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285
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167
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144
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109
Diebold, Francis X.
104
Bouri, Elie
101
Andersen, Torben
98
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92
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91
Ma, Feng
89
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88
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78
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74
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73
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72
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71
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71
Todorov, Viktor
68
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67
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65
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62
Asai, Manabu
61
Chiarella, Carl
61
Kočenda, Evžen
61
Gil-Alaña, Luis A.
55
Wohar, Mark E.
55
Corbet, Shaen
54
Kang, Sang Hoon
54
Lucey, Brian M.
54
Lux, Thomas
53
Clements, Adam
52
Caballero, Ricardo J.
51
Christoffersen, Peter F.
51
Hautsch, Nikolaus
51
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50
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50
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50
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50
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494
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19
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9
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4
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4
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4
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4
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4
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4
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4
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4
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
4
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4
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3
Banco Central do Brasil
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Energy economics
598
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491
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482
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466
NBER Working Paper
416
International review of financial analysis
398
Journal of banking & finance
374
Applied economics
372
The journal of futures markets
344
International review of economics & finance : IREF
338
Economic modelling
336
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324
Journal of econometrics
321
Applied financial economics
265
Journal of empirical finance
260
Applied economics letters
257
Research in international business and finance
253
Economics letters
246
International journal of theoretical and applied finance
245
Working paper
240
Discussion paper / Centre for Economic Policy Research
238
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235
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221
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197
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195
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184
Quantitative finance
183
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169
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169
Pacific-Basin finance journal
165
International Journal of Energy Economics and Policy : IJEEP
157
The European journal of finance
152
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150
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147
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145
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140
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136
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128
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ECONIS (ZBW)
38,713
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10901
New evidence on the role of size effect in determining the pricing of risk, volatility dynamics, and economic exposure of firm returns
Khan, Faisal
- In:
International journal of applied behavioral economics : …
9
(
2020
)
3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012304791
Saved in:
10902
Is the variance swap rate affine in the spot variance? : evidence from S&P500 data
Mancino, M. E.
;
Scotti, S.
;
Toscano, G.
- In:
Applied mathematical finance
27
(
2020
)
4
,
pp. 288-316
Persistent link: https://www.econbiz.de/10012425324
Saved in:
10903
Does exchange rate volatility affect economic growth in Nigeria?
Tule, Moses Kpughur
;
Victor, Oboh Ugbem
;
Ebuh, Godday …
- In:
International journal of economics and finance
12
(
2020
)
7
,
pp. 54-71
Persistent link: https://www.econbiz.de/10012425455
Saved in:
10904
Macroeconomic effects of monetary policy in Korea : a time-varying coefficient VAR approach
Han, Jeong sug
;
Hur, Joonyoung
- In:
Economic modelling
89
(
2020
),
pp. 142-152
Persistent link: https://www.econbiz.de/10012425933
Saved in:
10905
Price volatility spillovers between supply chain and innovation of financial pledges in China
Hu, Haiqing
;
Chen, Di
;
Sui, Bo
;
Zhang, Lang
;
Wang, Yinyin
- In:
Economic modelling
89
(
2020
),
pp. 397-413
Persistent link: https://www.econbiz.de/10012426120
Saved in:
10906
On the cross-sectional relation between exchange rates and future fundamentals
Kharrat, Sabrine
;
Hammami, Yacine
;
Fatnassi, Ibrahim
- In:
Economic modelling
89
(
2020
),
pp. 484-501
Persistent link: https://www.econbiz.de/10012426210
Saved in:
10907
Exploring GDP growth volatility spillovers across countries
Abosedra, Salah S.
;
Araissi, Mahmoud
;
Ben Sita, Bernard
; …
- In:
Economic modelling
89
(
2020
),
pp. 577-589
Persistent link: https://www.econbiz.de/10012426246
Saved in:
10908
True expense ratio and true alpha of imperfect diversification : evidence from stock market in Bangladesh
Hossain, Md Sajib
- In:
International journal of economics and finance
12
(
2020
)
11
,
pp. 21-27
Persistent link: https://www.econbiz.de/10012426348
Saved in:
10909
An econometric estimation of gross margin volatility : a case of ox production in Namibia
Bach, H. J. Sartorius von
;
Kalundu, K. M.
