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~isPartOf:"Applied economics"
~subject:"Börsenkurs"
~subject:"Index futures"
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Search: subject_exact:"Stock market index"
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Börsenkurs
Index futures
Aktienindex
42
Stock index
42
Volatility
16
Volatilität
16
Aktienmarkt
15
Stock market
15
Estimation
12
Schätzung
12
Share price
11
ARCH model
9
ARCH-Modell
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Forecasting model
9
Prognoseverfahren
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Capital income
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Kapitaleinkommen
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Index-Futures
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USA
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United States
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Theorie
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Theory
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Welt
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World
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Coronavirus
5
Index
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Index number
5
Cointegration
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Impact assessment
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Index construction
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Indexberechnung
4
Kointegration
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Multivariate Verteilung
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Multivariate distribution
4
Portfolio selection
4
Portfolio-Management
4
Time series analysis
4
Wirkungsanalyse
4
Zeitreihenanalyse
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English
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Ahmad, Muhammad Farooq
1
Albulescu, Claudiu Tiberiu
1
Allen, David E.
1
Aslam, Faheem
1
Aubin, Christian
1
Aziz, Saqib
1
Barai, Parama
1
Bilson, John F.
1
Chen, Xiuwen
1
Chiang, Min-Hsien
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Clements, Kenneth W.
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DasGupta, Ranjan
1
Elyasiani, Elyas
1
Gambarelli, Luca
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Goyeau, Daniel
1
He, Dongmei
1
Izan, H. Y.
1
Kae-Yih, Tzeng
1
Kung, James J.
1
Lan, Yihui
1
Li, Xindan
1
Liu, Haiyue
1
Mughal, Khurrum Shahzad
1
Muzzioli, Silvia
1
Pathak, Rajesh
1
Pati, Pratap Chandra
1
Powell, Robert
1
Qiao, Gaoxiu
1
Rajib, Prabina
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Sadorsky, Perry A.
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Singh, Abhay Kumar
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Su, Ender
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Teng, Yuxin
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Tiwari, Aviral Kumar
1
Trabelsi, Dhoha
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Wang, Changyu
1
Wang, Jo-Yu
1
Wang, Lu
1
Wang, Yile
1
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Applied economics
The journal of futures markets
41
International review of financial analysis
26
International review of economics & finance : IREF
25
The North American journal of economics and finance : a journal of financial economics studies
24
Applied financial economics
23
Economic modelling
18
Finance research letters
17
Applied economics letters
16
NBER working paper series
16
Cogent economics & finance
14
Investment management and financial innovations
14
Journal of international financial markets, institutions & money
14
International Journal of Financial Studies : open access journal
13
International Journal of Energy Economics and Policy : IJEEP
12
International journal of economics and finance
12
Journal of banking & finance
12
Journal of empirical finance
12
Managerial finance
12
Pacific-Basin finance journal
12
International journal of economics and financial issues : IJEFI
11
Journal of risk and financial management : JRFM
11
NBER Working Paper
11
Research in international business and finance
11
Working paper / National Bureau of Economic Research, Inc.
11
Finance India : the quarterly journal of Indian Institute of Finance
10
International journal of finance & economics : IJFE
10
The European journal of finance
10
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
9
Emerging markets, finance and trade : EMFT
9
Finanzmarkt und Portfolio-Management
9
The empirical economics letters : a monthly international journal of economics
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
The review of financial studies
9
The international journal of business and finance research : IJBFR
8
The journal of finance : the journal of the American Finance Association
8
Afro-Asian Journal of Finance and Accounting : AAJFA
7
CESifo working papers
7
Journal of economics and finance
7
Journal of financial and quantitative analysis : JFQA
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ECONIS (ZBW)
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1
Are the shocks of EPU, VIX, and GPR indexes on the oil-stock nexus alike? : a time-frequency analysis
Chen, Xiuwen
- In:
Applied economics
55
(
2023
)
48
,
pp. 5637-5652
Persistent link: https://www.econbiz.de/10014335498
Saved in:
2
The international spillover behaviour of implied volatilities and forecasting ability of spillover indices
Kae-Yih, Tzeng
- In:
Applied economics
55
(
2023
)
48
,
pp. 5719-5735
Persistent link: https://www.econbiz.de/10014335666
Saved in:
3
Modelling and forecasting volatility with high-frequency and VIX information : a component realized EGARCH model with VIX
Wu, Xinyu
;
Xia, Michelle
;
Li, Xindan
- In:
Applied economics
55
(
2023
)
20
,
pp. 2273-2291
Persistent link: https://www.econbiz.de/10014294916
Saved in:
4
COVID-19 pandemic and the dependence structure of global stock markets
Aslam, Faheem
;
Mughal, Khurrum Shahzad
;
Aziz, Saqib
; …
- In:
Applied economics
54
(
2022
)
18
,
pp. 2013-2031
Persistent link: https://www.econbiz.de/10012875715
Saved in:
5
Modelling dependence and systemic risk between oil prices and BSE sectoral indices using stochastic copula and CoVar, ΔCoVar and MES approaches
Tiwari, Aviral Kumar
;
Pathak, Rajesh
;
DasGupta, Ranjan
; …
- In:
Applied economics
53
(
2021
)
58
,
pp. 6770-6788
Persistent link: https://www.econbiz.de/10012697968
Saved in:
6
The skewness index : uncovering the relationship with volatility and market returns
Elyasiani, Elyas
;
Gambarelli, Luca
;
Muzzioli, Silvia
- In:
Applied economics
53
(
2021
)
31
,
pp. 3619-3635
Persistent link: https://www.econbiz.de/10012589497
Saved in:
7
The cross-market dynamic effects of liquidity on volatility : evidence from Chinese stock index and futures markets
Qiao, Gaoxiu
;
Teng, Yuxin
;
Xu, Yanyan
;
Wang, Lu
- In:
Applied economics
52
(
2020
)
1
,
pp. 85-99
Persistent link: https://www.econbiz.de/10012197378
Saved in:
8
Short term response of Chinese stock markets to the outbreak of COVID-19
Liu, Haiyue
;
Wang, Yile
;
He, Dongmei
;
Wang, Changyu
- In:
Applied economics
52
(
2020
)
53
,
pp. 5859-5872
Persistent link: https://www.econbiz.de/10012308335
Saved in:
9
Forecasting stock market volatility and information content of implied volatility index
Pati, Pratap Chandra
;
Barai, Parama
;
Rajib, Prabina
- In:
Applied economics
50
(
2018
)
23
,
pp. 2552-2568
Persistent link: https://www.econbiz.de/10011850295
Saved in:
10
Stock prices, inflation and inflation uncertainty in the U.S. : testing the long-run relationship considering Dow Jones sector indexes
Albulescu, Claudiu Tiberiu
;
Aubin, Christian
;
Goyeau, Daniel
- In:
Applied economics
49
(
2017
)
18
,
pp. 1794-1807
Persistent link: https://www.econbiz.de/10011815423
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