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subject:"USA"
~isPartOf:"Economics letters"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Börsenkurs"
~subject:"VAR model"
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USA
Börsenkurs
VAR model
Estimation
1,003
Schätzung
999
Theorie
426
Theory
426
Financial crisis
271
Finanzkrise
271
Welt
227
World
227
Volatility
209
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209
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177
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173
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173
United States
172
Estimation theory
164
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Aktienmarkt
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Emerging economies
99
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99
VAR-Modell
97
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91
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91
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90
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89
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392
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Gupta, Rangan
19
Wohar, Mark E.
6
Balcilar, Mehmet
4
Dai, Zhifeng
4
Ji, Qiang
4
Zhou, Liyun
4
Cepni, Oguzhan
3
Hammoudeh, Shawkat
3
Kang, Sang Hoon
3
Li, Jinfang
3
Lütkepohl, Helmut
3
Mensi, Walid
3
Salisu, Afees A.
3
Sheng, Xin
3
Ur Rehman, Mobeen
3
Weber, Enzo
3
Xuan Vinh Vo
3
Yang, Chunpeng
3
Österholm, Pär
3
Al Rababa'a, Abdel Razzaq
2
Anwar, Sajid
2
Balduzzi, Pierluigi
2
Beckmann, Joscha
2
Bekiros, Stelios
2
Bouri, Elie
2
Caporin, Massimiliano
2
Caraiani, Petre
2
Chan, Joshua
2
Chen, Mei-Ping
2
Chen, Wen-Yi
2
Chen, Wenjuan
2
Chevapatrakul, Thanaset
2
Cho, Hoon
2
Christou, Christina
2
Dergiades, Theologos
2
Hamori, Shigeyuki
2
Hau, Liya
2
Ho, Kung-Cheng
2
Jansen, Dennis W.
2
Kanda, Patrick
2
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Economics letters
The North American journal of economics and finance : a journal of financial economics studies
Working paper / National Bureau of Economic Research, Inc.
1,892
Discussion paper / Centre for Economic Policy Research
540
Applied economics
475
Discussion paper series / IZA
440
NBER working paper series
415
Applied economics letters
317
Finance research letters
296
CESifo working papers
291
Journal of banking & finance
272
NBER Working Paper
268
Economic modelling
261
Working paper
252
International review of financial analysis
238
Journal of international money and finance
231
International review of economics & finance : IREF
230
The journal of finance : the journal of the American Finance Association
224
Applied financial economics
221
Finance and economics discussion series
221
The American economic review
196
The review of economics and statistics
196
IZA Discussion Papers
191
The review of financial studies
187
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
175
Journal of financial economics
174
Journal of international financial markets, institutions & money
172
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
167
Energy economics
165
Research in international business and finance
156
The journal of futures markets
149
Journal of econometrics
143
Pacific-Basin finance journal
139
Review of quantitative finance and accounting
139
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
137
Journal of empirical finance
136
Journal of applied econometrics
132
Journal of financial and quantitative analysis : JFQA
132
Discussion paper
131
Journal of money, credit and banking : JMCB
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ECONIS (ZBW)
392
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1
Volatility spillovers among the U.S. and Asian stock markets : a comparison between the periods of Asian currency crisis and subprime credit crisis
Lien, Da-hsiang Donald
;
Lee, Geul
;
Li, Yang
;
Zhang, Yuyin
- In:
The North American journal of economics and finance : a …
46
(
2018
),
pp. 187-201
Persistent link: https://www.econbiz.de/10012036617
Saved in:
2
Time-varying effects of macroeconomic news on
euro
-dollar returns
Ben Omrane, Walid
;
Savaser, Tanseli
;
Welch, Robert L.
; …
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012201385
Saved in:
3
Asymmetry in forward exchange rate bias : a puzzling result
Wu, Yangru
- In:
Economics letters
50
(
1996
)
3
,
pp. 407-411
Persistent link: https://www.econbiz.de/10001197787
Saved in:
4
Anomalies in emerging markets : the case of Mexico
Diaz-Ruiz, Polux
;
Herrerias, Renata
;
Vasquez, Aurelio
- In:
The North American journal of economics and finance : a …
53
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012632202
Saved in:
5
Testing efficient market hypothesis for the dollar-sterling gold standard exchange rate 1890 - 1906 : MLE with double truncation
Goldman, Elena
- In:
Economics letters
69
(
2000
)
3
,
pp. 253-259
Persistent link: https://www.econbiz.de/10001525548
Saved in:
6
On the informational efficiency of S&P500 implied volatility
Becker, Ralf
;
Clements, Adam
;
White, Scott I.
- In:
The North American journal of economics and finance : a …
17
(
2006
)
2
,
pp. 139-153
Persistent link: https://www.econbiz.de/10003334337
Saved in:
7
On the effectiveness of foreign exchange reserves during the 2021-22 U.S. monetary tightening cycle
Ahmed, Rashad
;
Aizenman, Joshua
;
Saadaoui, Jamel
; …
- In:
Economics letters
233
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014506019
Saved in:
8
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:
9
Nonlinear deterministic forecasting of daily Peseta-Dollar exchange rate
Soofi, Abdollah S.
;
Reischauer, Robert D.
- In:
Economics letters
62
(
1999
)
2
,
pp. 175-180
Persistent link: https://www.econbiz.de/10001255468
Saved in:
10
An examination of the forward prediction error of US dollar exchange rates and how they are related to bid-ask spreads, purchasing power parity disequilibria, and forward premium a...
Simpson, Marc W.
;
Grossmann, Axel
- In:
The North American journal of economics and finance : a …
28
(
2014
),
pp. 221-238
Persistent link: https://www.econbiz.de/10010461953
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