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  • Search: subject:"Rolling Window Analysis"
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Year of publication
Subject
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Rolling window analysis 5 ARCH model 3 ARCH-Modell 3 Aktienmarkt 3 Capital income 3 Kapitaleinkommen 3 Spillover effect 3 Spillover-Effekt 3 Stock market 3 USA 3 United States 3 Volatility 3 Volatilität 3 Welt 3 World 3 rolling window analysis 3 CDS 2 Causality analysis 2 China 2 Clean energy 2 Erneuerbare Energie 2 Estimation 2 Granger causality 2 Hedge effectiveness 2 Hedging 2 Kausalanalyse 2 Renewable energy 2 Schätzung 2 cointegration 2 credit risk 2 debt crisis 2 price discovery 2 sovereign bonds 2 Adaptive market hypothesis 1 Aktienindex 1 Börsenkurs 1 COVID-19 1 Calendar anomalies 1 Calendar effect 1 Capital intensity 1
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Online availability
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Undetermined 6 Free 3 CC license 1
Type of publication
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Article 8 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 7 Aufsatz in Zeitschrift 7 Article 1 Graue Literatur 1 Non-commercial literature 1
Language
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English 9
Author
All
Janda, Karel 2 Krištoufek, Ladislav 2 Kroustalis, Ioannis G. 2 Subeniotis, Demetres N. 2 Tamošiūnas, Andrius 2 Tampakoudis, Ioannis A. 2 Zhang, Binyi 2 Babalos, Vassilios 1 Bassiouny, Aliaa 1 Doğan, Buhari 1 Ghosh, Sudeshna 1 Hwang, Jae-Kwang 1 Ialenti, Samuele 1 Kiryakos, Mariam 1 Pialli, Guido 1 Stavroyiannis, Stavros 1 Tiwari, Aviral Kumar 1 Tooma, Eskandar A. 1 Trabelsi, Nader 1
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Published in...
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CAMA working paper series 1 Economics of innovation and new technology 1 Energy economics 1 Global finance journal 1 Journal of Business Economics and Management (JBEM) 1 Journal of business economics and management 1 Journal of international business and economics : JIBE 1 The journal of behavioral finance : a publication of the Institute of Behavioral Finance 1 The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association 1
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Source
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ECONIS (ZBW) 8 EconStor 1
Showing 1 - 9 of 9
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Return and volatility spillovers between Chinese and U.S. clean energy related stocks
Janda, Karel; Krištoufek, Ladislav; Zhang, Binyi - 2022
Persistent link: https://www.econbiz.de/10013173326
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The increase in the elasticity of substitution between capital and labour : a repeated cross-country investigation
Ialenti, Samuele; Pialli, Guido - In: Economics of innovation and new technology 33 (2024) 3, pp. 380-400
Persistent link: https://www.econbiz.de/10014514872
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Return and volatility spillover across stock markets of the US and its major trading partners
Hwang, Jae-Kwang - In: Journal of international business and economics : JIBE 23 (2023) 1, pp. 17-25
Persistent link: https://www.econbiz.de/10014426561
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Dynamic dependence and causality between crude oil, green bonds, commodities, geopolitical risks, and policy uncertainty
Doğan, Buhari; Trabelsi, Nader; Tiwari, Aviral Kumar; … - In: The quarterly review of economics and finance : journal … 89 (2023), pp. 36-62
Persistent link: https://www.econbiz.de/10014428166
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Examining the adaptive market hypothesis with calendar effects : international evidence and the impact of COVID-19
Bassiouny, Aliaa; Kiryakos, Mariam; Tooma, Eskandar A. - In: Global finance journal 56 (2023), pp. 1-16
Persistent link: https://www.econbiz.de/10014478982
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The interactions and trade-offs of sovereign Credit Default SWAP (CDS) and bond spreads in a dynamic context
Tampakoudis, Ioannis A.; Tamošiūnas, Andrius; … - In: Journal of business economics and management 20 (2019) 3, pp. 466-488
other. The rolling window analysis verifies that the price discovery process evolves over time, presenting frequent …
Persistent link: https://www.econbiz.de/10012175748
Saved in:
Cover Image
The interactions and trade-offs of sovereign Credit Default SWAP (CDS) and bond spreads in a dynamic context
Tampakoudis, Ioannis A.; Tamošiūnas, Andrius; … - In: Journal of Business Economics and Management (JBEM) 20 (2019) 3, pp. 466-488
other. The rolling window analysis verifies that the price discovery process evolves over time, presenting frequent …
Persistent link: https://www.econbiz.de/10015401700
Saved in:
Cover Image
Return and volatility spillovers between Chinese and U.S. clean energy related stocks
Janda, Karel; Krištoufek, Ladislav; Zhang, Binyi - In: Energy economics 108 (2022), pp. 1-12
Persistent link: https://www.econbiz.de/10013203260
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Herding, faith-based investments and the global financial crisis : empirical evidence from static and dynamic models
Stavroyiannis, Stavros; Babalos, Vassilios - In: The journal of behavioral finance : a publication of … 18 (2017) 4, pp. 478-489
Persistent link: https://www.econbiz.de/10012008671
Saved in:
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