- In:
Agrekon
59
(
2020
)
4
,
pp. 401-411
Persistent link: https://www.econbiz.de/10012423461
Saved in:
10910
Oil prices and stock markets during the 2014-16 oil price slump : asymmetries and speed of adjustment in GCC and oil-importing countries
Siddiqui, Anjum
;
Mahmood, Haider
;
Margaritis, Dimitris
- In:
Emerging markets, finance and trade : EMFT
56
(
2020
)
15
,
pp. 3678-3708
Persistent link: https://www.econbiz.de/10012423680
Saved in:
10911
The effect of exchange rates on Chinese trade : a dual margin approach
Qiu, Bin
;
Das, Kuntal K.
;
Reed, W. Robert
- In:
Emerging markets, finance and trade : EMFT
56
(
2020
)
15
,
pp. 3709-3731
Persistent link: https://www.econbiz.de/10012423682
Saved in:
10912
Asymmetric momentum threshold effect of copper futures returns on spot returns volatility in London metals exchange under high volatility
Goo, Yeong-Jia
;
Chen, Chih Chang
- In:
Modern economy
11
(
2020
)
1
,
pp. 51-61
Persistent link: https://www.econbiz.de/10012423885
Saved in:
10913
Supply contracts for critical and strategic materials of high volatility and their ramifications for supply chains
Min, K. Jo
;
Lilienkamp, Laura
;
Jackman, John
;
Wang, …
- In:
The engineering economist : a journal devoted to the …
65
(
2020
)
4
,
pp. 266-287
Persistent link: https://www.econbiz.de/10012424372
Saved in:
10914
Research on pricing of Shanghai 50ETF options based on fractal B-S model and GARCH model
Hu, Wanting
- In:
Modern economy
11
(
2020
)
2
,
pp. 407-425
Persistent link: https://www.econbiz.de/10012424566
Saved in:
10915
How do Bitcoin price fluctuations affect crude oil markets?
Kaabia, Olfa
;
Abid, Ilyes
;
Guesmi, Khaled
;
Sahut, …
- In:
Revue Gestion 2000 : management & prospective
37
(
2020
)
1/2
,
pp. 47-60
Persistent link: https://www.econbiz.de/10012372792
Saved in:
10916
Foreign shocks as granular fluctuations
Di Giovanni, Julian
;
Levchenko, Andrei A.
;
Méjean, Isabelle
-
2020
Persistent link: https://www.econbiz.de/10012372983
Saved in:
10917
Value-at-risk and expected shortfall in cryptocurrencies' portfolio : a vine copula–based approach
Trucíos, Carlos
;
Tiwari, Aviral Kumar
;
Alqahtani, Faisal
- In:
Applied economics
52
(
2020
)
24
,
pp. 2580-2593
Persistent link: https://www.econbiz.de/10012210957
Saved in:
10918
Is the corn futures market noisier? : the impact of high frequency quoting
Wang, Xiaoyang
;
García, Philip
;
Irwin, Scott H.
- In:
Applied economics
52
(
2020
)
25
,
pp. 2730-2750
Persistent link: https://www.econbiz.de/10012211091
Saved in:
10919
Puzzling premiums on FX markets : carry trade, momentum, and value alone and strategy diversification
Mikova, Evgeniya
;
Teplova, Tamara V.
