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subject:"Volatility"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Business cycle"
~subject:"United Kingdom"
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Volatility
Business cycle
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Estimation
307
Schätzung
307
Volatilität
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Capital income
89
Kapitaleinkommen
89
Börsenkurs
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Gupta, Rangan
7
Pierdzioch, Christian
5
Zhu, Huiming
5
Hau, Liya
4
Kang, Sang Hoon
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Mensi, Walid
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McAleer, Michael
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Nonejad, Nima
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Risse, Marian
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Xuan Vinh Vo
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Aiube, Fernando Antônio Lucena
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Akdeniz, Levent
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1
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The North American journal of economics and finance : a journal of financial economics studies
Discussion paper series / IZA
324
Applied economics
296
Working paper / National Bureau of Economic Research, Inc.
256
NBER working paper series
246
NBER Working Paper
229
Discussion paper / Centre for Economic Policy Research
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CESifo working papers
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International review of economics & finance : IREF
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International review of financial analysis
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Discussion paper
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Journal of empirical finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of international financial markets, institutions & money
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Journal of economic dynamics & control
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Research in international business and finance
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The journal of futures markets
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Discussion papers / CEPR
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International journal of finance & economics : IJFE
66
The European journal of finance
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Journal of macroeconomics
63
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
62
CESifo Working Paper Series
61
International journal of forecasting
61
Kiel working paper
59
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
58
Journal of risk and financial management : JRFM
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11
Financial development, financial instability, and fiscal policy volatility : international evidence
Ma, Yong
;
Lv, Lin
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-32
Persistent link: https://www.econbiz.de/10014246920
Saved in:
12
Predictability of tail risks of Canada and the U.S. over a century : the role of spillovers and oil tail risks
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413542
Saved in:
13
Evolving United States stock market volatility : the role of conventional and unconventional monetary policies
Plakandaras, Vasilios
;
Gupta, Rangan
;
Balcilar, Mehmet
; …
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013449139
Saved in:
14
The contagion effect of jump risk across Asian stock markets during the Covid-19 pandemic
Zhang, Yi
;
Zhou, Long
;
Chen, Yajiao
;
Liu, Fang
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013449345
Saved in:
15
Time-frequency causality and dependence structure between crude oil, EPU and Chinese industry stock : evidence from multiscale quantile perspectives
Zhu, Huiming
;
Chen, Yiwen
;
Ren, Ying-hua
;
Xing, Zhanming
; …
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-46
Persistent link: https://www.econbiz.de/10013449362
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16
Time-frequency effect of crude oil and exchange rates on stock markets in BRICS countries : evidence from wavelet quantile regression analysis
Zhu, Huiming
;
Yu, Dongwei
;
Hau, Liya
;
Wu, Hao
;
Ye, Fangyu
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013449369
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17
Dynamic spillovers and linkages between gold, crude oil, S&P 500, and other economic and financial variables. Evidence from the USA
Golitsis, Petros
;
Gkasis, Pavlos
;
Bellos, Sotirios K.
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014225729
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18
Bond markets integration in the EU : new empirical evidence from the Eastern non-euro member-states
Stoupos, Nikolaos
;
Kiohos, Apostolos
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014225792
Saved in:
19
The effects of financial openness and financial efficiency on Chinese macroeconomic volatilities
Yuan, Shenguo
;
Wu, Zhouheng
;
Liu, Lanfeng
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014225798
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20
Cross-sectional quantile regression for estimating conditional VaR of returns during periods of high volatility
Vidal-Llana, Xenxo
;
Guillén, Montserrat
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014225819
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