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  • Search: subject:"Volatility Dynamics"
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Year of publication
Subject
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Volatilität 29 Volatility 26 volatility dynamics 22 ARCH model 15 ARCH-Modell 15 Volatility dynamics 13 Schätzung 11 Aktienmarkt 10 Estimation 10 Stock market 9 Time series analysis 8 Zeitreihenanalyse 8 long memory 8 Börsenkurs 7 Islamic finance 7 Share price 7 multifractals 7 Aktienindex 6 Theorie 6 Theory 6 Business cycle 5 Capital income 5 Kapitaleinkommen 5 Stock index 5 Monetary policy 4 Risikoaversion 4 Risikoprämie 4 Risk aversion 4 Risk premium 4 USA 4 Welt 4 World 4 China 3 Deutschland 3 Economic uncertainty 3 Finanzmarkt 3 Forecasting model 3 Geldpolitik 3 Hedging 3 Islamisches Finanzsystem 3
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Online availability
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Free 24 Undetermined 21 CC license 1
Type of publication
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Article 26 Book / Working Paper 26
Type of publication (narrower categories)
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Article in journal 20 Aufsatz in Zeitschrift 20 Working Paper 13 Arbeitspapier 6 Graue Literatur 6 Non-commercial literature 6 research-article 1
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Language
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English 37 Undetermined 15
Author
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Gupta, Rangan 9 Lux, Thomas 9 Bekaert, Geert 8 Hoerova, Marie 7 Nasr, Adnen Ben 7 Ajmi, Ahdi Noomen 6 Bardgett, Chris 3 Gourier, Elise 3 Leippold, Markus 3 Lo Duca, Marco 3 Stapf, Jelena 3 Werner, Thomas 3 Abouarghoub, Wessam 2 Ajm, Ahdi Noomen 2 Alexander, Carol 2 Ben Nasr, Adnen 2 Biefang-Frisancho Mariscal, Iris 2 Diaz, John Francis 2 Durand, Robert B. 2 Gronwald, Marc 2 Hou, Yang 2 Li, Steven 2 Scheicher, Martin 2 Wadud, Sania 2 Ajmi, Ahdi N. 1 Audrino, Francesco 1 Bae, Joon Woo 1 Belo, Frederico 1 Bhattacharya, Saptarshi 1 Blanc, Pierre 1 Bouchaud, Jean-Philippe 1 Chen, Shuning 1 Chicheportiche, Rémy 1 Constantinescu, Cristina-Andreea 1 Dahl, Roy Endré 1 Dai, Min 1 Duca, Marco Lo 1 Gherghina, Ştefan Cristian 1 Gigante, Gimede 1 Guarniero, Pieralberto 1
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Institution
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C.E.P.R. Discussion Papers 2 Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel 2 Department of Accounting, Economics and Finance, Bristol Business School 1 Department of Economics, Faculty of Economic and Management Sciences 1 Deutsche Bundesbank 1 Econometric Society 1 Economics Institute for Research (SIR), Handelshögskolan i Stockholm 1 European Central Bank 1 Henley Business School, University of Reading 1 Institut de Préparation à l'Administration et à la Gestion (IPAG) 1 Nationale Bank van België/Banque national de Belqique (BNB) 1
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Published in...
