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subject:"Schätzung"
~subject:"Volatility"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
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Schätzung
Volatility
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44
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43
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43
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42
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42
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Kang, Sang Hoon
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Zhu, Huiming
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4
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3
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3
Lee, Chien-chiang
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Salisu, Afees A.
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The North American journal of economics and finance : a journal of financial economics studies
Working paper / National Bureau of Economic Research, Inc.
330
NBER working paper series
307
NBER Working Paper
283
Energy economics
276
CESifo working papers
275
Discussion paper / Centre for Economic Policy Research
233
Applied economics
198
Journal of international money and finance
157
Applied economics letters
149
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135
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121
International review of economics & finance : IREF
113
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100
International Journal of Energy Economics and Policy : IJEEP
94
International review of financial analysis
94
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International journal of finance & economics : IJFE
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84
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1
Spillover and connectedness among G7 real estate investment trusts : the effects of investor sentiment and global factors
Mensi, Walid
;
Gubareva, Mariya
;
Teplova, Tamara V.
; …
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014483749
Saved in:
2
Dynamic relations between housing Markets, stock Markets, and uncertainty in global cities : a time-frequency approach
Alqaralleh, Huthaifa
;
Canepa, Alessandra
;
Uddin, …
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014485226
Saved in:
3
Which liquidity indicator is more informative to market volatility? : spectrum analysis of China's base metal futures market
Chen, Xiangyu
;
Tongurai, Jittima
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014485263
Saved in:
4
Global stock markets risk contagion : evidence from multilayer connectedness networks in the frequency domain
Ouyang, Zisheng
;
Zhou, Xuewei
;
Lai, Yongzeng
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014485468
Saved in:
5
Higher-order moment nexus between the US Dollar, crude oil, gold, and bitcoin
Zhang, Yi
;
Zhou, Long
;
Li, Yuxue
;
Liu, Fang
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014485587
Saved in:
6
How does economic policy uncertainty drive time-frequency connectedness across commodity and financial markets?
Wu, Hao
;
Zhu, Huiming
;
Huang, Fei
;
Mao, Weifang
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-30
Persistent link: https://www.econbiz.de/10014246897
Saved in:
7
Financial development, financial instability, and fiscal policy volatility : international evidence
Ma, Yong
;
Lv, Lin
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-32
Persistent link: https://www.econbiz.de/10014246920
Saved in:
8
How oil price and exchange rate affect stock price in China using Bayesian Quantile_on_Quantile with GARCH approach
Chang, Hao Wen
;
Chang, Tsangyao
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014247010
Saved in:
9
How does investor attention matter for crude oil prices and returns? : evidence from time-frequency quantile causality analysis
Chen, Qitong
;
Zhu, Huiming
;
Yu, Dongwei
;
Hau, Liya
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013413415
Saved in:
10
Predicting the portfolio risk of high-dimensional international stock indices with dynamic spatial dependence
Mo, Guoli
;
Zhang, Weiguo
;
Tan, Chunzhi
;
Liu, Xing
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013413442
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11
The influence of international oil price fluctuation on the exchange rate of countries along the "Belt and Road"
Wang, Yijing
;
Geng, Xueqing
;
Guo, Kun
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013413478
Saved in:
12
Risk spillover analysis across worldwide ESG stock markets : new evidence from the frequency-domain
Gao, Yang
;
Li, Yangyang
;
Zhao, Chengjie
;
Wang, Yaojun
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013413547
Saved in:
13
The effects of financial openness and financial efficiency on Chinese macroeconomic volatilities
Yuan, Shenguo
;
Wu, Zhouheng
;
Liu, Lanfeng
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014225798
Saved in:
14
The COVID-19 pandemic uncertainty, investor sentiment, and global equity markets : evidence from the time-frequency co-movements
Dash, Saumya Ranjan
;
Maitra, Debasish
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013534037
Saved in:
15
Robust drivers of Bitcoin price movements : an extreme bounds analysis
Ahmed, Walid M. A.
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013534107
Saved in:
16
Out-of-sample prediction of Bitcoin realized volatility : do other cryptocurrencies help?
Yi, Yongsheng
;
He, Mengxi
;
Zhang, Yaojie
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013534118
Saved in:
17
Understanding the conditional out-of-sample predictive impact of the price of crude oil on aggregate equity return volatility
Nonejad, Nima
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013534202
Saved in:
18
Impacts of COVID-19 on global stock sectors : evidence from time-varying connectedness and asymmetric nexus analysis
Dong, Zibing
;
Li, Yanshuang
;
Zhuang, Xintian
;
Wang, Jian
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013534213
Saved in:
19
Geopolitical risk and stock market volatility in emerging markets : a GARCH - MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Lasisi, …
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013538937
Saved in:
20
Multiscale features of extreme risk spillover networks among global stock markets
Ren, Ying-hua
;
Zhao, Wanru
;
You, Wan-hai
;
Zhu, Huiming
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013538942
Saved in:
21
Idiosyncratic volatility puzzle exists at the country level
He, Zhongzhi
;
Xue, Wenjun
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013538973
Saved in:
22
Economic policy uncertainty, oil price volatility and stock market returns : evidence from a nonlinear model
Liu, Xiaojun
;
Wang, Yunyuan
;
Du, Wanying
;
Ma, Yong
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013539015
Saved in:
23
Do cryptocurrencies provide better hedging? : Evidence from major equity markets during COVID-19 pandemic
Maitra, Debasish
;
Ur Rehman, Mobeen
;
Dash, Saumya Ranjan
; …
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-27
Persistent link: https://www.econbiz.de/10013539022
Saved in:
24
Measuring systemic risk of the Chinese banking industry : a wavelet-based quantile regression approach
Xu, Qifa
;
Jin, Bei
;
Jiang, Cuixia
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012667347
Saved in:
25
The asymmetric effect of crude oil prices on stock prices in major international financial markets
Jiang, Wei
;
Liu, Yan
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012821296
Saved in:
26
Skew index : descriptive analysis, predictive power, and short-term forecast
Mora-Valencia, Andrés
;
Rodríguez-Raga, Santiago
; …
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012821304
Saved in:
27
Is there one safe-haven for various turbulences? : the evidence from gold, Bitcoin and Ether
Będowska-Sójka, Barbara
;
Kliber, Agata
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012821881
Saved in:
28
Economic uncertainty, oil prices, hedging and US stock returns of the airline industry
Kang, Wensheng
;
Perez de Gracia, Fernando
;
Ratti, Ronald A.
