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~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~subject:"Finanzmarkt"
~subject:"Portfolio-Management"
~subject:"Share price"
~subject:"Theorie"
~subject:"Welt"
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Finanzmarkt
Portfolio-Management
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Welt
ARCH model
54
ARCH-Modell
54
Volatility
38
Volatilität
38
Aktienmarkt
22
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Bouri, Elie
2
Gupta, Rangan
2
Serna, Gregorio
2
Al-Shboul, Mohammad
1
Al-Yahyaee, Khamis Hamed
1
Alsharari, Nizar Mohammad
1
Apergēs, Nikolaos
1
Azhar Mohamad
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Mensi, Walid
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Energy economics
134
Finance research letters
109
Applied economics
97
Economic modelling
83
Journal of econometrics
83
Journal of empirical finance
83
International review of financial analysis
80
International review of economics & finance : IREF
79
Research in international business and finance
78
The North American journal of economics and finance : a journal of financial economics studies
75
International journal of forecasting
64
Journal of risk and financial management : JRFM
63
Journal of international financial markets, institutions & money
62
Journal of banking & finance
61
Economics letters
54
Journal of forecasting
52
Discussion paper / Tinbergen Institute
49
Applied economics letters
47
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
45
International Journal of Energy Economics and Policy : IJEEP
41
The European journal of finance
41
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
40
Working paper
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Econometric theory
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
35
Econometric Institute research papers
31
Econometric reviews
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
29
International journal of finance & economics : IJFE
28
International journal of economics and financial issues : IJEFI
26
Journal of applied econometrics
26
Applied financial economics
25
Journal of international money and finance
25
Cogent economics & finance
24
Journal of financial econometrics
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The econometrics journal
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Journal of risk
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ECONIS (ZBW)
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1
Frequency spillovers and portfolio risk implications between Sukuk, Islamic stock and emerging stock markets
Mensi, Walid
;
Ur Rehman, Mobeen
;
Maitra, Debasish
; …
- In:
The quarterly review of economics and finance : journal …
91
(
2023
),
pp. 139-157
Persistent link: https://www.econbiz.de/10014461547
Saved in:
2
On the predictive ability of conditional market skewness
Serna, Gregorio
- In:
The quarterly review of economics and finance : journal …
91
(
2023
),
pp. 186-191
Persistent link: https://www.econbiz.de/10014461560
Saved in:
3
Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach
Salisu, Afees A.
;
Gupta, Rangan
;
Bouri, Elie
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 303-314
Persistent link: https://www.econbiz.de/10014428077
Saved in:
4
Financial contagion in the futures markets amidst global geo-economic events
Zainudin, Ahmad Danial
;
Azhar Mohamad
- In:
The quarterly review of economics and finance : journal …
81
(
2021
),
pp. 288-308
Persistent link: https://www.econbiz.de/10012656295
Saved in:
5
Geopolitical risk and volatility spillovers in oil and stock markets
Smales, L. A.
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 358-366
Persistent link: https://www.econbiz.de/10012655491
Saved in:
6
Volatility spillover between exchange rate and stock returns under volatility shifts
Malik, Farooq
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 605-613
Persistent link: https://www.econbiz.de/10012655581
Saved in:
7
Another look at calendar anomalies
Chatzitzisi, Evanthia
;
Fountas, Stilianos
; …
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 823-840
Persistent link: https://www.econbiz.de/10012655712
Saved in:
8
Housing price dynamics : the impact of stock market sentiment and the spillover effect
Zheng, Yao
;
Osmer, Eric
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 854-867
Persistent link: https://www.econbiz.de/10012655714
Saved in:
9
Correlations and volatility spillovers between China and Southeast Asian stock markets
Zhong, Yi
;
Liu, Jiapeng
- In:
The quarterly review of economics and finance : journal …
81
(
2021
),
pp. 57-69
Persistent link: https://www.econbiz.de/10012656194
Saved in:
10
Heterogeneous market hypothesis approach for modeling unbiased extreme value volatility estimator in presence of leverage effect : an individual stock level study with economic sig...
Zargar, Faisal Nazir
;
Kumar, Dilip
- In:
The quarterly review of economics and finance : journal …
77
(
2020
),
pp. 271-285
Persistent link: https://www.econbiz.de/10012431113
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