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~source:"repec"
~subject:"Stock market"
~subject:"VOLATILITY"
~subject:"Ölpreis"
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Stock market
VOLATILITY
Ölpreis
volatility
1,163
Volatility
1,017
GARCH
155
growth
59
exchange rates
45
risk
43
Growth
42
EGARCH
36
liquidity
35
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32
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31
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30
Risk and Uncertainty
28
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27
stock returns
27
Demand and Price Analysis
26
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25
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emerging markets
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25
stock markets
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25
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24
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volatilité
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Creti, Anna
2
Joëts, Marc
2
Lorenzo, F.
2
Mignon, Valérie
2
Subbotin, Alexander
2
AKSOY, Mine
1
Antonakakis, Nikolaos
1
Avouyi-Dovi, S.
1
Babalos, Vasillios
1
Batic, Davide
1
Bold, Adam
1
Bornholdt, Stefan
1
Brailsford, T. J.
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
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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
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1
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1
Isakov, D.
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
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1
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1
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Australian Journal of Management
7
Physica A: Statistical Mechanics and its Applications
6
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2
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2
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Известия Тульского государственного университета. Экономические и юридические науки
1
Проблемы современной экономики
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RePEc
ECONIS (ZBW)
7,442
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EconStor
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1
СТАНДАРТЫ ДОЛЖНИКА
ВАСИЛЬЕВИЧ, ЛУТИКОВ КОНСТАНТИН
- In:
Известия Тульского …
(
2014
)
3
,
pp. 325-331
Рассмотрены проблемы денежно кредитного регулирования, реализуемого в нашей стране, Выявлено ряд очень специфических фактов размещения резервов при наличии...
Persistent link: https://www.econbiz.de/10011228950
Saved in:
2
The Effects of Terrorism on Turkish Stock Market
AKSOY, Mine
- In:
Ege Academic Review
14
(
2014
)
1
,
pp. 31-41
This paper uses daily data to analyze how Turkish stock market reacted to terror attacks that took place between 1996 and 2007 in Turkey and September 11, 2001 in the United States. Two different methodologies are used. The first one is abnormal returns methodology, and the second one is time...
Persistent link: https://www.econbiz.de/10010735129
Saved in:
3
Spillovers between oil and stock markets at times of geopolitical unrest and economic turbulence
Antonakakis, Nikolaos
;
Chatziantoniou, Ioannis
;
Filis, …
-
Volkswirtschaftliche Fakultät, …
-
2014
In this study we examine the dynamic structural relationship between oil price shocks and stock market returns and volatility for a sample of both net oil-exporting and net oil-importing countries between 1995:09 and 2013:07. We accomplish that, by extending the Diebold and Yilmaz (2012) dynamic...
Persistent link: https://www.econbiz.de/10011112400
Saved in:
4
ПРИСУТСТВИЕ ЦИКЛОВ АНДЕРРАЙТИНГА В РОССИИ
АЛЕКСЕЕВИЧ, ТЕТИН ИЛЬЯ
- In:
Вестник Томского …
(
2014
)
3
,
pp. 114-124
В статье дан анализ наличия циклов андеррайтинга на российском страховом рынке. Проводится исследование колебания убыточности на нескольких линиях бизнеса....
Persistent link: https://www.econbiz.de/10011269887
Saved in:
5
МАКРОЭКОНОМИЧЕСКИЕ ФАКТОРЫ ВЛИЯНИЯ НА ДИНАМИКУ РОССИЙСКОГО РЫНКА АКЦИЙ И ИНСТРУМЕНТЫ ГОСУДАРСТВЕННОГО РЕГУЛИРОВАНИЯ...
ЕВЛАХОВА Ю. С.
- In:
Проблемы современной экономики
(
2013
)
3
,
pp. 50-55
В статье рассматриваются вопросы классификации макроэкономических факторов влияния на российский рынок акций, приводятся исследования по оценке значимости...
Persistent link: https://www.econbiz.de/10011238719
Saved in:
6
ДИФФЕРЕНЦИАЦИЯ ВЗГЛЯДОВ НА ДЕФИНИЦИИ «РИСК» И «НЕОПРЕДЕЛЕННОСТЬ»
ГЕОРГИЕВИЧ, КАПРАЛИН СТАНИСЛАВ
- In:
Вестник Томского …
(
2013
)
3
,
pp. 33-39
В данной статье автор раскрывает и анализирует основные понятия и сущность таких терминов, как «риск» и «неопределенность». Рассмотрены дефиниции риска и...
Persistent link: https://www.econbiz.de/10011237244
Saved in:
7
On the links between stock and commodity markets' volatility
Creti, Anna
;
Joëts, Marc
;
Mignon, Valérie
-
Université Paris-Dauphine (Paris IX)
-
2013
This paper investigates the links between price returns for 25 commodities and stocks over the period from January 2001 to November 2011, by paying a particular attention to energy raw materials. Relying on the dynamic conditional correlation (DCC) GARCH methodology, we show that the...
Persistent link: https://www.econbiz.de/10011265523
Saved in:
8
The Ups & Downs of the Stock Market: Is This Time Different?
Schreft, Stacey
;
Bold, Adam
-
The Mutual Fund Research Center®
-
2010
The stock market is widely viewed as being more volatile these days. This paper examines that perception using data from the past 40 years. It finds surprising consistency across years in the number of days the market closes up and down. In an average year the market closes down 47% of all...
Persistent link: https://www.econbiz.de/10008641381
Saved in:
9
Liquidity matters after all: Asymmetric news and stock market volatility before and after the global financial crisis
Koulakiotis, Athanasios
;
Babalos, Vasillios
; …
- In:
Economics Letters
127
(
2015
)
C
,
pp. 58-60
Employing an augmented univariate EGARCH model, we estimate the dynamic impact of information arrival as measured by volume on asymmetric news in the pre and post 2009 global financial crisis in the Athens Stock Exchange (ASE). Our results reveal that trading volume appears to capture a...
Persistent link: https://www.econbiz.de/10011189514
Saved in:
10
A multi-horizon scale for volatility
Subbotin, Alexander
-
HAL
-
2008
We decompose volatility of a stock market index both in time and scale using wavelet filters and design a probabilistic indicator for valatilities, analogous to the Richter scale in geophysics. The peak-over-threshold method is used to fit the generalized Pareto probability distribution for the...
Persistent link: https://www.econbiz.de/10010750636
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