//--> //--> //--> //-->
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
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:"Market circuit breakers"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Volatility
38,727
Volatilität
38,727
Theorie
9,597
Theory
9,597
Börsenkurs
9,032
Share price
9,030
Estimation
8,155
Schätzung
8,150
Capital income
6,880
Kapitaleinkommen
6,880
ARCH model
6,137
ARCH-Modell
6,137
Aktienmarkt
5,616
Stock market
5,604
Welt
4,529
World
4,529
Wechselkurs
4,450
Exchange rate
4,447
USA
4,036
United States
4,032
Optionspreistheorie
3,750
Option pricing theory
3,748
Stochastischer Prozess
3,728
Stochastic process
3,727
Prognoseverfahren
3,600
Forecasting model
3,599
Zeitreihenanalyse
3,073
Time series analysis
3,069
Risk
2,428
Risiko
2,401
Oil price
2,232
Ölpreis
2,232
Spillover effect
2,175
Spillover-Effekt
2,175
Financial market
2,097
Finanzmarkt
2,097
Portfolio selection
2,075
Portfolio-Management
2,075
Business cycle
1,808
Konjunktur
1,801
more ...
less ...
Online availability
All
Free
14,635
Undetermined
9,850
Type of publication
All
Article
21,775
Book / Working Paper
16,951
Journal
1
Type of publication (narrower categories)
All
Article in journal
20,572
Aufsatz in Zeitschrift
20,572
Graue Literatur
7,085
Non-commercial literature
7,085
Arbeitspapier
6,839
Working Paper
6,839
Aufsatz im Buch
1,174
Book section
1,174
Hochschulschrift
627
Thesis
490
Collection of articles written by one author
174
Sammlung
174
Collection of articles of several authors
145
Sammelwerk
145
Conference paper
126
Konferenzbeitrag
126
Aufsatzsammlung
68
Amtsdruckschrift
62
Government document
62
Bibliografie enthalten
52
Bibliography included
52
Konferenzschrift
41
Systematic review
40
Übersichtsarbeit
40
Forschungsbericht
29
Case study
21
Fallstudie
21
Conference proceedings
20
Rezension
18
Lehrbuch
16
Textbook
15
Handbook
9
Handbuch
9
Reprint
9
Bibliografie
6
Book review
6
Ratgeber
6
Guidebook
5
Accompanied by computer file
4
Amtliche Publikation
4
more ...
less ...
Language
All
English
38,068
German
451
French
83
Spanish
74
Portuguese
21
Polish
10
Italian
9
Czech
5
Dutch
5
Romanian
4
Russian
4
Danish
1
Croatian
1
Hungarian
1
Norwegian
1
Serbian
1
Swedish
1
Chinese
1
more ...
less ...
Author
All
McAleer, Michael
285
Gupta, Rangan
221
Caporale, Guglielmo Maria
167
Bollerslev, Tim
144
Chang, Chia-Lin
109
Diebold, Francis X.
104
Bouri, Elie
101
Andersen, Torben
98
Pierdzioch, Christian
92
Spagnolo, Nicola
91
Ma, Feng
89
Aizenman, Joshua
88
Bekaert, Geert
78
Bahmani-Oskooee, Mohsen
74
Hammoudeh, Shawkat
73
Engle, Robert F.
72
Härdle, Wolfgang
71
Koopman, Siem Jan
71
Todorov, Viktor
68
McMillan, David G.
67
Caporin, Massimiliano
65
Tiwari, Aviral Kumar
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
Buch, Claudia M.
50
Christiansen, Charlotte
50
Dijk, Dick van
50
Mensi, Walid
50
Mumtaz, Haroon
50
more ...
less ...
