//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Economic modelling"
~isPartOf:"The empirical economics letters : a monthly international journal of economics"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Aktienindex"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Aktienindex
50
Stock index
50
Aktienmarkt
24
Börsenkurs
24
Share price
24
Stock market
24
Volatility
24
Volatilität
24
Estimation
16
Schätzung
16
ARCH model
11
ARCH-Modell
11
Cointegration
10
Kointegration
10
Theorie
9
Theory
9
Welt
9
World
9
Capital income
8
Kapitaleinkommen
8
Index futures
7
Index-Futures
7
Portfolio selection
6
Portfolio-Management
6
Calendar effect
5
Großbritannien
5
Kalendereffekt
5
Spillover effect
5
Spillover-Effekt
5
Time series analysis
5
United Kingdom
5
Zeitreihenanalyse
5
Causality analysis
4
Kausalanalyse
4
Oil price
4
Ölpreis
4
Africa
3
Afrika
3
China
3
Efficient market hypothesis
3
more ...
less ...
Online availability
All
Undetermined
14
Type of publication
All
Article
50
Type of publication (narrower categories)
All
Article in journal
50
Aufsatz in Zeitschrift
50
Language
All
English
50
Author
All
Kouassi, Eugène
2
Mitra, Rajarshi
2
Aboura, Sofiane
1
Alhayky, Ahmed Abdulhusain Ali
1
Almajali, Awon
1
Arshad, Shaista
1
Azar, Samih Antoine
1
Balli, Faruk
1
Balli, Hatice Ozer
1
Bao, Liang
1
Baruník, Jozef
1
Bayraci, Selcuk
1
Bekhet, Hussain Ali
1
Cai, Xiao Jing
1
Caporale, Guglielmo Maria
1
Charles, Amélie
1
Chen, Chung-Hsuan
1
Chen, Jilong
1
Chen, Qiang
1
Cheng, Chi-Hung
1
Chevallier, Julien
1
Chia, Ricky Chee-Jiun
1
Chun, Sun Eae
1
Coronel, Daniel Arruda
1
Costa, Alexandre
1
Darné, Olivier
1
Demiralay, Sercan
1
Dhaigude, Amol
1
Dvořáková, Sylvie
1
Faff, Robert W.
1
Fenech, Jean-Pierre
1
Feng, Yuanhua
1
Filho, Reisoli Bender
1
Floros, Christos
1
Fung, Joseph K. W.
1
Gil-Alaña, Luis A.
1
Gong, Yuting
1
Gürsoy, Faruk
1
Hamori, Shigeyuki
1
He, Mengxi
1
more ...
less ...
Published in...
All
Economic modelling
The empirical economics letters : a monthly international journal of economics
Applied financial economics
95
International review of financial analysis
63
The journal of futures markets
62
International review of economics & finance : IREF
48
Applied economics letters
44
Journal of banking & finance
44
Finance research letters
42
The North American journal of economics and finance : a journal of financial economics studies
42
Applied economics
41
Journal of international financial markets, institutions & money
39
Journal of risk and financial management : JRFM
36
Investment management and financial innovations
35
Journal of empirical finance
33
NBER working paper series
29
Research in international business and finance
28
The journal of asset management
28
Finance India : the quarterly journal of Indian Institute of Finance
26
International journal of economics and finance
26
The European journal of finance
26
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
26
Pacific-Basin finance journal
24
The journal of finance : the journal of the American Finance Association
24
International journal of economics and financial issues : IJEFI
22
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
21
International Journal of Energy Economics and Policy : IJEEP
20
Managerial finance
20
Cogent economics & finance
19
Discussion paper / Tinbergen Institute
19
International journal of theoretical and applied finance
19
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
19
Journal of forecasting
19
Review of quantitative finance and accounting
19
The review of financial studies
19
Working paper
19
International journal of finance & economics : IJFE
18
Working paper / National Bureau of Economic Research, Inc.
18
Corporate finance : Finanzierung, Kapitalmarkt, Bewertung, Mergers & Acquisitions
17
Review of Pacific Basin financial markets and policies
17
more ...
less ...
Source
All
ECONIS (ZBW)
50
Showing
1
-
50
of
50
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Connectedness between fossil and renewable energy stock indices : the impact of the COP policies
Caporale, Guglielmo Maria
;
Spagnolo, Nicola
;
Almajali, Awon
- In:
Economic modelling
123
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014462535
Saved in:
2
Do exchange-traded fund activities destabilize the stock market? : evidence from the China securities index 300 stocks
Chen, Jilong
;
Xu, Liao
- In:
Economic modelling
127
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014464128
Saved in:
3
Are benchmark stock indices, precious metals or cryptocurrencies efficient hedges against crises?
