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~isPartOf:"Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets"
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Volatility
111
Volatilität
111
Aktienmarkt
53
Stock market
53
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41
Share price
41
Capital income
38
Kapitaleinkommen
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volatility
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Ryu, Doojin
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Li, Shaoyu
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Bley, Jorg
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
Energy economics
598
Finance research letters
495
NBER working paper series
482
Working paper / National Bureau of Economic Research, Inc.
467
NBER Working Paper
416
International review of financial analysis
398
Journal of banking & finance
375
Applied economics
374
The journal of futures markets
344
Economic modelling
338
International review of economics & finance : IREF
338
The North American journal of economics and finance : a journal of financial economics studies
324
Journal of econometrics
321
Applied financial economics
266
Journal of empirical finance
261
Applied economics letters
258
Research in international business and finance
255
Economics letters
246
International journal of theoretical and applied finance
245
Working paper
245
Discussion paper / Centre for Economic Policy Research
240
Journal of international financial markets, institutions & money
235
Journal of international money and finance
221
Discussion paper / Tinbergen Institute
198
Journal of risk and financial management : JRFM
197
Journal of financial economics
184
Quantitative finance
183
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
172
MPRA Paper
171
CESifo working papers
170
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
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IMF working papers
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Journal of economic dynamics & control
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International journal of forecasting
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ECONIS (ZBW)
112
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1
An empirical examination of the dissemination of equity price innovations between the emerging markets of Nordic-Baltic states and major advanced markets
Ajayi, Richard A.
;
Mehdian, Seyed M.
;
Stoica, Ovidiu
- In:
Emerging markets finance & trade : a journal of the …
54
(
2018
)
1/2/3
,
pp. 642-660
Persistent link: https://www.econbiz.de/10012123345
Saved in:
2
A study of volatility and externality compensative return of internet financial products in the case of Yuebao
Chen, Yongwei
;
Pang, Jiawei
;
Zhang, Weiying
- In:
Emerging markets finance & trade : a journal of the …
54
(
2018
)
4/5/6
,
pp. 761-773
Persistent link: https://www.econbiz.de/10012123472
Saved in:
3
Flexibility of adjustment to shocks : economic growth and volatility of middle-income countries before and after the global financial crisis of 2008
Aizenman, Joshua
;
Jinjarak, Yothin
;
Estrada, Gemma
; …
- In:
Emerging markets finance & trade : a journal of the …
54
(
2018
)
4/5/6
,
pp. 1112-1131
Persistent link: https://www.econbiz.de/10012123569
Saved in:
4
Risk-return profiles of Islamic equities and commodity portfolios in different market conditions
Kabir, Sarkar Humayun
;
Masih, Abdul Mansur M.
; …
- In:
Emerging markets finance & trade : a journal of the …
53
(
2017
)
7/8/9
,
pp. 1477-1500
Persistent link: https://www.econbiz.de/10011823800
Saved in:
5
Modeling time-varying correlations in volatility between BRICS and commodity markets
Kang, Sang Hoon
;
McIver, Ron
;
Yoon, Seong-min
- In:
Emerging markets finance & trade : a journal of the …
52
(
2016
)
7/9
,
pp. 1698-1723
Persistent link: https://www.econbiz.de/10011594437
Saved in:
6
The asymmetry and volatility of the Chinese stock market caused by the "New National Ten"
Tsai, Jui-Jung
;
Wang, Yang-Chao
;
Weng, Kehuang
- In:
Emerging markets finance & trade : a journal of the …
51
(
2015
),
pp. 86-98
Persistent link: https://www.econbiz.de/10011603392
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7
The Stock Exchange of Suriname : returns, volatility, correlations, and weak-form efficiency
Bodeutsch, Denice
;
Franses, Philip Hans
- In:
Emerging markets finance & trade : a journal of the …
51
(
2015
)
1
,
pp. 130-139
Persistent link: https://www.econbiz.de/10011344353
Saved in:
8
Stock market spread trading : Argentina and Brazil stock indexes
Batten, Jonathan A.
;
Szilágyi, Péter G.