;
Munir, Qaiser
- In:
Emerging markets, finance and trade : EMFT
56
(
2020
)
1
,
pp. 126-148
Persistent link: https://www.econbiz.de/10012211227
Saved in:
10920
Modeling and forecasting the multivariate realized volatility of financial markets with time-varying sparsity
Luo, Jiawen
;
Chen, Langnan
- In:
Emerging markets, finance and trade : EMFT
56
(
2020
)
2
,
pp. 392-408
Persistent link: https://www.econbiz.de/10012211461
Saved in:
10921
Volatility premium and term structure of China blue-chip index options
Huang, Xinming
;
Liu, Jie
;
Zhang, Xinjie
;
Zhu, Yinglun
- In:
Emerging markets, finance and trade : EMFT
56
(
2020
)
3
,
pp. 527-542
Persistent link: https://www.econbiz.de/10012211477
Saved in:
10922
Impact of US uncertainty on Chinese stock market volatility
Hua, Renhai
;
Zhao, Pengfei
;
Yu, Honghai
;
Fang, Libing
- In:
Emerging markets, finance and trade : EMFT
56
(
2020
)
3
,
pp. 576-592
Persistent link: https://www.econbiz.de/10012211481
Saved in:
10923
Media coverage and decomposition of stock market volatility : based on the generalized dynamic factor model
Qiao, Haishu
;
Su, Yaya
- In:
Emerging markets, finance and trade : EMFT
56
(
2020
)
3
,
pp. 613-625
Persistent link: https://www.econbiz.de/10012211486
Saved in:
10924
Volatility spillovers and risk contagion paths with capital flows across multiple financial markets in China
Zhao, Xuejin
;
Zhang, Wei-guo
;
Liu, Yong-Jun
- In:
Emerging markets, finance and trade : EMFT
56
(
2020
)
4
,
pp. 731-749
Persistent link: https://www.econbiz.de/10012211498
Saved in:
10925
Sentiment dispersion and asset pricing error : evidence from the Chinese stock market
Xiong, Xiong
;
Han, Jiatong
;
Feng, Xu
;
An, Yahui
- In:
Emerging markets, finance and trade : EMFT
56
(
2020
)
4
,
pp. 820-839
Persistent link: https://www.econbiz.de/10012211507
Saved in:
10926
Stock index options pricing under jump patterns driven by market states
Lin, Chao-Yang
;
Liu, Huimei
;
Lee, Jia-Ching
;
Lin, Shih-kuei
- In:
Emerging markets, finance and trade : EMFT
56
(
2020
)
4
,
pp. 840-859
Persistent link: https://www.econbiz.de/10012211508
Saved in:
10927
On the asymmetric effects of exchange rate volatility on trade flows : evidence from Africa
Bahmani-Oskooee, Mohsen
;
Arize, Augustine Chuck
- In:
Emerging markets, finance and trade : EMFT
56
(
2020
)
4
,
pp. 913-939
Persistent link: https://www.econbiz.de/10012211512
Saved in:
10928
A language-independent measurement of economic policy uncertainty in Eastern European countries
Kupfer, Alexander
;
Zorn, Josef
- In:
Emerging markets, finance and trade : EMFT
56
(
2020
)
5
,
pp. 1166-1180
Persistent link: https://www.econbiz.de/10012211527
Saved in:
10929
Comovement between the Chinese business cycle and financial volatility : based on a DCC-MIDAS model
Zheng, Yuhang
;
Wang, Zhenzhen
;
Huang, Zhehao
;
Jiang, Tianpei
- In:
Emerging markets, finance and trade : EMFT
56
(
2020
)
6
,
pp. 1181-1195
Persistent link: https://www.econbiz.de/10012211529
Saved in:
10930
The factors that influence exchange-rate risk : evidence in China
Chen, Shuanglian
;
Liu, Siming
;
Cai, Rongjiao
;
Zhang, Yaya
- In:
Emerging markets, finance and trade : EMFT
56
(
2020
)
6
,
pp. 1275-1292
Persistent link: https://www.econbiz.de/10012211635
Saved in:
10931
The asymmetric effect of volatility spillover in global virtual financial asset markets : the case of Bitcoin
Dong, Hao
;
Chen, Liming
;
Zhang, Xinyi
;
Failler, Pierre
; …
- In:
Emerging markets, finance and trade : EMFT
56
(
2020
)
6
,
pp. 1293-1311
Persistent link: https://www.econbiz.de/10012211636
Saved in:
10932
Price limits and asymmetry of price dynamics : high frequency evidence from the Chinese stock market
Hou, Keqiang
;
Li, Xing
;
Zhong, Wei
- In:
Emerging markets, finance and trade : EMFT
56
(
2020
)
7
,
pp. 1447-1461
Persistent link: https://www.econbiz.de/10012211645
Saved in:
10933
Pricing American call options using the Black-Scholes equation with a nonlinear volatility function
Grossinho, Maria do Rosário
;
Kord, Yaser
;
Ševčovič, …
- In:
The journal of computational finance
23
