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subject:"Volatility"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"The journal of futures markets"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~subject:"Risikoprämie"
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Volatility
Risikoprämie
Estimation
856
Schätzung
855
Volatilität
209
Theorie
200
Theory
200
Börsenkurs
184
Share price
184
Capital income
180
Kapitaleinkommen
180
USA
165
United States
165
Stock market
131
Aktienmarkt
130
Welt
114
World
114
Forecasting model
98
Prognoseverfahren
98
ARCH model
86
ARCH-Modell
86
Cointegration
71
Exchange rate
71
Kointegration
71
Wechselkurs
69
Risk
58
Portfolio selection
57
Portfolio-Management
57
Risiko
57
Time series analysis
57
Zeitreihenanalyse
57
Risk premium
52
Hedging
50
Panel
50
Panel study
50
Commodity derivative
49
Rohstoffderivat
49
Oil price
48
Ölpreis
48
CAPM
47
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Undetermined
162
Free
7
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245
Conference paper
1
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English
245
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Gupta, Rangan
7
Bouri, Elie
4
Xuan Vinh Vo
4
Balcilar, Mehmet
3
Brooks, Robert
3
Kumar, Dilip
3
Malik, Farooq
3
Yin, Libo
3
Agarwalla, Sobhesh Kumar
2
Bohl, Martin T.
2
Boughrara, Adel
2
Caporin, Massimiliano
2
Chang, Chia-Lin
2
Chang, Kuang-Liang
2
Das, Debojyoti
2
Demirer, Rıza
2
Do, Hung Xuan
2
Ederington, Louis H.
2
Feng, Jiabao
2
Fonseca, José da
2
Han, Liyan
2
Huang, Alex
2
Huang, Dengshi
2
Hueng, C. James
2
Kang, Sang Hoon
2
Lai, Yu-Sheng
2
Lim, Kian-Guan
2
Lucey, Brian M.
2
Ma, Feng
2
McAleer, Michael
2
Mensi, Walid
2
Miffre, Joëlle
2
Rodriguez, Gabriel
2
Roubaud, David
2
Rubio, Gonzalo
2
Salisu, Afees A.
2
Shi, Yanlin
2
Simlai, Prodosh
2
Sousa, Ricardo M.
2
Tai, Chu-sheng
2
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Published in...
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International review of economics & finance : IREF
The journal of futures markets
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Energy economics
145
Applied economics
140
Finance research letters
140
Economic modelling
126
Journal of banking & finance
123
International review of financial analysis
118
Working paper / National Bureau of Economic Research, Inc.
118
NBER working paper series
113
Journal of econometrics
109
Journal of empirical finance
108
The North American journal of economics and finance : a journal of financial economics studies
107
NBER Working Paper
102
Journal of international money and finance
99
Journal of financial economics
94
Applied financial economics
92
Journal of international financial markets, institutions & money
92
Working paper
88
Applied economics letters
87
Research in international business and finance
76
Discussion paper / Centre for Economic Policy Research
70
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
69
CESifo working papers
68
Economics letters
63
Journal of risk and financial management : JRFM
61
Discussion paper / Tinbergen Institute
58
International journal of finance & economics : IJFE
56
The European journal of finance
55
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
50
International journal of forecasting
48
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
46
Discussion papers / CEPR
43
Journal of economic dynamics & control
42
Pacific-Basin finance journal
42
Journal of financial econometrics : official journal of the Society for Financial Econometrics
41
Research paper series / Swiss Finance Institute
40
Discussion paper
39
Journal of financial markets
38
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ECONIS (ZBW)
245
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1
Are REITS hedge or safe haven against oil price fall?
Hanif, Waqas
;
Andraz, Jorge M.
;
Gubareva, Mariya
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014446404
Saved in:
2
A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets
Manner, Hans
;
Rodriguez, Gabriel
;
Stöckler, Florian
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1385-1403
Persistent link: https://www.econbiz.de/10014446630
Saved in:
3
How does oil market volatility impact mutual fund performance?
Alsubaiei, Bader Jawid
;
Calice, Giovanni
;
Vivian, Andrew
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1601-1621
Persistent link: https://www.econbiz.de/10014446642
Saved in:
4
Credit default swaps and firm risk
Lin, Hai
;
Binh Hoang Nguyen
;
Wang, Junbo
;
Zhang, Cheng
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1668-1692
Persistent link: https://www.econbiz.de/10014432924
Saved in:
5
Term spreads of implied volatility smirk and variance risk premium
Guo, Wei
;
Ruan, Xinfeng
;
Gehricke, Sebastian A.
;
Zhang, …
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 829-857
Persistent link: https://www.econbiz.de/10014293246
Saved in:
6
Forecasting realized volatility : new evidence from time-varying jumps in VIX
Dutta, Anupam
;
Das, Debojyoti
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2165-2189
Persistent link: https://www.econbiz.de/10013465875
Saved in:
7
Option pricing with state-dependent pricing kernel
Tong, Chen
;
Hansen, Peter Reinhard
;
Huang, Zhuo
- In:
The journal of futures markets
42
(
2022
)
8
,
pp. 1409-1433
Persistent link: https://www.econbiz.de/10013287978
Saved in:
8
Performance comparison of alternative stochastic volatility models and its determinants in energy futures : COVID-19 and Russia-Ukraine conflict features
Fernandes, Mário Correia
;
Dias, José Carlos
;
Nunes, …
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 343-383
Persistent link: https://www.econbiz.de/10014475488
Saved in:
9
Risk premiums from temperature trends
Gregory, Richard P.
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 505-525
Persistent link: https://www.econbiz.de/10014492235
Saved in:
10
Mechanisms of overpricing : An investigation on momentum crashes
Huang, Alex
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 118-142
Persistent link: https://www.econbiz.de/10014446417
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