Institution
All
National Bureau of Economic Research
494
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
28
Centre for Analytical Finance <Århus>
19
World Bank
18
International Monetary Fund
17
Federal Reserve Bank of St. Louis
13
Svenska Handelshögskolan <Helsinki>
12
European University Institute / Department of Economics
11
Internationaler Währungsfonds / Research Department
11
University of Canterbury / Dept. of Economics and Finance
11
Centre for Growth and Business Cycle Research <Manchester>
10
Ekonomiska forskningsinstitutet <Stockholm>
10
Institut für Weltwirtschaft
10
Chambre de commerce et d'industrie de Paris
9
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
9
Federal Reserve Bank of New York
8
Rodney L. White Center for Financial Research
8
Instituto Valenciano de Investigaciones Económicas
7
Federal Reserve Bank of San Francisco
6
Gottfried Wilhelm Leibniz Universität Hannover
6
Institute of Finance and Accounting <London>
6
Birkbeck College / Department of Economics
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Federal Reserve System / Division of Research and Statistics
5
Massachusetts Institute of Technology / Department of Economics
5
The Wharton Financial Institutions Center
5
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
4
Center for Economic Research <Tilburg>
4
Econometrisch Instituut <Rotterdam>
4
Europäische Kommission / Generaldirektion Wissenschaft, Forschung und Entwicklung
4
Federal Reserve System / Board of Governors
4
Inter-American Development Bank / Office of the Chief Economist
4
Nuffield College
4
School of Accounting, Economics and Finance <Geelong>
4
Springer Fachmedien Wiesbaden
4
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
4
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
4
William Davidson Institute <Ann Arbor, Mich.>
4
Australian National University / Faculty of Economics and Commerce
3
Banco Central do Brasil
3
more ...
less ...
Published in...
All
Energy economics
598
Finance research letters
492
NBER working paper series
482
Working paper / National Bureau of Economic Research, Inc.
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
The North American journal of economics and finance : a journal of financial economics studies
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
Journal of international financial markets, institutions & money
235
Journal of international money and finance
221
Journal of risk and financial management : JRFM
197
Discussion paper / Tinbergen Institute
195
Journal of financial economics
184
Quantitative finance
183
CESifo working papers
169
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
169
Pacific-Basin finance journal
165
International Journal of Energy Economics and Policy : IJEEP
157
The European journal of finance
152
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
150
IMF working papers
147
Journal of economic dynamics & control
145
International journal of forecasting
140
International journal of finance & economics : IJFE
136
Journal of forecasting
128
The review of financial studies
125
Research paper series / Swiss Finance Institute
118
more ...
less ...
Source
All
ECONIS (ZBW)
38,727
Showing
11,051
-
11,100
of
38,727
Sort
Relevance
Date (newest first)
Date (oldest first)
11051
Financial sector development and growth volatility : an international study
Xue, Wen-Jun
- In:
International review of economics & finance : IREF
70
(
2020
),
pp. 67-88
Persistent link: https://www.econbiz.de/10012486769
Saved in:
11052
Perceived uncertainty shocks, excess optimism-pessimism, and learning in the business cycle
Chatterjee, Pratiti
;
Milani, Fabio
- In:
Journal of economic behavior & organization : JEBO
179
(
2020
),
pp. 342-360
Persistent link: https://www.econbiz.de/10012486782
Saved in:
11053
Intraday price jumps, market liquidity, and the magnet effect of circuit breakers
Jian, Zhihong
;
Zhu, Zhican
;
Zhou, Jie
;
Wu, Shuai
- In:
International review of economics & finance : IREF
70
(
2020
),
pp. 168-186
Persistent link: https://www.econbiz.de/10012486784
Saved in:
11054
Dynamics of variance risk premium : evidence from India
Sankar, Ganesh
;
Ramachandran, Shankar
;
Lukose P. J., Jijo
- In:
International review of economics & finance : IREF
70
(
2020
),
pp. 321-334
Persistent link: https://www.econbiz.de/10012486796
Saved in:
11055
Are idiosyncratic risk and extreme positive return priced in the Indian equity market?
Syed Riaz Mahmood Ali
;
Hasan, Mohammad Nurul
; …
- In:
International review of economics & finance : IREF
70
(
2020
),
pp. 530-545
Persistent link: https://www.econbiz.de/10012486833
Saved in:
11056
Measuring the effectiveness of volatility auctions
Castro, Carlos
;
Agudelo, Diego A.
