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Search: subject:"Volatility"
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Volatility
250
Volatilität
250
Theorie
112
Theory
112
Estimation
76
Schätzung
76
Capital income
68
Kapitaleinkommen
68
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64
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62
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62
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256
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McAleer, Michael
13
Dunis, Christian
7
Asai, Manabu
6
Maasoumi, Esfandiar
6
Ap Gwilym, Owain
4
Caporin, Massimiliano
4
Cavaliere, Giuseppe
4
Gupta, Rangan
4
Taylor, Robert
4
Copeland, Laurence S.
3
Koopman, Siem Jan
3
Koutmos, Gregory
3
McMillan, David G.
3
Pierdzioch, Christian
3
Teräsvirta, Timo
3
Wohar, Mark E.
3
Anatolyev, Stanislav
2
Balaban, Ercan
2
Bordignon, Silvano
2
Catania, Leopoldo
2
Chan, Joshua
2
Coakley, Jerry
2
Gillas, Konstantinos Gkillas
2
Gouriéroux, Christian
2
Horowitz, Joel
2
Hoti, Suhejla
2
Jawadi, Fredj
2
Kanioura, Athina
2
Laws, Jason
2
Lin, Shih-kuei
2
Liu, Xiaoquan
2
Lucey, Brian M.
2
Medeiros, Marcelo C.
2
Meyer, Renate
2
Mittnik, Stefan
2
Neumann, George R.
2
Phillips, Peter C. B.
2
Raddant, Matthias
2
Satchell, Stephen
2
Song, Shiyu
2
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Econometric reviews
The European journal of finance
NBER working paper series
693
Energy economics
646
Working paper / National Bureau of Economic Research, Inc.
646
Finance research letters
633
NBER Working Paper
595
Discussion paper series / IZA
591
Applied economics
442
International review of financial analysis
426
Journal of banking & finance
397
International review of economics & finance : IREF
388
The journal of futures markets
372
Economic modelling
364
Discussion paper / Centre for Economic Policy Research
361
Working paper
347
Journal of econometrics
325
The North American journal of economics and finance : a journal of financial economics studies
325
Economics letters
302
Applied economics letters
293
CESifo working papers
293
Research in international business and finance
290
IZA Discussion Paper
272
Journal of empirical finance
272
Applied financial economics
267
International journal of theoretical and applied finance
245
Journal of international financial markets, institutions & money
245
Discussion paper / Tinbergen Institute
241
Journal of international money and finance
232
Journal of financial economics
210
Journal of risk and financial management : JRFM
207
Quantitative finance
194
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
181
Pacific-Basin finance journal
179
IMF working papers
173
Journal of economic dynamics & control
171
International Journal of Energy Economics and Policy : IJEEP
169
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
162
Labour economics : official journal of the European Association of Labour Economists
157
International journal of finance & economics : IJFE
156
Discussion papers / CEPR
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ECONIS (ZBW)
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256
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1
A new channel for global
volatility
propagation
Chen, Shuning
;
Wang, Jian-xin
- In:
The European journal of finance
30
(
2024
)
5
,
pp. 481-502
Persistent link: https://www.econbiz.de/10014547893
Saved in:
2
The information content of currency option-implied volatilities : implications for ex-ante forecasts of global equity correlations
Figueiredo, Antonio
;
Parhizgari, Ali M.
;
Dupoyet, Brice
- In:
The European journal of finance
29
(
2023
)
18
,
pp. 2128-2153
Persistent link: https://www.econbiz.de/10014418133
Saved in:
3
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
De Angelis, Luca
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 725-757
Persistent link: https://www.econbiz.de/10014420355
Saved in:
4
A new Bayesian model for contagion and interdependence
Poon, Aubrey
;
Zhu, Dan
- In:
Econometric reviews
41
(
2022
)
7
,
pp. 806-826
Persistent link: https://www.econbiz.de/10013364908
Saved in:
5
How does mutual fund flow respond to oil market
volatility
?
Alsubaiei, Bader Jawid
;
Calice, Giovanni
;
Vivian, Andrew
- In:
The European journal of finance
30
(
2024
)
1
,
pp. 28-52
Persistent link: https://www.econbiz.de/10014547298
Saved in:
6
Industry
volatility
spillover and aggregate stock returns
Zhang, Yaojie
;
He, Mengxi
;
Wen, Danyan
- In:
The European journal of finance
30
(
2024
)
10
,
pp. 1097-1126
Persistent link: https://www.econbiz.de/10014636439
Saved in:
7
Investigation of the effect of global EPU spillovers on country-level stock market idiosyncratic
volatility
Caglayan, Mustafa O.
;
Gong, Yuting
;
Xue, Wenjun
- In:
The European journal of finance
30
(
2024
)
11
,
pp. 1212-1238
Persistent link: https://www.econbiz.de/10014636443
Saved in:
8
Do social media sentiments drive cryptocurrency intraday price
volatility
? : new evidence from asymmetric TVP-VAR frequency connectedness measures
Long, Suwan
;
Chatziantoniou, Ioannis
;
Gabauer, David
; …
- In:
The European journal of finance
30
(
2024
)
13
,
pp. 1470-1489
Persistent link: https://www.econbiz.de/10014636574
Saved in:
9
Extremal quantiles and stock price crashes
Andreou, Panayiotis C.
;
Anyfantaki, Sofia
;
Maasoumi, …
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 703-724
Persistent link: https://www.econbiz.de/10014420354
Saved in:
10
Are fund managers incentivised to ignore stock market jumps?
Chondrogiannis, Ilias
;
Freeman, Mark
;
Vivian, Andrew
- In:
The European journal of finance
29
(
2023
)
15
,
pp. 1793-1823
Persistent link: https://www.econbiz.de/10014388504
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