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~language:"eng"
~type_genre:"Article in journal"
~subject:"Volatilität"
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International Seminar on Macroeconomics <26, 2003, Barcelona>
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Energy economics
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357
Finance research letters
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341
International review of financial analysis
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308
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266
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Economics letters
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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International journal of forecasting
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International Journal of Energy Economics and Policy : IJEEP
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The review of financial studies
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The journal of finance : the journal of the American Finance Association
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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110
Applied mathematical finance
105
Journal of forecasting
104
International journal of finance & economics : IJFE
103
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100
Mathematical finance : an international journal of mathematics, statistics and financial theory
99
International journal of economics and finance
98
Review of quantitative finance and accounting
97
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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ECONIS (ZBW)
18,272
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1
International trade policy uncertainty spillover on stock market : evidence from fragile five economies
Mohammad Enamul Hoque
;
Low, Soo Wah
;
Uddin, Md Akther
; …
- In:
Journal of international trade & economic development : …
32
(
2023
)
1
,
pp. 104-131
Persistent link: https://www.econbiz.de/10013493099
Saved in:
2
Trade, equilibrium prices and rents in European auctions for emission allowances
Bosco, Bruno
- In:
Environmental economics and policy studies : the …
25
(
2023
)
1
,
pp. 87-113
Persistent link: https://www.econbiz.de/10013494107
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3
Linear time-varying regression with copula-DCC-asymmetric-GARCH models for volatility : the co-movement between industrial electricity demand and financial factors
Kim, Yunsun
;
Hwang, Sun Young
;
Kim, Jong-Min
;
Kim, Sahm
- In:
Applied economics
55
(
2023
)
3
,
pp. 255-272
Persistent link: https://www.econbiz.de/10013494421
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4
A panel threshold VAR with stochastic volatility-in-mean model : an application to the effects of financial and uncertainty shocks in emerging economies
Soave, Gian Paulo
- In:
Applied economics
55
(
2023
)
4
,
pp. 397-431
Persistent link: https://www.econbiz.de/10013494431
Saved in:
5
House price volatility in China : demand versus supply
Germaschewski, Yin
- In:
Economic inquiry
61
(
2023
)
1
,
pp. 199-220
Persistent link: https://www.econbiz.de/10013479395
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6
Assessing the impacts of economic policy uncertainty of the US on the exchange rates and stock returns of Korea, Mexico, Poland and Russia
Ozcelebi, Oguzhan
;
Izgi, Mehmet Tevfik
- In:
Eastern European economics : EEE
61
(
2023
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10013484828
Saved in:
7
Volatility forecasting for stock market incorporating macroeconomic variables based on GARCH-MIDAS and deep learning models
Song, Yuping
;
Tang, Xiaolong
;
Wang, Hemin
;
Ma, Zhiren
- In:
Journal of forecasting
42
(
2023
)
1
,
pp. 51-59
Persistent link: https://www.econbiz.de/10013465760
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8
A tug of war of forecasting the US stock market volatility : oil futures overnight versus intraday information
Ma, Feng
;
Wahab, M. I. M.
;
Chevallier, Julien
;
Li, Ziyang
- In:
Journal of forecasting
42
(
2023
)
1
,
pp. 60-75
Persistent link: https://www.econbiz.de/10013465762
Saved in:
9
Trading volume and realized volatility forecasting : evidence from the China stock market
Liu, Min
;
Choo, Wei Chong
;
Lee, Chi-Chuan
;
Lee, Chien-chiang
- In:
Journal of forecasting
42
(
2023
)
1
,
pp. 76-100
Persistent link: https://www.econbiz.de/10013465763
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10
Pricing risky corporate bonds : an empirical study
Baaquie, Belal E.
;
Karim, Muhammad Mahmudul
- In:
The journal of futures markets
43
(
2023
)
1
,
pp. 90-121
Persistent link: https://www.econbiz.de/10013465896
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