Kyriazis, Nikolaos A.
;
Papadamou, Stephanos
;
Tzeremes, …
- In:
Economic modelling
128
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014464312
Saved in:
4
Robust enhanced indexation with ESG : an empirical study in the Chinese Stock Market
Li, Xuepeng
;
Xu, Fengmin
;
Jing, Kui
- In:
Economic modelling
107
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013367486
Saved in:
5
Realized skewness and the short-term predictability for aggregate stock market volatility
Zhang, Zhikai
;
He, Mengxi
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Economic modelling
103
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013163911
Saved in:
6
Currency appreciation and stock transactions in Australia
Mitra, Rajarshi
- In:
The empirical economics letters : a monthly …
19
(
2020
)
4
,
pp. 281-290
Persistent link: https://www.econbiz.de/10012596262
Saved in:
7
Cross-listed futures index and price discovery
Jawed, Mohammad Shameem
;
Tapar, Archit Vinod
;
Dhaigude, Amol
- In:
The empirical economics letters : a monthly …
19
(
2020
)
6
,
pp. 509-519
Persistent link: https://www.econbiz.de/10012596570
Saved in:
8
Interaction among crude oil price and Indian stock market indices
Yelamanchili, Rama Krishna
- In:
The empirical economics letters : a monthly …
19
(
2020
)
1
,
pp. 65-74
Persistent link: https://www.econbiz.de/10012589118
Saved in:
9
Oil price and Gulf Corporation Council stock indices : new evidence from time-varying copula models
Fenech, Jean-Pierre
;
Vosgha, Hamed
- In:
Economic modelling
77
(
2019
),
pp. 81-91
Persistent link: https://www.econbiz.de/10012198426
Saved in:
10
Dynamic linkages among alternative investments
Lian, Yu-Min
;
Jhong, Yu-Jhih
;
Cheng, Chi-Hung
- In:
The empirical economics letters : a monthly …
18
(
2019
)
12
,
pp. 1213-1219
Persistent link: https://www.econbiz.de/10012372814
Saved in:
11
Understanding time-varying systematic risks in Islamic and conventional sectoral indices
Rizvi, Syed Aun Raza
;
Arshad, Shaista
- In:
Economic modelling
70
(
2018
),
pp. 561-570
Persistent link: https://www.econbiz.de/10012027984
Saved in:
12
Stock transactions and financial integration in Luxembourg
Mitra, Rajarshi
- In:
The empirical economics letters : a monthly …
17
(
2018
)
11
,
pp. 1289-1295
Persistent link: https://www.econbiz.de/10012006851
Saved in:
13
Price discovery in the Indian stock index futures market
Ranajee
;
Pathak, Rajesh
- In:
The empirical economics letters : a monthly …
17
(
2018
)
11
,
pp. 1339-1349
Persistent link: https://www.econbiz.de/10012006904
Saved in:
14
Beating the market index
Azar, Samih Antoine
- In:
The empirical economics letters : a monthly …
17
(
2018
)
12
,
pp. 1433-1440
Persistent link: https://www.econbiz.de/10012006975
Saved in:
15
A mixed data sampling copula model for the return-liquidity dependence in stock index futures markets
Gong, Yuting
;
Chen, Qiang
;
Liang, Jufang
- In:
Economic modelling
68
(
2018
),
pp. 586-598
Persistent link: https://www.econbiz.de/10011936141
Saved in:
16
Hitting SKEW for SIX
Liu, Zhangxin
;
Faff, Robert W.
- In:
Economic modelling
64
(
2017
),
pp. 449-464
Persistent link: https://www.econbiz.de/10011761292
Saved in:
17
The investor fear gauge index (VIX) : a case of Asia-Pacific securities market
Shaikh, Imlak
;
Tripathy, Arun K.
- In:
The empirical economics letters : a monthly …
16
(
2017
)
6
,
pp. 567-575
Persistent link: https://www.econbiz.de/10011802176
Saved in:
18
Modeling volatility linkages between Shanghai and Hong Kong stock markets before and after the connect program
Lin, Wensheng
- In:
Economic modelling
67
(
2017
),
pp. 346-354
Persistent link: https://www.econbiz.de/10011813838
Saved in:
19
The relationship between oil price and stock market index : an empirical study from Kuwait
Alhayky, Ahmed Abdulhusain Ali
;
Naim, Nizar
- In:
The empirical economics letters : a monthly …
16
(
2017
)
2
,
pp. 107-119
Persistent link: https://www.econbiz.de/10011718802
Saved in:
20
Weak form efficiency and martingale difference sequence tests of six African stock market indexes
Setlhare, Lexi L.