;
Wong, …
- In:
Emerging markets finance & trade : a journal of the …
50
(
2014
),
pp. 61-76
Persistent link: https://www.econbiz.de/10010465142
Saved in:
9
The impact of index futures on spot market volatility in China
Xie, Shiqing
;
Huang, Jiajun
- In:
Emerging markets finance & trade : a journal of the …
50
(
2014
),
pp. 167-177
Persistent link: https://www.econbiz.de/10010403273
Saved in:
10
Investor sentiment influence on the risk-reward relation in the Taiwan stock market
Yu, Jean
;
Huang, Hung-hsi
;
Hsu, Shu-wei
- In:
Emerging markets finance & trade : a journal of the …
50
(
2014
),
pp. 174-188
Persistent link: https://www.econbiz.de/10010403723
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11
Volatility spillover from the fear index to developed and emerging markets
Badshah, Ihsan Ullah
- In:
Emerging markets finance & trade : a journal of the …
54
(
2018
)
1/2/3
,
pp. 27-40
Persistent link: https://www.econbiz.de/10012122845
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12
Information flows between the US and China's agricultural commodity futures markets : based on VAR-BEKK-skew-t model
Chen, Qian
;
Weng, Xin
- In:
Emerging markets finance & trade : a journal of the …
54
(
2018
)
1/2/3
,
pp. 71-87
Persistent link: https://www.econbiz.de/10012122852
Saved in:
13
Dissecting real exchange rate fluctuations in China
Chen, Yong
;
Liu, Dingming
- In:
Emerging markets finance & trade : a journal of the …
54
(
2018
)
1/2/3
,
pp. 288-306
Persistent link: https://www.econbiz.de/10012122877
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14
Asymmetric impact of oil price shock on stock market in China : a combination analysis based on SVAR model and NARDL model
Hu, Chunyang
;
Liu, Xinheng
;
Pan, Bin
;
Chen, Bin
;
Xia, …
- In:
Emerging markets finance & trade : a journal of the …
54
(
2018
)
7/8/9
,
pp. 1693-1705
Persistent link: https://www.econbiz.de/10012124505
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15
Degree of integration between brent oil spot and futures markets : intraday evidence
Inci, Ahmet Can
;
Seyhun, H. Nejat
- In:
Emerging markets finance & trade : a journal of the …
54
(
2018
)
7/8/9
,
pp. 1808-1826
Persistent link: https://www.econbiz.de/10012124554
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16
Risk transmission from oil and natural gas futures to emerging market mutual funds
Ewing, Bradley T.
;
Gormus, Alper
;
Soytaş, Uǧur
- In:
Emerging markets finance & trade : a journal of the …
54
(
2018
)
7/8/9
,
pp. 1827-1836
Persistent link: https://www.econbiz.de/10012124558
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17
The impact of institutions and exchange rate volatility on China’s outward FDI
Li, Yang
;
Rengifo, Erick W.
- In:
Emerging markets finance & trade : a journal of the …
54
(
2018
)
10/11/12
,
pp. 2778-2798
Persistent link: https://www.econbiz.de/10012125131
Saved in:
18
Online search frequency, retail investor overreaction, and the cross-section of stock returns : evidence from the Chinese stock market
Chen, Jiaqi
- In:
Emerging markets finance & trade : a journal of the …
54
(
2018
)
13/14/15
,
pp. 3189-3208
Persistent link: https://www.econbiz.de/10012125743
Saved in:
19
Expectations, behavior, and stock market volatility
Wang, Yong
;
Deng, Hanzhong
- In:
Emerging markets finance & trade : a journal of the …
54
(
2018
)
13/14/15
,
pp. 3235-3255
Persistent link: https://www.econbiz.de/10012125765
Saved in:
20
International equity index and currency futures : commodity currencies or emerging versus developed markets?
Krause, Timothy A.
;
Tse, Yiuman
- In:
Emerging markets finance & trade : a journal of the …
54
(
2018
)
13/14/15
,
pp. 3294-3311
Persistent link: https://www.econbiz.de/10012125788
Saved in:
21
Emerging bond market volatility and country spreads
Won, Seungyeon
;
Yun, Young Sup
;
Kim, Byoung Joon
- In:
Emerging markets finance & trade : a journal of the …
49
(
2013
)
1
,
pp. 82-100
Persistent link: https://www.econbiz.de/10009742904
Saved in:
22
An empirical analysis of the volatility in the open-end fund market : evidence from China
Xie, Shiqing
;
Huang, Xichen
- In:
Emerging markets finance & trade : a journal of the …
49
(
2013
),
pp. 150-162
Persistent link: https://www.econbiz.de/10010258917
Saved in:
23
The impact of single stock futures on market efficiency and volatility : a dynamic CAPM approach
Malik, Imran Riaz
;
Shah, Attaullah
- In:
Emerging markets finance & trade : a journal of the …
53
(
2017
)
2
,
pp. 339-356
Persistent link: https://www.econbiz.de/10011764197
Saved in:
24
Are there any diversification benefits among global finance center candidates in Eurasia?