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CEPR Discussion Papers 2 Energy economics 2 Management science : journal of the Institute for Operations Research and the Management Sciences 2 Physica A: Statistical Mechanics and its Applications 2 Aquaculture economics & management : official journal of the International Association of Aquaculture Economics and Management 1 CESifo Working Paper 1 CESifo working papers 1 Computational Economics 1 Discussion Paper Series 1 1 Discussion Paper Series 1: Economic Studies 1 Discussion paper / Deutsche Bundesbank 1 ECB Working Paper 1 Econometric Society 2004 Far Eastern Meetings 1 Economics Working Paper 1 Economics Working Papers / Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel 1 Economics letters 1 Economics working paper 1 Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets 1 European journal of operational research : EJOR 1 FinMaP-Working Paper 1 FinMaP-Working Papers 1 Finance research letters 1 Finmap working paper 1 Global economy journal : GEJ 1 ICMA Centre Discussion Papers in Finance 1 International Journal of Financial Markets and Derivatives 1 International journal of applied behavioral economics : IJABE ; an official publication of the Information Resources Management Association 1 International journal of financial engineering and risk management 1 International review of economics & finance : IREF 1 Journal of Banking & Finance 1 Journal of banking & finance 1 Journal of economic dynamics & control 1 Journal of financial economics 1 NBB Working Paper 1 SSE/EFI Working Paper Series in Economics and Finance 1 Studies in Economics and Finance 1 Studies in economics and finance 1 The European journal of finance 1 The Lahore journal of economics 1 Working Paper 1
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Source
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ECONIS (ZBW) 26 RePEc 18 EconStor 7 Other ZBW resources 1
Showing 1 - 10 of 52
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Towards examining the volatility of top market-cap cryptocurrencies throughout the COVID-19 outbreak and the Russia-Ukraine war : empirical evidence from GARCH-type models
Gherghina, Ştefan Cristian; Constantinescu, … - 2025
The cryptocurrency market, known for its inherent volatility, has been significantly influenced by external shocks, particularly during periods of global crises such as the COVID-19 pandemic and the Russia-Ukraine war. This study investigates the volatility of the top seven cryptocurrencies by...
Persistent link: https://www.econbiz.de/10015358888
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Markovian analysis of U.S. Treasury volatility : asymmetric responses to macroeconomic announcements
Gigante, Gimede; Guarniero, Pieralberto; Pasini, Simona - In: Economics letters 239 (2024), pp. 1-6
Persistent link: https://www.econbiz.de/10015076688
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A new channel for global volatility propagation
Chen, Shuning; Wang, Jian-xin - In: The European journal of finance 30 (2024) 5, pp. 481-502
Persistent link: https://www.econbiz.de/10014547893
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Connectedness between the Crude Oil Futures and Equity Markets during the Pre- and Post-Financialisation Eras
Wadud, Sania; Durand, Robert B.; Gronwald, Marc - 2021
for volatility dynamics while contributing to financialisation debate. …
Persistent link: https://www.econbiz.de/10012657908
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Connectedness between the crude oil futures and equity markets during the pre- and post-financialisation eras
Wadud, Sania; Durand, Robert B.; Gronwald, Marc - 2021
for volatility dynamics while contributing to financialisation debate. …
Persistent link: https://www.econbiz.de/10012599014
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Dynamic volatility spillovers across the Extended Greater China Region stock markets
Diaz, John Francis - In: Global economy journal : GEJ 21 (2021) 1, pp. 2150003-1-2150003-22
Persistent link: https://www.econbiz.de/10012805962
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The opposing effects of complexity and information content on uncertainty dynamics : evidence from 10-K filings
Bae, Joon Woo; Belo, Frederico; Li, Jun; Lin, Xiaoji; … - In: Management science : journal of the Institute for … 69 (2023) 10, pp. 6313-6332
Persistent link: https://www.econbiz.de/10014393058
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Shanghai crude oil futures : returns independence, volatility asymmetry, and hedging potential
Naqvi, Bushra; Mirza, Nawazish; Umar, Muhammad; Rizvi, … - In: Energy economics 128 (2023), pp. 1-11
Persistent link: https://www.econbiz.de/10015072668
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Euro area stock markets integration : empirical evidence after the end of 2010 debt crisis
Stoupos, Nikolaos; Kiohos, Apostolos - In: Finance research letters 46 (2022) 2, pp. 1-8
Persistent link: https://www.econbiz.de/10013341843
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On fiscal and monetary policy-induced macroeconomic volatility dynamics
Liu, Xiaochun - In: Journal of economic dynamics & control 127 (2021), pp. 1-21
Persistent link: https://www.econbiz.de/10012668875
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