;
Kouassi, Eugène
- In:
The empirical economics letters : a monthly …
15
(
2016
)
1
,
pp. 37-44
Persistent link: https://www.econbiz.de/10011579682
Saved in:
21
Empirical analysis of stock indices under a regime-switching model with dependent jump size risks
Hsu, Yuan-Lin
;
Lin, Shih-kuei
;
Hung, Ming-Chin
;
Huang, …
- In:
Economic modelling
54
(
2016
),
pp. 260-275
Persistent link: https://www.econbiz.de/10011642172
Saved in:
22
The day of the week effecton returns, volatility and volume of Shariah index
Munusany, Dharani
- In:
The empirical economics letters : a monthly …
15
(
2016
)
6
,
pp. 608-618
Persistent link: https://www.econbiz.de/10011655904
Saved in:
23
Value-at-risk estimates of the stock indices in developed and emerging markets including the spillover effects of currency market
Su, Jung-bin
- In:
Economic modelling
46
(
2015
),
pp. 204-224
Persistent link: https://www.econbiz.de/10011436595
Saved in:
24
Value at Risk and expected shortfall of firms in the main European Union stock market indexes : a detailed analysis by economic sectors and geographical situation
Iglesias, Emma M.
- In:
Economic modelling
50
(
2015
),
pp. 1-8
Persistent link: https://www.econbiz.de/10011439601
Saved in:
25
Macroeconomic variables and its impact on KSE-100 Index in Pakistan
Parveen, Shahida
;
Nasreen, Samia
- In:
The empirical economics letters : a monthly …
14
(
2015
)
6
,
pp. 637-644
Persistent link: https://www.econbiz.de/10011419192
Saved in:
26
Modeling dependence structures among international stock markets : evidence from hierarchical Archimedean copulas
Yang, Lu
;
Cai, Xiao Jing
;
Mengling Li
;
Hamori, Shigeyuki
- In:
Economic modelling
51
(
2015
),
pp. 308-314
Persistent link: https://www.econbiz.de/10011476020
Saved in:
27
Weak form market efficiency and calendar anomalies for African Stock Market Indexes
Simplicio, Do Ango
- In:
The empirical economics letters : a monthly …
14
(
2015
)
3
,
pp. 213-224
Persistent link: https://www.econbiz.de/10011311207
Saved in:
28
The day-of-the-week effect in the Hang Seng Index
Chia, Ricky Chee-Jiun
;
Liew, Venus Khim-sen
;
Syed Azizi …
- In:
The empirical economics letters : a monthly …
14
(
2015
)
2
,
pp. 107-111
Persistent link: https://www.econbiz.de/10011311272
Saved in:
29
An empirical model of fractionally cointegrated daily high and low stock market prices
Baruník, Jozef
;
Dvořáková, Sylvie
- In:
Economic modelling
45
(
2015
),
pp. 193-206
Persistent link: https://www.econbiz.de/10011334126
Saved in:
30
Measuring co-movement in the time frequency space among African stock markets
Setlhare, Lekgatlhamang Lexi
;
Kouassi, Eugène
- In:
The empirical economics letters : a monthly …
14
(
2015
)
8
,
pp. 785-796
Persistent link: https://www.econbiz.de/10011458057
Saved in:
31
Conditional Autoregressive Range (CARR) based volatility spillover index for the Eurozone markets
Bayraci, Selcuk
;
Demiralay, Sercan
- In:
The empirical economics letters : a monthly …
13
(
2014
)
6
,
pp. 595-603
Persistent link: https://www.econbiz.de/10010519718
Saved in:
32
An empirical analysis of the WTI oil price returns and volatility spillover in the USA
Wei, Ching Chun
;
Chen, Chung-Hsuan
- In:
The empirical economics letters : a monthly …
13
(
2014
)
6
,
pp. 663-674
Persistent link: https://www.econbiz.de/10010520049
Saved in:
33
Combining forecasting method vs. individual forecasting methods : evidence from Istanbul stock exchange national 100 index
Sekreter, Ahmet
;
Gürsoy, Faruk
- In:
The empirical economics letters : a monthly …
13
(
2014
)
7
,
pp. 735-743
Persistent link: https://www.econbiz.de/10010520448
Saved in:
34
New evidence from the random walk hypothesis for BRICS stock indices: a wavelet unit root test approach
Tiwari, Aviral Kumar
;
Phouphet Kyophilavong
- In:
Economic modelling
43
(
2014
),
pp. 38-41
Persistent link: https://www.econbiz.de/10010500991
Saved in:
35
Calendar anomalies in cash and stock index futures : international evidence
Floros, Christos
;
Salvador, Enrique
- In:
Economic modelling
37
(
2014
),
pp. 216-223
Persistent link: https://www.econbiz.de/10010417707
Saved in:
36
The persistence and asymmetric volatility in the Nigerian stock bull and bear markets
Yaya, OlaOluwa S.
