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~isPartOf:"International journal of finance & economics : IJFE"
~subject:"Volatility"
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Volatility
Börsenkurs
124
Share price
124
Aktienmarkt
58
Stock market
58
Capital income
51
Kapitaleinkommen
51
Estimation
42
Schätzung
42
Volatilität
37
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22
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18
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stock returns
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stock markets
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Ankündigungseffekt
9
Announcement effect
9
China
9
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9
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9
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37
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Ma, Feng
3
Carlson, Mark
2
Gupta, Rangan
2
Lewis, Kurt F.
2
Liang, Chao
2
Nelson, William R.
2
Salisu, Afees A.
2
Wei, Yu
2
Aboura, Sofiane
1
Acquah, Benjamin K.
1
Ahmed, Junaid
1
Aizenman, Joshua
1
Albrecht, Peter
1
Asai, Manabu
1
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1
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1
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1
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1
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1
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1
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1
Chen, Zhonglu
1
Cheung, Yin-Wong
1
Choudhry, Taufiq
1
Dedi, Lidija
1
Demirer, Rıza
1
Dong, Manh Cuong
1
Drakos, Anastassios A.
1
Du, Jiangze
1
Gil-Alaña, Luis A.
1
Giles, David E. A.
1
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1
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1
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1
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1
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1
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1
Karan, Mehmet Baha
1
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1
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1
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International journal of finance & economics : IJFE
Finance research letters
188
International review of financial analysis
134
NBER working paper series
125
Energy economics
123
The North American journal of economics and finance : a journal of financial economics studies
115
Working paper / National Bureau of Economic Research, Inc.
115
International review of economics & finance : IREF
112
Journal of banking & finance
102
Applied economics
97
Economic modelling
93
NBER Working Paper
88
Journal of empirical finance
86
Research in international business and finance
86
Applied economics letters
85
Journal of international financial markets, institutions & money
77
Journal of financial economics
74
Journal of risk and financial management : JRFM
70
Pacific-Basin finance journal
69
The journal of futures markets
68
Journal of econometrics
67
Applied financial economics
64
International Journal of Energy Economics and Policy : IJEEP
62
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
60
Working paper
51
The European journal of finance
47
Discussion paper / Centre for Economic Policy Research
46
Finance India : the quarterly journal of Indian Institute of Finance
46
Cogent economics & finance
43
Economics letters
43
CESifo working papers
41
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
41
The journal of finance : the journal of the American Finance Association
40
Journal of financial markets
39
Research paper series / Swiss Finance Institute
38
Journal of financial and quantitative analysis : JFQA
37
Review of quantitative finance and accounting
36
The review of financial studies
36
Discussion paper / Tinbergen Institute
35
Emerging markets, finance and trade : EMFT
35
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ECONIS (ZBW)
37
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1
Do stock market fluctuations lead to currency deflation in the South Asian region? : evidence beyond symmetry
Suleman, Muhammad Tahir
;
Tabash, Mosab I.
;
Sheikh, Umaid A.
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 1432-1450
Persistent link: https://www.econbiz.de/10014533233
Saved in:
2
Analysis of stock markets risk spillover with copula models under the background of Chinese financial opening
Du, Jiangze
;
Chen, Xizhuo
;
Gong, Jincheng
;
Lin, Xiao
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 3997-4019
Persistent link: https://www.econbiz.de/10014429264
Saved in:
3
Stock market reaction to macroeconomic variables : an assessment with dynamic autoregressive distributed lag simulations
Khan, Muhammad Kamran
;
Teng, Jian-Zhou
;
Khan, Muhammad Imran
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 2436-2448
Persistent link: https://www.econbiz.de/10014327535
Saved in:
4
Oil price volatility and stock returns : evidence from three oil-price wars
Khan, Mushtaq Hussain
;
Ahmed, Junaid
;
Mughal, Mazhar
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 3162-3182
Persistent link: https://www.econbiz.de/10014327724
Saved in:
5
Stock exchange volatility forecasting under market stress with MIDAS regression
Körs, Murat
;
Karan, Mehmet Baha
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 295-306
Persistent link: https://www.econbiz.de/10014253189
Saved in:
6
Bayesian non-linear quantile effects on modelling realized kernels
Dong, Manh Cuong
;
Chen, Cathy W. S.
;
Asai, Manabu
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 981-995
Persistent link: https://www.econbiz.de/10014253335
Saved in:
7
Economic policy uncertainty and stock markets' co-movements
Albrecht, Peter
;
Kapounek, Svatopluk
;
Kučerová, Zuzana
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 3471-3487
Persistent link: https://www.econbiz.de/10014429134
Saved in:
8
A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market : evidence from over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula E.
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 384-400
Persistent link: https://www.econbiz.de/10012814585
Saved in:
9
Global equity market volatility forecasting : new evidence
Liang, Chao
;
Wei, Yu
;
Lei, Likun
;
Ma, Feng
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 594-609
Persistent link: https://www.econbiz.de/10012814844
Saved in:
10
Effects of diamond price volatility on stock returns : evidence from a developing economy
Brou, Jean Marcelin Bosson
;
Mougoué, Mbodja
;
Kouassi, …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 1025-1043
Persistent link: https://www.econbiz.de/10012814972
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