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~isPartOf:"International journal of economics and financial issues : IJEFI"
~isPartOf:"Applied economics letters"
~subject:"Volatility"
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Search: subject:"VAR-Modell"
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Volatility
VAR model
113
VAR-Modell
113
Estimation
42
Schätzung
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Geldpolitik
36
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36
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35
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35
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Gupta, Rangan
2
Salisu, Afees A.
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Azhar Mohamad
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Barros Júnior, Fernando Antônio de
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International journal of economics and financial issues : IJEFI
Applied economics letters
Energy economics
42
Working paper
30
Applied economics
23
Economic modelling
23
CAMA working paper series
20
International Journal of Energy Economics and Policy : IJEEP
20
Economics letters
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The North American journal of economics and finance : a journal of financial economics studies
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International review of financial analysis
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News implied volatility and aggregate economic activity : evidence from the Japanese government bond market
Goshima, Keiichi
;
Ishijima, Hiroshi
;
Shintani, Mototsugu
- In:
Applied economics letters
31
(
2024
)
6
,
pp. 568-573
Persistent link: https://www.econbiz.de/10014470544
Saved in:
2
Safe-haven or speculation? : Research on price and risk dynamics of Bitcoin
Liu, Xin
;
Li, Bowen
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 281-287
Persistent link: https://www.econbiz.de/10014468773
Saved in:
3
Price discovery in bitcoin spot or futures during the Covid-19 pandemic? : Evidence from the time-varying parameter vector autoregressive model with stochastic volatility
Azhar Mohamad
;
Inani, Sarveshwar Kumar
- In:
Applied economics letters
30
(
2023
)
19
,
pp. 2749-2757
Persistent link: https://www.econbiz.de/10014368575
Saved in:
4
Geopolitical risk shocks and the Brazilian economy
Barros Júnior, Fernando Antônio de
;
Gomes, Fábio A.
; …
- In:
Applied economics letters
30
(
2023
)
19
,
pp. 2803-2807
Persistent link: https://www.econbiz.de/10014369477
Saved in:
5
Volatility spillovers across financial markets : the role of oil price uncertainty
Lee, Seojin
;
Kim, Young Min
- In:
Applied economics letters
30
(
2023
)
17
,
pp. 2342-2347
Persistent link: https://www.econbiz.de/10014365776
Saved in:
6
The effect of oil uncertainty shock on real GDP of 33 countries : a global VAR approach
Salisu, Afees A.
;
Gupta, Rangan
;
Olaniran, Abeeb
- In:
Applied economics letters
30
(
2023
)
3
,
pp. 269-274
Persistent link: https://www.econbiz.de/10013553138
Saved in:
7
The causal relationship between economic policy uncertainty and stock indices in OECD and non-OECD countries : evidence from time-varying Granger causality tests on a lag-augmented...
Ono, Hiroshi
- In:
Applied economics letters
30
(
2023
)
5
,
pp. 572-576
Persistent link: https://www.econbiz.de/10013553714
Saved in:
8
Is the effect of the exchange rate on stock prices symmetric or asymmetric? : evidence from Sudan
Mohamed, Omer Ahmed Sayed
;
Elmahgop, Faiza Omer Mohammed
- In:
International journal of economics and financial issues …
10
(
2020
)
2
,
pp. 209-215
Persistent link: https://www.econbiz.de/10012215152
Saved in:
9
Corporate performance in Nigeria : the effect of oil price and exchange rate fluctuations
Omoregie, Osaretin Kayode
;
Olofin, Sodik Adejonwo
- In:
International journal of economics and financial issues …
10
(
2020
)
1
,
pp. 170-179
Persistent link: https://www.econbiz.de/10012151288
Saved in:
10
Research on dynamic structure of the exchange rate volatility network among the Belt and Road countries based on spillover effect
Geng, Xueqing
;
Guo, Kun
- In:
Applied economics letters
29
(
2022
)
5
,
pp. 446-454
Persistent link: https://www.econbiz.de/10012873312
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