;
Preciado, Sergio
- In:
International review of economics & finance : IREF
70
(
2020
),
pp. 566-581
Persistent link: https://www.econbiz.de/10012486837
Saved in:
11057
Stock market uncertainty, volatility connectedness of financial institutions, and stock-bond return correlations
Hsu, Chih-Hsiang
;
Lee, Hsiu-chuan
;
Lien, Da-hsiang Donald
- In:
International review of economics & finance : IREF
70
(
2020
),
pp. 600-621
Persistent link: https://www.econbiz.de/10012486839
Saved in:
11058
The exchange rate and export variety : a cross-country analysis with long panel estimators
Goya, Daniel
- In:
International review of economics & finance : IREF
70
(
2020
),
pp. 649-665
Persistent link: https://www.econbiz.de/10012486847
Saved in:
11059
The asymmetric spillover effect of the Markov switching mechanism from the futures market to the spot market
Chang, Kuang-Liang
;
Lee, Chingnun
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 374-388
Persistent link: https://www.econbiz.de/10012486979
Saved in:
11060
The asymmetric oil price and policy uncertainty shock exposure of emerging market sectoral equity returns : a quantile regression approach
Das, Debojyoti
;
Kannadhasan, M.
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 563-581
Persistent link: https://www.econbiz.de/10012487016
Saved in:
11061
Volatility persistence in cryptocurrency markets under structural breaks
Abakah, Emmanuel Joel Aikins
;
Gil-Alaña, Luis A.
; …
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 680-691
Persistent link: https://www.econbiz.de/10012487193
Saved in:
11062
The impact of US economic policy uncertainty on WTI crude oil returns in different time and frequency domains
Zhang, Yue-jun
;
Yan, Xing-Xing
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 750-768
Persistent link: https://www.econbiz.de/10012487449
Saved in:
11063
CBOE VIX and Jump-GARCH option pricing models
Yoo, Eun Gyu
;
Yoon, Sun-Joong
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 839-859
Persistent link: https://www.econbiz.de/10012487455
Saved in:
11064
Technical trading index, return predictability and idiosyncratic volatility
Ma, Yao
;
Yang, Baochen
;
Su, Yunpeng
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 879-900
Persistent link: https://www.econbiz.de/10012487457
Saved in:
11065
The idiosyncratic momentum anomaly
Blitz, David
;
Hanauer, Matthias
;
Vidojevic, Milan
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 932-957
Persistent link: https://www.econbiz.de/10012487461
Saved in:
11066
The effects of gold, stock markets and geopolitical uncertainty on Bitcoin prices and volatility
Kyriazis, Nikolaos A.
- In:
Global economy journal : GEJ
20
(
2020
)
4
,
pp. 2050020-1-2050020-15
Persistent link: https://www.econbiz.de/10012487485
Saved in:
11067
News and return volatility of Chinese bank stocks
Ho, Kin-Yip
;
Shi, Yanlin
;
Zhang, Zhaoyong
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 1095-1105
Persistent link: https://www.econbiz.de/10012487527
Saved in:
11068
VIX valuation and its futures pricing through a generalized affine realized volatility model with hidden components and jump
Wang, Qi
;
Wang, Zerong
- In:
Journal of banking & finance
116
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012489233
Saved in:
11069
Forecasting short-run exchange rate volatility with monetary fundamentals : a GARCH-MIDAS approach
You, Yu
;
Liu, Xiaochun
- In:
Journal of banking & finance
116
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012489245
Saved in:
11070
Spectral backtests of forecast distributions with application to risk management
Gordy, Michael B.
;
McNeil, Alexander J.
- In:
Journal of banking & finance
116
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012489248
Saved in:
11071
A tripartite inquiry into financial liberalisation-volatility-information asymmetry nexus : global panel approach
Roy, Rahul
;
Shijin, Santhakumar
- In:
IIMB management review
32
(
2020
)
1
,
pp. 39-58
Persistent link: https://www.econbiz.de/10012489648
Saved in:
11072
Testing the informativeness of non-price variables with MIDAS touch
Kotyan, Avinash
;
Mallikarjunappa, T.
