/10014327761
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3
Analysis of stock markets risk spillover with copula models under the background of Chinese financial opening
Du, Jiangze
;
Chen, Xizhuo
;
Gong, Jincheng
;
Lin, Xiao
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 3997-4019
Persistent link: https://www.econbiz.de/10014429264
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4
Financial development and business cycle volatility nexus in the UAE : evidence from non-linear regime-shift and asymmetric tests
Abosedra, Salah S.
;
Fakih, Ali
;
Ghosh, Sajal
;
Kanjilal, …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 2729-2741
Persistent link: https://www.econbiz.de/10014327582
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5
A comparison of multi-factor term structure models for interbank rates
Fabozzi, Frank J.
;
Fabozzi, Francesco A.
;
Tunaru, Diana
- In:
Review of quantitative finance and accounting
61
(
2023
)
1
,
pp. 323-356
Persistent link: https://www.econbiz.de/10014342033
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6
Correcting estimation bias in regime switching dynamic term structure models
Cho, Sungjun
;
Liu, Liu
- In:
Review of quantitative finance and accounting
61
(
2023
)
3
,
pp. 1093-1127
Persistent link: https://www.econbiz.de/10014342159
Saved in:
7
Causal relationship among international crude oil, gold, exchange rate, and stock market : fresh evidence from NARDL testing approach
Kumar, Suresh
;
Kumar, Ankit
;
Singh, Gurcharan
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 47-57
Persistent link: https://www.econbiz.de/10014253145
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8
The impact of exchange rate and exchange rate volatility on Mauritius foreign direct investment : a sector-wise analysis
Moraghen, Warren
;
Seetanah, Boopen
;
Sookia, Noor Ul Hacq
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 208-224
Persistent link: https://www.econbiz.de/10014253175
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9
Banks' holdings of and trading in government bonds
Manna, Michele
;
Nobili, Stefano
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 257-283
Persistent link: https://www.econbiz.de/10014253185
Saved in:
10
Bayesian non-linear quantile effects on modelling realized kernels
Dong, Manh Cuong
;
Chen, Cathy W. S.
;
Asai, Manabu
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 981-995
Persistent link: https://www.econbiz.de/10014253335
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