Kocaarslan, Baris
;
Sari, Ramazan
;
Soytas, Ugur
- In:
Emerging markets finance & trade : a journal of the …
53
(
2017
)
2
,
pp. 357-374
Persistent link: https://www.econbiz.de/10011764200
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25
Forecasting Chinese stock market volatility with economic variables
Cai, Weixian
;
Chen, Jian
;
Hong, Jimin
;
Jiang, Fuwei
- In:
Emerging markets finance & trade : a journal of the …
53
(
2017
)
3
,
pp. 521-533
Persistent link: https://www.econbiz.de/10011764301
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26
Realized semivariances and the variation of signed jumps in China's stock market
Fang, Nengsheng
;
Jiang, Wen
;
Luo, Ronghua
- In:
Emerging markets finance & trade : a journal of the …
53
(
2017
)
3
,
pp. 563-586
Persistent link: https://www.econbiz.de/10011764316
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27
The risk-return trade-off in a liberalized emerging stock market : evidence from Vietnam
Fang, Kuangnan
;
Wu, Ji
;
Nguyen, Cuong
- In:
Emerging markets finance & trade : a journal of the …
53
(
2017
)
4
,
pp. 746-763
Persistent link: https://www.econbiz.de/10011764554
Saved in:
28
Financial reporting quality and idiosyncratic return volatility : evidence from China
Ting, Zhou
;
Xie, Jun
;
Li, Xiaolin
- In:
Emerging markets finance & trade : a journal of the …
53
(
2017
)
4
,
pp. 835-847
Persistent link: https://www.econbiz.de/10011764607
Saved in:
29
Effect of crude oil futures trading on spot market volatility : a panel data-based counterfactual prediction analysis
Yao, Xin
;
Liu, Qiang
- In:
Emerging markets finance & trade : a journal of the …
53
(
2017
)
4
,
pp. 918-931
Persistent link: https://www.econbiz.de/10011764621
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30
Forecasting bull and bear markets : evidence from China
Yu, Xiaojian
;
Chen, Zewei
;
Xu, Weidong
;
Fu, Junhui
- In:
Emerging markets finance & trade : a journal of the …
53
(
2017
)
7/8/9
,
pp. 1720-1733
Persistent link: https://www.econbiz.de/10011824719
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31
Application of Heston's model to the Chinese stock market
Liu, Guifang
;
Xu, Weijun
- In:
Emerging markets finance & trade : a journal of the …
53
(
2017
)
7/8/9
,
pp. 1749-1763
Persistent link: https://www.econbiz.de/10011824755
Saved in:
32
The effect of US stock market uncertainty on emerging market returns
Sarwar, Ghulam
;
Khan, Walayet
- In:
Emerging markets finance & trade : a journal of the …
53
(
2017
)
7/8/9
,
pp. 1796-1811
Persistent link: https://www.econbiz.de/10011824764
Saved in:
33
Investors' fear and herding behavior : evidence from the Taiwan stock market
Huang, Teng-Ching
;
Wang, Kuei-Yuan
- In:
Emerging markets finance & trade : a journal of the …
53
(
2017
)
10/11/12
,
pp. 2259-2278
Persistent link: https://www.econbiz.de/10011825313
Saved in:
34
A mixed dependence between the exchange rate and international crude oil returns : an application of dynamic mixture copula
Chang, Kuang-Liang
- In:
Emerging markets finance & trade : a journal of the …
53
(
2017
)
10/11/12
,
pp. 2347-2360
Persistent link: https://www.econbiz.de/10011825350
Saved in:
35
The reaction of coffee futures price volatility to crop reports
Silveira, Rodrigo Lanna Franco da
;
Mattos, Fabio
;
Saes, …
- In:
Emerging markets finance & trade : a journal of the …
53
(
2017
)
10/11/12
,
pp. 2361-2376
Persistent link: https://www.econbiz.de/10011825353
Saved in:
36
Expected returns and idiosyncratic risk : industry-level evidence from Russia
Kinnunen, Jyri
;
Martikainen, Minna
- In:
Emerging markets finance & trade : a journal of the …
53
(
2017
)
10/11/12
,
pp. 2528-2544
Persistent link: https://www.econbiz.de/10011826117
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37
Volatility spillovers and linkages in Asian stock markets
Chow, Hwee-kwan
- In:
Emerging markets finance & trade : a journal of the …
53
(
2017
)
10/11/12
,
pp. 2770-2781
Persistent link: https://www.econbiz.de/10011833383
Saved in:
38
Volatility linkages among gold futures in emerging markets
Baklaci, Hasan F.