- In:
IIMB management review
32
(
2020
)
2
,
pp. 189-207
Persistent link: https://www.econbiz.de/10012489685
Saved in:
11073
Anote on the stability of the Swedish Phillips curve
Karlsson, Sune
;
Österholm, Pär
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
6
,
pp. 2573-2612
Persistent link: https://www.econbiz.de/10012491234
Saved in:
11074
On the contribution of international shocks in Australian business cycle fluctuations
Cross, Jamie
;
Poon, Aubrey
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
6
,
pp. 2613-2637
Persistent link: https://www.econbiz.de/10012491245
Saved in:
11075
Algorithmic trading in turbulent markets
Zhou, Hao
;
Kalev, Petko S.
;
Frino, Alex
- In:
Pacific-Basin finance journal
62
(
2020
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012491255
Saved in:
11076
Anchoring heuristics, investor sentiment and stylized facts in the stock market : an agent based model
Higachi, Hermes
;
Faria, Ana Cristina Cruz de
;
Sbicca, …
- In:
Theoretical economics letters
10
(
2020
)
1
,
pp. 198-217
Persistent link: https://www.econbiz.de/10012491554
Saved in:
11077
An anatomy of commodity futures returns in China
Zhang, Xuan
;
Jun, Xiao
;
Zhang, Zhekai
- In:
Pacific-Basin finance journal
62
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012491768
Saved in:
11078
Forecasting China's stock market variance
Cheng, Hang
;
Shi, Yongdong
- In:
Pacific-Basin finance journal
64
(
2020
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012493893
Saved in:
11079
Starting from a blank page? : semantic similarity in central bank communication and market volatility
Ehrmann, Michael
;
Talmi, Jonathan
- In:
Journal of monetary economics
111
(
2020
),
pp. 48-62
Persistent link: https://www.econbiz.de/10012494175
Saved in:
11080
The magnet effect of circuit breakers and its interactions with price limits
Wong, Kin-ming
;
Kong, Xiao Wei
;
Li, Min
- In:
Pacific-Basin finance journal
61
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012494412
Saved in:
11081
Long memory or regime switching in volatility? : evidence from high-frequency returns on the U.S. stock indices
Gao, Guangyuan
;
Ho, Kin-Yip
;
Shi, Yanlin
- In:
Pacific-Basin finance journal
61
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012494892
Saved in:
11082
Dynamic effects of monetary policy shocks on macroeconomic volatility
Mumtaz, Haroon
;
Theodoridis, Konstantinos
- In:
Journal of monetary economics
114
(
2020
),
pp. 262-282
Persistent link: https://www.econbiz.de/10012494958
Saved in:
11083
Volatility and dynamic currency hedging
Cho, Jae-Beom
;
Min, Hong-ghi
;
McDonald, Judith Ann
- In:
Journal of international financial markets, …
64
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012495677
Saved in:
11084
The effect of credit ratings on emerging market volatility
Bales, Kyle
;
Malikane, Christopher
- In:
Journal of international financial markets, …
65
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012495739
Saved in:
11085
Hedging geopolitical risk with precious metals
Baur, Dirk G.
;
Smales, Lee A.
- In:
Journal of banking & finance
117
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012495753
Saved in:
11086
Fundamental and behavioural determinants of stock return volatility in ASEAN-5 countries
Thampanya, Natthinee
;
Wu, JunJie
;
Nasir, Muhammad Ali
; …
- In:
Journal of international financial markets, …
65
(
2020
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012495783
Saved in:
11087
The more the Merrier? : the reaction of euro area stock markets to new members
Grigaliuniene, Zana
;
Celov, Dmitrij
;
Hartwell, …
- In:
Journal of international financial markets, …
66
(
2020
),
pp. 1-28
Persistent link: https://www.econbiz.de/10012495842
Saved in:
11088
Examining stress in Asian currencies : a perspective offered by high frequency financial market data
Dungey, Mardi H.
