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  • Search: subject:"VSTOXX"
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Year of publication
Subject
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VSTOXX 15 VIX 10 Volatility 10 Volatilität 10 EPU 6 entropy 5 forecasting 5 information content 5 integrated signal-to-noise ratio 5 recession 5 revision errors 5 revisions 5 signal-to-noise ratio 5 uncertainty 5 Risiko 4 Risk 4 Börsenkurs 3 Share price 3 ARCH model 2 ARCH-Modell 2 Business cycle 2 COVID-19 2 Capital income 2 EU countries 2 EU-Staaten 2 Entropie 2 Entropy 2 Euro area 2 Eurozone 2 Forecasting model 2 Frühindikator 2 Hedging 2 Information value 2 Informationswert 2 Kapitaleinkommen 2 Konjunktur 2 Leading indicator 2 Portfolio selection 2 Portfolio-Management 2 Prognoseverfahren 2
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Online availability
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Free 8 Undetermined 8 CC license 1
Type of publication
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Article 10 Book / Working Paper 6
Type of publication (narrower categories)
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Article in journal 9 Aufsatz in Zeitschrift 9 Working Paper 5 Arbeitspapier 3 Graue Literatur 3 Non-commercial literature 3 Article 1
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Language
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English 15 Undetermined 1
Author
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Fritsche, Ulrich 5 Glass, Katharina 5 Alexander, Carol 2 Kapraun, Julia 2 Korovilas, Dimitris 2 Reis, Pedro M. Nogueira 2 Akyildirim, Erdinc 1 Antal, Mark 1 Chevallier, Julien 1 Clements, Adam 1 Corbet, Shaen 1 De Baets, Bernard 1 Gambarelli, Luca 1 Guesmi, Khaled 1 Kalyvas, Antonios 1 Kaszab, Lorant 1 Lucey, Brian M. 1 Muzzioli, Silvia 1 Papakyriakou, Panayiotis 1 Peterburgsky, Stanley 1 Sakkas, Athanasios 1 Scott, Ayesha 1 Sensoy, Ahmet 1 Silvennoinen, Annastiina 1 Urquhart, Andrew 1 Yarovaya, Larisa 1 Zhang, Yue-Jun 1
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Institution
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Fachbereich Sozialökonomie, Universität Hamburg 1
Published in...
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DEP (Socioeconomics) Discussion Papers - Macroeconomics and Finance Series 2 DEP (Socioeconomics) discussion papers : macroeconomics and finance series 2 DEMB working paper series 1 Economic modelling 1 Economics letters 1 Economies 1 Economies : open access journal 1 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 1 Energy economics 1 Finance research letters 1 Financial markets, institutions & instruments 1 Global finance journal 1 Journal of international money and finance 1 Macroeconomics and Finance Series 1
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Source
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ECONIS (ZBW) 12 EconStor 3 RePEc 1
Showing 1 - 10 of 16
Did you mean: subject:"stoxx" (7,453 results)
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An OWA analysis of the VSTOXX volatility index
Gambarelli, Luca; Muzzioli, Silvia; De Baets, Bernard - 2022
Persistent link: https://www.econbiz.de/10013258699
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Determinants of qualified investor sentiment during the COVID-19 pandemic in North America, Asia, and Europe
Reis, Pedro M. Nogueira - In: Economies 10 (2022) 6, pp. 1-20
This work delineates the factors determining investor sentiment in specific regions during the pandemic and the influence of attitudes towards vaccination. The findings show that the reactions of knowledgeable investors in different regions to the economic effects of the pandemic were not...
Persistent link: https://www.econbiz.de/10015469123
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Determinants of qualified investor sentiment during the COVID-19 pandemic in North America, Asia, and Europe
Reis, Pedro M. Nogueira - In: Economies : open access journal 10 (2022) 6, pp. 1-20
This work delineates the factors determining investor sentiment in specific regions during the pandemic and the influence of attitudes towards vaccination. The findings show that the reactions of knowledgeable investors in different regions to the economic effects of the pandemic were not...
Persistent link: https://www.econbiz.de/10013256252
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Spillovers from the European Central Bank's asset purchases to countries in Central and Eastern Europe
Antal, Mark; Kaszab, Lorant - In: Economic modelling 113 (2022), pp. 1-11
Persistent link: https://www.econbiz.de/10013349300
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Aggregate volatility risk : International evidence
Peterburgsky, Stanley - In: Global finance journal 47 (2021), pp. 1-17
Persistent link: https://www.econbiz.de/10012798673
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What drives Bitcoin's price crash risk?
Kalyvas, Antonios; Papakyriakou, Panayiotis; Sakkas, … - In: Economics letters 191 (2020), pp. 1-5
Persistent link: https://www.econbiz.de/10012508027
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The relationship between implied volatility and cryptocurrency returns
Akyildirim, Erdinc; Corbet, Shaen; Lucey, Brian M.; … - In: Finance research letters 33 (2020), pp. 1-10
Persistent link: https://www.econbiz.de/10012430938
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Real-time macroeconomic data and uncertainty
Glass, Katharina; Fritsche, Ulrich - 2015
Most macroeconomic data is continuously revised as additional information becomes available. We suggest that revisions of data is an increasingly important source of uncertainty about the state of the economy and offer an alternative channel of uncertainty - data uncertainty. This paper adds on...
Persistent link: https://www.econbiz.de/10011341024
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Real-time macroeconomic data and uncertainty
Glass, Katharina; Fritsche, Ulrich - 2015 - 2nd updated version
Most macroeconomic data is continuously revised as additional information becomes available. We suggest that revisions of data is an increasingly important source of uncertainty about the state of the economy and offer an alternative channel of uncertainty - data uncertainty. This paper adds on...
Persistent link: https://www.econbiz.de/10011298898
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Volatility-dependent correlations : further evidence of when, where and how
Clements, Adam; Scott, Ayesha; Silvennoinen, Annastiina - In: Empirical economics : a journal of the Institute for … 57 (2019) 2, pp. 505-540
Persistent link: https://www.econbiz.de/10012056697
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