;
Süer, Ömür
;
Yelkenci, Tezer
- In:
Emerging markets finance & trade : a journal of the …
52
(
2016
)
1/3
,
pp. 1-9
Persistent link: https://www.econbiz.de/10011562376
Saved in:
39
Capital asset pricing model and stochastic volatility : a case study of India
Demir, Ender
;
Fung, Ka Wai Terence
;
Zhou, Lu
- In:
Emerging markets finance & trade : a journal of the …
52
(
2016
)
1/3
,
pp. 52-65
Persistent link: https://www.econbiz.de/10011562386
Saved in:
40
Turkey's distressing dance with capital flows
Özatay, Fatih
- In:
Emerging markets finance & trade : a journal of the …
52
(
2016
)
1/3
,
pp. 336-350
Persistent link: https://www.econbiz.de/10011562453
Saved in:
41
Hot money and business cycle volatility : evidence from selected ASEAN countries
Yang, Lu
;
Hamori, Shigeyuki
- In:
Emerging markets finance & trade : a journal of the …
52
(
2016
)
1/3
,
pp. 351-363
Persistent link: https://www.econbiz.de/10011562455
Saved in:
42
Correlation dynamics in east Asian financial markets
Lestano, Lestano
;
Kuper, Gerard H.
- In:
Emerging markets finance & trade : a journal of the …
52
(
2016
)
1/3
,
pp. 382-399
Persistent link: https://www.econbiz.de/10011562458
Saved in:
43
Comovement of exchange rates : a wavelet analysis
Andrieş, Alin Marius
;
Ihnatov, Iulian
;
Tiwari, Aviral Kumar
- In:
Emerging markets finance & trade : a journal of the …
52
(
2016
)
1/3
,
pp. 574-588
Persistent link: https://www.econbiz.de/10011562523
Saved in:
44
Volatility modeling and Value-at-Risk (VaR) forecasting of emerging stock markets in the presence of long memory, asymmetry, and skewed heavy tails
Gencer, Hatice Gaye
;
Demiralay, Sercan
- In:
Emerging markets finance & trade : a journal of the …
52
(
2016
)
1/3
,
pp. 639-657
Persistent link: https://www.econbiz.de/10011562539
Saved in:
45
Financial development, interest rate liberalization, and macroeconomic volatility
Yang, Gongyan
;
Liu, Hongzhong
- In:
Emerging markets finance & trade : a journal of the …
52
(
2016
)
4/6
,
pp. 991-1001
Persistent link: https://www.econbiz.de/10011563259
Saved in:
46
Value-at-risk forecasting of Chinese stock index and index future under jumps, permanent component, and asymmetric information
Li, Shaoyu
;
Wei, Lijia
;
Huang, Zehua
- In:
Emerging markets finance & trade : a journal of the …
52
(
2016
)
4/6
,
pp. 1072-1091
Persistent link: https://www.econbiz.de/10011563272
Saved in:
47
Liquidity dynamics around jumps : the evidence from the Warsaw Stock Exchange
Będowska-Sójka, Barbara
- In:
Emerging markets finance & trade : a journal of the …
52
(
2016
)
10/12
,
pp. 2740-2755
Persistent link: https://www.econbiz.de/10011675655
Saved in:
48
Jump tail dependence in the Chinese stock market
Li, Sophia Zhengzi
;
Wang, Hao
;
Zhao, Hua
- In:
Emerging markets finance & trade : a journal of the …
52
(
2016
)
10/12
,
pp. 2379-2396
Persistent link: https://www.econbiz.de/10011672561
Saved in:
49
The relationship between energy commodity prices and electricity and market index performances : evidence from an emerging market
Ordu, Beyza Mina
;
Soytaş, Uğur
- In:
Emerging markets finance & trade : a journal of the …
52
(
2016
)
7/9
,
pp. 2149-2164
Persistent link: https://www.econbiz.de/10011594958
Saved in:
50
Modeling time-varying volatility and expected returns : evidence from the GCC and MENA regions
Janabi, Mazin A. M. al
;
Hatemi-J, Abdulnasser
; …
- In:
Emerging markets finance & trade : a journal of the …
46
(
2010
)
5
,
pp. 39-47
Persistent link: https://www.econbiz.de/10009238997
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