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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~language:"eng"
~subject:"Anlageverhalten"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Anlageverhalten
Volatilität
Theorie
355
Theory
355
Volatility
324
Estimation
307
Schätzung
307
Börsenkurs
306
Share price
306
Capital income
249
Kapitaleinkommen
249
Stock market
226
Welt
224
World
224
Aktienmarkt
223
USA
201
United States
201
China
165
Portfolio selection
159
Portfolio-Management
159
Forecasting model
146
Prognoseverfahren
146
Financial crisis
144
Finanzkrise
144
Geldpolitik
130
Monetary policy
130
Spillover effect
127
Spillover-Effekt
127
Risk
124
ARCH model
123
ARCH-Modell
123
Behavioural finance
118
Risiko
118
Exchange rate
102
Wechselkurs
101
Impact assessment
85
Wirkungsanalyse
85
Option pricing theory
83
Optionspreistheorie
83
CAPM
81
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Undetermined
368
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Article
423
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Article in journal
Aufsatz in Zeitschrift
423
Language
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English
Author
All
Gupta, Rangan
14
Kang, Sang Hoon
10
Mensi, Walid
10
Wohar, Mark E.
8
Zhu, Huiming
8
Hammoudeh, Shawkat
7
Xuan Vinh Vo
7
McAleer, Michael
6
Ryu, Doojin
6
Zhou, Liyun
6
Hau, Liya
5
Li, Jinfang
5
Pierdzioch, Christian
5
Ur Rehman, Mobeen
5
Yang, Chunpeng
5
Zhuang, Xintian
5
Balcilar, Mehmet
4
Chang, Chia-Lin
4
Cho, Hoon
4
Dai, Zhifeng
4
Gao, Yang
4
Lien, Da-hsiang Donald
4
Qiao, Gaoxiu
4
Wu, Xinyu
4
Yin, Libo
4
Al-Yahyaee, Khamis Hamed
3
Allen, David E.
3
Chen, Mei-Ping
3
Chung, Chune Young
3
Ho, Kin-Yip
3
Hu, Duni
3
Huang, Jialiang
3
Jung, Hojin
3
Kim, Dong H.
3
Kim, Jong-Min
3
Kinkyō, Takuji
3
Labuschagne, Coenraad C. A.
3
Li, Shaoyu
3
Li, Shouwei
3
Li, Yanshuang
3
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Published in...
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The North American journal of economics and finance : a journal of financial economics studies
Finance research letters
782
Journal of banking & finance
643
Energy economics
611
International review of financial analysis
609
Applied economics
467
International review of economics & finance : IREF
460
Economic modelling
404
The journal of futures markets
401
Pacific-Basin finance journal
379
Journal of financial economics
376
Journal of empirical finance
365
Research in international business and finance
353
Applied economics letters
349
Journal of econometrics
324
Economics letters
322
Applied financial economics
319
Journal of international financial markets, institutions & money
301
The review of financial studies
296
International journal of theoretical and applied finance
261
Journal of international money and finance
249
The journal of finance : the journal of the American Finance Association
249
Journal of risk and financial management : JRFM
244
Journal of financial and quantitative analysis : JFQA
236
The European journal of finance
230
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
226
Journal of economic dynamics & control
215
Quantitative finance
212
Management science : journal of the Institute for Operations Research and the Management Sciences
206
The journal of behavioral finance : a publication of the Institute of Behavioral Finance
199
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
185
Review of quantitative finance and accounting
185
Journal of economic behavior & organization : JEBO
184
International journal of economics and financial issues : IJEFI
169
Journal of financial markets
166
International Journal of Energy Economics and Policy : IJEEP
165
International journal of finance & economics : IJFE
165
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
153
Cogent economics & finance
150
International journal of forecasting
147
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ECONIS (ZBW)
423
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1
Analytically pricing variance and volatility swaps under a Markov-modulated model with liquidity risks
He, Xin-Jiang
;
Lin, Sha
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014483995
Saved in:
2
Animal behavior in capital markets : herding formation dynamics, trading volume, and the role of COVID-19 pandemic
Alexakis, Christos A.
;
Chantziaras, Antonios
;
Economou, …
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014484144
Saved in:
3
Can monthly-return rank order reveal a hidden dimension of momentum? : the post-cost evidence from the U.S. stock markets
Pätäri, Eero
;
Ahmed, Sheraz
;
Luukka, Pasi
;
Yeomans, …
- In:
The North American journal of economics and finance : a …
65
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014309932
Saved in:
4
Connectedness of non-fungible tokens and conventional cryptocurrencies with metals
Yousaf, Imran
;
Gubareva, Mariya
;
Teplova, Tamara V.
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014486267
Saved in:
5
COVID-19 and extreme risk spillovers between oil and BRICS stock markets : a multiscale perspective
Jin, Xiu
;
Liu, Yueli
;
Yu, Jinming
;
Huang, Weiqiang
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014485324
Saved in:
6
Cross-market information transmission and stock market volatility prediction
Wang, Yide
;
Chen, Zan
;
Ji, Xiaodong
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014485465
Saved in:
7
Cross-sectional implications of dynamic asset pricing with stochastic volatility and ambiguity aversion
Lago-Balsalobre, Rubén
;
Rojo-Suárez, Javier
; …
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014483620
Saved in:
8
Dynamic relations between housing Markets, stock Markets, and uncertainty in global cities : a time-frequency approach
Alqaralleh, Huthaifa
;
Canepa, Alessandra
;
Uddin, …
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014485226
Saved in:
9
Effects of macroeconomic factors on stock prices for BRICS using the variational mode decomposition and quantile method
Wang, Xiangning
;
Huang, Qian
;
Zhang, Shuguang
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014484008
Saved in:
10
Extreme dependence and spillovers between uncertainty indices and stock markets : does the US market play a major role?
Mensi, Walid
;
Kamal, Md Rajib
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014485327
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