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~isPartOf:"Applied economics"
~isPartOf:"The journal of real estate finance and economics"
~subject:"Volatility"
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Search: subject_exact:"United Kingdom"
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Volatility
Großbritannien
632
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Estimation
120
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88
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88
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76
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76
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Sosvilla-Rivero, Simón
2
Abbott, Andrew J.
1
Allen, David E.
1
Babalos, Vassilios
1
Begiazi, Kyriaki
1
Cheffou, Abdoulkarim Idi
1
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1
Chen, Zhiwei
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1
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1
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1
Sing, Tien-foo
1
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1
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1
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1
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Applied economics
The journal of real estate finance and economics
Applied financial economics
20
Working papers / Bank of England
16
International review of financial analysis
15
The journal of futures markets
15
Journal of international financial markets, institutions & money
14
The European journal of finance
14
International review of economics & finance : IREF
10
Working paper / National Bureau of Economic Research, Inc.
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CESifo working papers
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Finance research letters
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Economics letters
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Forecasting volatility in the financial markets
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IZA Discussion Paper
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Journal of empirical finance
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Journal of multinational financial management
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Scottish journal of political economy : the journal of the Scottish Economic Society
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The journal of finance : the journal of the American Finance Association
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The review of financial studies
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Applied economics letters
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Econometric Institute research papers
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Global finance journal
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ECONIS (ZBW)
18
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1
Fractional integration and volatility transmission between real estate and stock markets : novel evidence from a FIGARCH-BEKK approach
Kyriakou, Maria I.
;
Koulakiotis, Athanasios
;
Kiohos, …
- In:
The journal of real estate finance and economics
66
(
2023
)
4
,
pp. 939-962
Persistent link: https://www.econbiz.de/10014258997
Saved in:
2
Volatility transmission between stock and foreign exchange markets : a connectedness analysis
Fernández Rodríguez, Fernando
;
Sosvilla-Rivero, Simón
- In:
Applied economics
52
(
2020
)
19
,
pp. 2096-2108
Persistent link: https://www.econbiz.de/10012197679
Saved in:
3
Modelling UK house prices with structural breaks and conditional variance analysis
Begiazi, Kyriaki
;
Katsiampa, Paraskevi
- In:
The journal of real estate finance and economics
58
(
2019
)
2
,
pp. 290-309
Persistent link: https://www.econbiz.de/10012151936
Saved in:
4
Stabilising house prices : the role of housing futures trading
Uluc, Arzu
- In:
The journal of real estate finance and economics
56
(
2018
)
4
,
pp. 587-621
Persistent link: https://www.econbiz.de/10012038825
Saved in:
5
Asymmetric volatility spillovers between the U.K. regional worker flows and vacancies
Gefang, Deborah
;
Johnes, Geraint
- In:
Applied economics
49
(
2017
)
50
,
pp. 5117-5133
Persistent link: https://www.econbiz.de/10011845089
Saved in:
6
Volatility spillover and multivariate volatility impulse response analysis of GFC news events
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
- In:
Applied economics
49
(
2017
)
31/33
,
pp. 3246-3262
Persistent link: https://www.econbiz.de/10011774739
Saved in:
7
Intraday bidirectional volatility spillover across international stock markets : does the global financial crisis matter?
Jawadi, Fredj
;
Louhichi, Waël
;
Cheffou, Abdoulkarim Idi
- In:
Applied economics
47
(
2015
)
34/36
,
pp. 3633-3650
Persistent link: https://www.econbiz.de/10011293475
Saved in:
8
Volatility spillovers, comovements and contagion in securitized real estate markets
Hoesli, Martin
;
Reka, Kustrim
- In:
The journal of real estate finance and economics
47
(
2013
)
1
,
pp. 1-35
Persistent link: https://www.econbiz.de/10009767829
Saved in:
9
Multiscale analysis of international linkages of REIT returns and volatilities
Zhou, Jian
- In:
The journal of real estate finance and economics
45
(
2012
)
4
,
pp. 1062-1087
Persistent link: https://www.econbiz.de/10009689421
Saved in:
10
Implicit bands in the yen/dollar exchange rate
Ledesma-Rodríguez, Francisco José
;
Navarro Ibáñez, …
- In:
Applied economics
43
(
2011
)
10/12
,
pp. 1241-1255
Persistent link: https://www.econbiz.de/10009239432
Saved in:
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