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~isPartOf:"Journal of banking & finance"
~subject:"ARCH-Modell"
~subject:"Arbeitsmarkt"
~subject:"Spillover effect"
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ARCH-Modell
Arbeitsmarkt
Spillover effect
Volatility
375
Volatilität
374
Capital income
113
Kapitaleinkommen
113
Theorie
111
Theory
111
Börsenkurs
103
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103
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86
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Chevapatrakul, Thanaset
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Christiansen, Charlotte
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Asgharian, Hossein
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Audrino, Francesco
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Bali, Turan G.
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1
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1
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1
Christoffersen, Peter F.
1
Cici, Gjergji
1
Collet, Jerome
1
Daal, Elton
1
Dark, Jonathan
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Darrat, Ali F.
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1
Gannon, Gerard L.
1
Ge̜bka, Bartosz
1
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Journal of banking & finance
Energy economics
270
Finance research letters
162
International review of financial analysis
147
The North American journal of economics and finance : a journal of financial economics studies
145
Applied economics
142
Economic modelling
131
International review of economics & finance : IREF
118
Research in international business and finance
112
Discussion paper series / IZA
100
Journal of empirical finance
96
Journal of international financial markets, institutions & money
93
Journal of risk and financial management : JRFM
90
Discussion paper / Tinbergen Institute
72
Applied economics letters
71
Applied financial economics
70
Working paper
70
Journal of econometrics
69
Economics letters
64
International journal of forecasting
62
CESifo working papers
57
Journal of forecasting
57
Econometric Institute research papers
52
International Journal of Energy Economics and Policy : IJEEP
52
International journal of finance & economics : IJFE
49
NBER working paper series
49
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
49
IZA Discussion Paper
47
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
45
The journal of futures markets
43
NBER Working Paper
42
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
41
Journal of financial econometrics : official journal of the Society for Financial Econometrics
40
Journal of international money and finance
40
Pacific-Basin finance journal
40
The European journal of finance
38
Emerging markets, finance and trade : EMFT
37
International journal of economics and financial issues : IJEFI
35
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
33
Labour economics : official journal of the European Association of Labour Economists
33
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ECONIS (ZBW)
71
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1
The effect of uncertainty on stock market
volatility
and correlation
Asgharian, Hossein
;
Christiansen, Charlotte
;
Hou, Ai Jun
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014486544
Saved in:
2
GARCH option pricing with
volatility
derivatives
Oh, Dong Hwan
;
Park, Yang-Ho
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014248216
Saved in:
3
Is idiosyncratic
volatility
related to returns? Evidence from a subset of firms with quality idiosyncratic
volatility
estimates
Bergbrant, Mikael
;
Kassa, Haimanot
- In:
Journal of banking & finance
127
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012821006
Saved in:
4
The conditional impact of investor sentiment in global stock markets : a two-channel examination
Wang, Wenzhao
;
Su, Chen
;
Duxbury, Darren
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013461707
Saved in:
5
VIX valuation and its futures pricing through a generalized affine realized
volatility
model with hidden components and jump
Wang, Qi
;
Wang, Zerong
- In:
Journal of banking & finance
116
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012489233
Saved in:
6
Price discovery in equity markets : a state-dependent analysis of spot and futures markets
Kuck, Konstantin
;
Schweikert, Karsten
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462550
Saved in:
7
Cross-asset time-series momentum : crude oil
volatility
and global stock markets
Fernandez-Perez, Adrian
;
Indriawan, Ivan
;
Tse, Yiuman
; …
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014492117
Saved in:
8
Cross-commodity news transmission and
volatility
spillovers in the German energy markets
Green, Rikard
;
Larsson, Karl
;
Lunina, Veronika
; …
- In:
Journal of banking & finance
95
(
2018
),
pp. 231-243
Persistent link: https://www.econbiz.de/10011966754
Saved in:
9
Business-linkage
volatility
spillovers between US industries
Nguyen, Linh
;
Mateut, Simona
;
Chevapatrakul, Thanaset
- In:
Journal of banking & finance
111
(
2020
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012221052
Saved in:
10
Comparing high-dimensional conditional covariance matrices : implications for portfolio selection
Moura, Guilherme Valle
;
Santos, André A. P.
;
Ruiz, Esther
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012521005
Saved in:
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