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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Estimation"
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Estimation
Welt
225
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225
Volatility
57
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44
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43
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43
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42
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Hau, Liya
3
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3
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2
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2
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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.
316
NBER working paper series
283
CESifo working papers
265
NBER Working Paper
263
Discussion paper / Centre for Economic Policy Research
223
Applied economics
190
Discussion paper series / IZA
135
Applied economics letters
134
Journal of international money and finance
122
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119
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119
CESifo Working Paper Series
95
Working paper
95
Economics letters
83
International review of economics & finance : IREF
77
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
72
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70
IZA Discussion Paper
66
Finance research letters
62
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World development : the multi-disciplinary international journal devoted to the study and promotion of world development
58
International Journal of Energy Economics and Policy : IJEEP
57
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
56
Discussion papers / CEPR
55
Journal of international economics
55
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52
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50
Review of international economics
50
The world economy : the leading journal on international economic relations
49
Journal of development economics
48
Journal of banking & finance
47
Research in international business and finance
47
Policy research working paper : WPS
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Discussion paper / Tinbergen Institute
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International review of financial analysis
45
Open economies review
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European journal of political economy
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Journal of applied econometrics
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ECONIS (ZBW)
42
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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
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:
3
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:
4
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
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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