;
Matei, Marius
;
Sirimon Treepongkaruna
- In:
Journal of international financial markets, …
67
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012495857
Saved in:
11089
Distant or close cousins : connectedness between cryptocurrencies and traditional currencies volatilities
Andrada Félix, Julián
;
Fernandez-Perez, Adrian
; …
- In:
Journal of international financial markets, …
67
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012495868
Saved in:
11090
Nonlinear and time-varying risk premia
Ma, Chaoqun
;
Mi, Xianhua
;
Cai, Zongwu
- In:
China economic review : an international journal
62
(
2020
),
pp. 1-30
Persistent link: https://www.econbiz.de/10012607208
Saved in:
11091
Assessing the price dynamics of onshore and offshore RMB markets : an ITS model approach
Sun, Yuying
;
Bao, Qin
;
Zheng, Jiali
;
Wang, Shouyang
- In:
China economic review : an international journal
62
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012607213
Saved in:
11092
Brent Prices and its impact on financial markets of BRIC Nations
Kumar, Narayanan Krishna
- In:
International journal of business and economics
19
(
2020
)
1
,
pp. 91-108
Persistent link: https://www.econbiz.de/10012608823
Saved in:
11093
Risk transmissions between major foreign currencies : An empirical analysis from the U.S. perspective
Baek, Chung
- In:
International journal of business and economics
19
(
2020
)
2
,
pp. 151-168
Persistent link: https://www.econbiz.de/10012608848
Saved in:
11094
Exchange rate volatility and trade : External exchange rate volatility matters
Tunç, Cengiz
;
Babuşçu, Senol
;
Hazar, Adalet
; …
- In:
Journal of international commerce, economics and policy
11
(
2020
)
2
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012609497
Saved in:
11095
Is there an interdependence in foreign exchange markets during non-crisis periods? : empirical evidence from MENA countries
Bouhali, H.
;
Chiadmi, M. S.
;
Ghaiti, F.
- In:
Tydskrif vir studies in ekonomie en ekonometrie : SEE
44
(
2020
)
2
,
pp. 73-107
Persistent link: https://www.econbiz.de/10012613654
Saved in:
11096
Dynamic interdependence between crude oil prices and foreign exchange market in Nigeria
Emenike, K. O.
- In:
Tydskrif vir studies in ekonomie en ekonometrie : SEE
44
(
2020
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10012613660
Saved in:
11097
Long-memory version of stochastic volatility jump-diffusion model with stochastic intensity
Fallah, Somayeh
;
Mehrdoust, Farshid
- In:
Estudios de economía aplicada : revista promovida por …
38
(
2020
)
2
,
pp. 109-120
Persistent link: https://www.econbiz.de/10012616833
Saved in:
11098
Are financial investors prone to exogenous (cricket) sentiments that affects equity investment decision and induces volatility in stock market?
Kashif, Muhammad
;
Shaikh, Asra
;
Ur Rehman, Mobeen
- In:
Estudios de economía aplicada : revista promovida por …
38
(
2020
)
2
,
pp. 203-216
Persistent link: https://www.econbiz.de/10012616899
Saved in:
11099
A conditional heteroscedastic VaR approach with alternative distributions
Serrano Bautista, Ramona
;
Mata Mata, Leovardo
- In:
EconoQuantum : Revista de Economía y Negocios
17
(
2020
)
2
,
pp. 81-98
Persistent link: https://www.econbiz.de/10012617079
Saved in:
11100
Option pricing under multifractional Brownian motion in a risk neutral framework
Di Sciorio, Fabrizio
;
Mattiozzi, Silvia
- In:
Estudios de economía aplicada : revista promovida por …
38
(
2020
)
3
,
pp. 273-283
Persistent link: https://www.econbiz.de/10012618054
Saved in:
First
Prev
218
219
220
221
222
223
224
225
226
227
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->