;
Gil-Alaña, Luis A.
- In:
Economic modelling
38
(
2014
),
pp. 463-469
Persistent link: https://www.econbiz.de/10010419012
Saved in:
37
Enhanced index tracking with multiple time-scale analysis
Li, Qian
;
Bao, Liang
- In:
Economic modelling
39
(
2014
),
pp. 282-292
Persistent link: https://www.econbiz.de/10010421812
Saved in:
38
Are Dow Jones Islamic equity indices exposed to interest rate risk?
Shamsuddin, Abul
- In:
Economic modelling
39
(
2014
),
pp. 273-281
Persistent link: https://www.econbiz.de/10010421819
Saved in:
39
Cross-market index with Factor-DCC
Aboura, Sofiane
;
Chevallier, Julien
- In:
Economic modelling
40
(
2014
),
pp. 158-166
Persistent link: https://www.econbiz.de/10010425706
Saved in:
40
Realized volatility models and alternative Value-at-Risk prediction strategies
Louzis, Dimitrios P.
;
Xanthopoulos-Sisinis, Spyros
; …
- In:
Economic modelling
40
(
2014
),
pp. 101-116
Persistent link: https://www.econbiz.de/10010425716
Saved in:
41
Diversification across ASEAN-wide sectoral and national equity returns
Balli, Faruk
;
Balli, Hatice Ozer
;
Luu, Mong Ngoc
- In:
Economic modelling
41
(
2014
),
pp. 398-407
Persistent link: https://www.econbiz.de/10010440683
Saved in:
42
Co-integration and causality analysis between stock market prices and their determinates in Jordan
Bekhet, Hussain Ali
;
Matar, Ali
- In:
Economic modelling
35
(
2013
),
pp. 508-514
Persistent link: https://www.econbiz.de/10010336760
Saved in:
43
Stochastic dominance relationships between stock and stock index futures markets : international evidence
Qiao, Zhuo
;
Wong, Wing Keung
;
Fung, Joseph K. W.
- In:
Economic modelling
33
(
2013
),
pp. 552-559
Persistent link: https://www.econbiz.de/10010193326
Saved in:
44
International evidence on the September Swoon
Keef, Stephen P.
;
Khaled, Mohammed S.
- In:
The empirical economics letters : a monthly …
12
(
2013
)
4
,
pp. 411-417
Persistent link: https://www.econbiz.de/10010259034
Saved in:
45
Effects of macroeconomic variables in equity indexes of Brazil, Russia, India and China (BRIC) under a new perspective
Costa, Alexandre
;
Filho, Reisoli Bender
;
Vieira, Kelmara
; …
- In:
The empirical economics letters : a monthly …
12
(
2013
)
12
,
pp. 1391-1399
Persistent link: https://www.econbiz.de/10010369910
Saved in:
46
Interrelationships among the Taiwanese, Japanese and Korean TFT-LCD panel industry stock market indexes : an application of the trivariate FIEC-FIGARCH model
Liu, Hsiang-hsi
- In:
Economic modelling
29
(
2012
)
6
,
pp. 2724-2733
Persistent link: https://www.econbiz.de/10009673617
Saved in:
47
Nonlinear dynamics in arbitrage of the S&P 500 index and futures : a threshold error-correction model
Kim, Bonghan
;
Chun, Sun Eae
;
Min, Hong-ghi
- In:
Economic modelling
27
(
2010
)
2
,
pp. 566-573
Persistent link: https://www.econbiz.de/10003952857
Saved in:
48
Modelling of scale change, periodicity and conditional heteroskedasticity in return volatility
Feng, Yuanhua
;
McNeil, Alexander J.
- In:
Economic modelling
25
(
2008
)
5
,
pp. 850-867
Persistent link: https://www.econbiz.de/10003800096
Saved in:
49
Large shocks and the September 11th terrorist attacks on international stock markets
Charles, Amélie
;
Darné, Olivier
- In:
Economic modelling
23
(
2006
)
4
,
pp. 683-698
Persistent link: https://www.econbiz.de/10003353920
Saved in:
50
Non-linear in stock index returns : the volatility and serial correlation relationship
Venetis, Ioannis A.
;
Peel, David
- In:
Economic modelling
22
(
2005
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10002561649
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->