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~isPartOf:"European economic review : EER"
~isPartOf:"International review of economics & finance : IREF"
~subject:"VAR model"
~subject:"Volatilität"
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VAR model
Volatilität
Theorie
695
Theory
695
Estimation
342
Schätzung
341
Volatility
192
Capital income
175
Kapitaleinkommen
175
Börsenkurs
173
Share price
173
Forecasting model
168
Prognoseverfahren
168
Asymmetric information
145
Asymmetrische Information
145
Stock market
136
Aktienmarkt
135
Geldpolitik
130
Monetary policy
130
Welt
125
World
125
CAPM
115
ARCH model
114
ARCH-Modell
114
VAR-Modell
114
Schock
112
Shock
112
Yield curve
107
Zinsstruktur
106
USA
102
United States
102
China
100
EU countries
93
EU-Staaten
93
Endogenes Wachstumsmodell
88
Endogenous growth model
88
Risk
86
Risiko
85
Cointegration
84
Kointegration
84
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English
291
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Ma, Feng
7
Gupta, Rangan
6
Hammoudeh, Shawkat
6
Wohar, Mark E.
5
Caporin, Massimiliano
4
McAleer, Michael
4
Abakah, Emmanuel Joel Aikins
3
Balcilar, Mehmet
3
Chen, Wang
3
Huang, Dengshi
3
Kim, Won Joong
3
Kumar, Dilip
3
Liang, Chao
3
Lu, Xinjie
3
Malik, Farooq
3
Mensi, Walid
3
Wang, Jiqian
3
Wang, Yudong
3
Arize, Augustine Chuck
2
Beckmann, Joscha
2
Brooks, Robert
2
Caggiano, Giovanni
2
Castelnuovo, Efrem
2
Chang, Chia-Lin
2
Chang, Kuang-Liang
2
Chiu, Chien-Liang
2
Eickmeier, Sandra
2
Hamori, Shigeyuki
2
Ho, Kin-Yip
2
Hueng, C. James
2
Jin, Jang Cheong
2
Jin, Xiaoye
2
Kang, Sang Hoon
2
Kim, Hyeongwoo
2
Korobilis, Dimitris
2
Kriwoluzky, Alexander
2
Li, Steven
2
Li, Tao
2
Liu, Dehong
2
Liu, Jing
2
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European economic review : EER
International review of economics & finance : IREF
Energy economics
466
Economic modelling
401
Applied economics
361
Journal of econometrics
329
Finance research letters
299
Economics letters
274
Working paper
271
The North American journal of economics and finance : a journal of financial economics studies
233
International review of financial analysis
218
Discussion paper / Centre for Economic Policy Research
211
International journal of forecasting
211
Working paper series / European Central Bank
211
Journal of banking & finance
209
Journal of international money and finance
207
Working paper / National Bureau of Economic Research, Inc.
202
NBER working paper series
191
Journal of empirical finance
189
CESifo working papers
184
Journal of economic dynamics & control
177
Applied economics letters
174
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
174
Journal of forecasting
167
NBER Working Paper
162
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
161
Research in international business and finance
155
Discussion paper / Tinbergen Institute
151
International Journal of Energy Economics and Policy : IJEEP
149
Journal of international financial markets, institutions & money
147
CAMA working paper series
142
International journal of theoretical and applied finance
142
Journal of risk and financial management : JRFM
140
IMF working papers
133
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
126
The journal of futures markets
124
Applied financial economics
121
Journal of applied econometrics
117
Macroeconomic dynamics
116
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
113
Quantitative finance
105
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ECONIS (ZBW)
291
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1
The changing dynamics of crypto mining and environmental impact
Kumari, Pooja
;
Mamidala, Vasanthi
;
Chavali, Kavita
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 940-953
Persistent link: https://www.econbiz.de/10014446611
Saved in:
2
Strategic asset allocation with distorted beliefs
Chung, San-Lin
;
Hung, Mao-Wei
;
Wei, Tzu-Wen
;
Yeh, Chung-Ying
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 804-831
Persistent link: https://www.econbiz.de/10014446818
Saved in:
3
Extreme connectedness between NFTs and US equity market : a sectoral analysis
Ali, Shoaib
;
Umar, Muhammad
;
Gubareva, Mariya
;
Xuan Vinh Vo
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 299-315
Persistent link: https://www.econbiz.de/10014492150
Saved in:
4
Volatility spillover between oil and stock prices : structural connectedness based on a multi-sector DSGE
model
approach with Bayesian estimation
Chan, Ying Tung
;
Qiao, Hui
- In:
International review of economics & finance : IREF
87
(
2023
),
pp. 265-286
Persistent link: https://www.econbiz.de/10014472255
Saved in:
5
Are neutral and investment-specific technology shocks correlated?
Moura, Alban
- In:
European economic review : EER
139
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013270133
Saved in:
6
Do the dynamics of macroeconomic attention drive the yen/dollar exchange market volatility?
Luo, Tao
;
Sun, Huaping
;
Zhang, Lixia
;
Bai, Jiancheng
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 597-611
Persistent link: https://www.econbiz.de/10014446795
Saved in:
7
International commodity market and stock volatility predictability : evidence from G7 countries
Wang, Jiashun
;
Wang, Jiqian
;
Ma, Feng
- In:
International review of economics & finance : IREF
90
(
2024
),
pp. 62-71
Persistent link: https://www.econbiz.de/10014446887
Saved in:
8
A new algorithm for structural restrictions in Bayesian vector autoregressions
Korobilis, Dimitris
- In:
European economic review : EER
148
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013553376
Saved in:
9
Long-term inflation expectations and monetary policy in the euro area before the pandemic
Neri, Stefano
- In:
European economic review : EER
154
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014438290
Saved in:
10
Risk-return trade-off in the Australian Securities Exchange : accounting for overnight effects, realized higher moments, long-run relations, and fractional cointegration
Jayawardena, Nirodha I.
;
Todorova, Neda
;
Li, Bin
;
Su, Jen-je
- In:
International review of economics & finance : IREF
80
(
2022
),
pp. 384-401
Persistent link: https://www.econbiz.de/10013342033
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