(
2020
)
4
,
pp. 93-113
Persistent link: https://www.econbiz.de/10012212488
Saved in:
10934
Information, market power and price volatility
Bergemann, Dirk
;
Morris, Stephen
;
Heumann, Tibor
-
2020
Persistent link: https://www.econbiz.de/10012252763
Saved in:
10935
Efficient Asian option pricing under regime switching jump diffusions and stochastic volatility models
Kirkby, J. Lars
;
Nguyen, Duy
- In:
Annals of finance
16
(
2020
)
3
,
pp. 307-351
Persistent link: https://www.econbiz.de/10012496337
Saved in:
10936
Forecasting volatility in bitcoin market
Segnon, Mawuli
;
Bekiros, Stelios
- In:
Annals of finance
16
(
2020
)
3
,
pp. 435-462
Persistent link: https://www.econbiz.de/10012496404
Saved in:
10937
The contribution of intraday jumps to forecasting the density of returns
Chorro, Christophe
;
Ielpo, Florian
;
Sévi, Benoît
- In:
Journal of economic dynamics & control
113
(
2020
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012502523
Saved in:
10938
Sequential Bayesian inference for vector autoregressions with stochastic volatility
Bognanni, Mark
;
Zito, John
- In:
Journal of economic dynamics & control
113
(
2020
),
pp. 1-35
Persistent link: https://www.econbiz.de/10012502544
Saved in:
10939
International stock comovements with endogenous clusters
Coroneo, Laura
;
Jackson, Laura
;
Owyang, Michael T.
- In:
Journal of economic dynamics & control
116
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012503214
Saved in:
10940
Investor participation and the volatility-volume relation : evidence from an emerging market
Bian, Jiangze
;
Chan, Kalok
;
Fong, Wai-ming
- In:
Emerging markets review
45
(
2020
)
Persistent link: https://www.econbiz.de/10012503237
Saved in:
10941
The Chinese equity index options market
Yue, Tian
;
Zhang, Jin E.
;
Tan, Eric K. M.
- In:
Emerging markets review
45
(
2020
)
Persistent link: https://www.econbiz.de/10012503241
Saved in:
10942
Historic risk and implied volatility
Dicle, Mehmet F.
;
Levendis, John D.
- In:
Global finance journal
45
(
2020
)
Persistent link: https://www.econbiz.de/10012503279
Saved in:
10943
Factor investing for the long run
Lioui, Abraham
;
Tarelli, Andrea
- In:
Journal of economic dynamics & control
117
(
2020
),
pp. 1-31
Persistent link: https://www.econbiz.de/10012503351
Saved in:
10944
What is the investment loss due to uncertainty?
Panagiōtidēs, Theodōros
;
Printzis, Panagiotis
- In:
Global finance journal
45
(
2020
)
Persistent link: https://www.econbiz.de/10012503367
Saved in:
10945
The impact of ratings and other information on the fluctuation of Polish stock indexes
Adamczyk, Magdalena
- In:
Bank i kredyt
51
(
2020
)
3
,
pp. 239-262
Persistent link: https://www.econbiz.de/10012503380
Saved in:
10946
VPIN, liquidity, and return volatility in the US equity markets
Yildiz, Serhat
;
Van Ness, Bonnie F.
;
Van Ness, Robert A.
- In:
Global finance journal
45
(
2020
)
Persistent link: https://www.econbiz.de/10012503390
Saved in:
10947
US macroeconomic news effects around the US and European financial crises : evidence from Brazilian and Mexican equity indices
Hussain, Syed Mujahid
;
Ben Omrane, Walid
;
Al-Yahyaee, …
- In:
Global finance journal
46
(
2020
)
Persistent link: https://www.econbiz.de/10012503405
Saved in:
10948
Impacts of day trading on the intraday pattern of market quality
Hsieh, Tsung Yu
;
Fu, Ying-Fen
;
Ma, Shih-Ya
- In:
International journal of services technology and …
26
(
2020
)
1
,
pp. 20-37
Persistent link: https://www.econbiz.de/10012503426
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The relation between the corporate bond-yield spread and the real economy : stable or time-varying?
Karlsson, Sune
;
Österholm, Pär
- In:
Economics letters
186
(
2020
),
pp. 1-3
Persistent link: https://www.econbiz.de/10012503617
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Crude oil price volatility and short-term predictability of the real U.S. GDP growth rate
Nonejad, Nima
- In:
Economics letters
186
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012503762
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