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012822072
Saved in:
29
Risk spillovers and hedge strategies between global crude oil markets and stock markets : do regime switching processes combining long memory and asymmetry matter?
Lin, Ling
;
Zhou, Zhongbao
;
Jiang, Yong
;
Ou, Yangchen
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-25
Persistent link: https://www.econbiz.de/10012822126
Saved in:
30
Dynamic time series momentum of cryptocurrencies
Borgards, Oliver
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012822211
Saved in:
31
Risk spillovers between cryptocurrencies and traditional currencies and gold under different global economic conditions
Hsu, Shu-Han
;
Sheu, Chwen
;
Yoon, Jiho
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012822235
Saved in:
32
Time-frequency connectedness of crude oil, economic policy uncertainty and Chinese commodity markets : evidence from rolling window analysis
Zhu, Huiming
;
Chen, Weiyan
;
Hau, Liya
;
Chen, Qitong
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012822243
Saved in:
33
Does inequality help in forecasting equity premium in a panel of G7 countries?
Christou, Christina
;
Gupta, Rangan
;
Jawadi, Fredj
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012822273
Saved in:
34
Wavelet coherence analysis of returns, volatility and interdependence of the US and the EU money markets : pre & post crisis
Vukovic, Darko B.
;
Lapshina, Kseniya A.
;
Maiti, Moinak
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013186510
Saved in:
35
COVID-19 and asymmetric volatility spillovers across global stock markets
Li, Wenqi
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013186520
Saved in:
36
Spillovers of US market volatility and monetary policy uncertainty to global stock markets
Chiang, Thomas C.
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013187644
Saved in:
37
A study of the efficiency of the Chinese clean energy stock market and its correlation with the crude oil market based on an asymmetric multifractal scaling behavior analysis
Yao, Can-Zhong
;
Mo, Yi-Na
;
Zhang, Ze-Kun
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013187660
Saved in:
38
Does going public in the U.S. facilitate corporate innovation of foreign firms?
Cai, Nianyun
;
Zhu, Hui
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012656836
Saved in:
39
Predictability in international stock returns using currency fluctuations and forward rate forecasts
Wang, Jiexin
;
Han, Xue
;
Huang, Emily J.
;
Yost-Bremm, Chris
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012656847
Saved in:
40
A fractional cointegration VAR analysis of Islamic stocks : a global perspective
Salisu, Afees A.
;
Ndako, Umar Bida
;
Adediran, Idris A.
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012659434
Saved in:
41
Decomposing the term structures of local currency sovereign bond yields and sovereign credit default swap spreads
Tsuruta, Masaru
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-30
Persistent link: https://www.econbiz.de/10012659594
Saved in:
42
"Global factors, international spillovers, and the term structure of interest rates : new evidence for Asian Countries"
Guerello, Chiara
;
Tronzano, Marco
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012659596
Saved in:
43
Dynamic risk spillovers and portfolio risk management between precious metals and global foreign exchange markets
Mensi, Walid
;
Hammoudeh, Shawkat
;
Ur Rehman, Mobeen
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012659807
Saved in:
44
The heterogeneous behaviour of the inflation hedging property of cocoa
Salisu, Afees A.
;
Adediran, Idris A.
;
Oloko, Tirimisiyu O.
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012660123
Saved in:
45
Spillover effects in oil-related CDS markets during and after the sub-prime crisis
Balcilar, Mehmet
;
Ozdemir, Zeynel Abidin
;
Ozdemir, Huseyin
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012664506
Saved in:
46
Dependent relationships between Chinese commodity markets and the international financial market : evidence from quantile time-frequency analysis
Zhu, Huiming
;
Meng, Liang
;
Ge, Yajing
;
Hau, Liya
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-31
Persistent link: https://www.econbiz.de/10012664544
Saved in:
47
Happiness sentiments and the prediction of cross-border country exchange-traded fund returns
Lee, Chien-chiang
;
Chen, Mei-Ping
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-25
Persistent link: https://www.econbiz.de/10012664672
Saved in:
48
Time-varying asymmetric volatility spillover between global markets and China’s A, B and H-shares using EGARCH and DCC-EGARCH models
Do, A.
;
Powell, Robert
;
Yong, J.
;
Singh, A.
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012665495
Saved in:
49
Forecasting oil futures market volatility in a financialized world : why speculative activities matter
Chan, Kam C.
;
Chan, Leo H.
;
Nguyen, Chi M.
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012667181
Saved in:
50
Can crude oil drive the co-movement in the international stock market? : evidence from partial wavelet coherence analysis
Wu, Kai
;
Zhu, Jingran
;
Xu, Mingli
;
Yang, Lu
- In:
The North American journal of economics and finance : a …
53
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012632221
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