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accessRights:"restricted"
subject:"Zeitreihenanalyse"
~isPartOf:"Applied economics"
~isPartOf:"Quantitative finance"
~subject:"Shock"
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Zeitreihenanalyse
Shock
Estimation
661
Schätzung
660
Theorie
117
Theory
117
Volatility
110
Volatilität
110
Capital income
90
Kapitaleinkommen
90
Börsenkurs
89
Share price
89
Welt
77
World
77
Panel
73
Panel study
73
Forecasting model
72
Prognoseverfahren
72
Time series analysis
70
Aktienmarkt
60
Stock market
60
Cointegration
55
Kointegration
55
ARCH model
48
ARCH-Modell
48
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48
Risk
48
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44
Geldpolitik
44
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44
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44
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44
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China
43
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42
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42
VAR-Modell
42
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42
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37
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37
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35
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Article
102
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102
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102
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102
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Moosa, Imad A.
5
Gil-Alaña, Luis A.
4
Chang, Tsangyao
3
Omay, Tolga
3
Tiwari, Aviral Kumar
3
Allegret, Jean-Pierre
2
Bahmani-Oskooee, Mohsen
2
Gupta, Rangan
2
Hasanov, Mübariz
2
Kim, Jong-Min
2
Mukhriz Izraf Azman Aziz
2
Ranjbar, Omid
2
Soave, Gian Paulo
2
Sornette, Didier
2
Sun, Yuying
2
Umar, Zaghum
2
Wang, Shouyang
2
Wehrli, Alexander
2
Wheatley, Spencer
2
Ahmad, Yamin
1
Al-Jassar, Sulaiman A.
1
Alam, Md Rafayet
1
Albulescu, Claudiu Tiberiu
1
Alemany, N.
1
Allegret, Audrey
1
Allen, David E.
1
Aragó Manzana, Vicent
1
Arteche, Josu
1
Aubin, Christian
1
Awe, Olushina Olawale
1
Bampinas, Georgios
1
Bermejo Muñoz, Lorenzo
1
Billio, Monica
1
Blazevic Buric, Sanja
1
Burns, Kelly
1
Canarella, Giorgio
1
Cavallari, Lilia
1
Chang, Chia-Lin
1
Chatzikonstanti, Vasiliki
1
Cheema, Muhammad A.
1
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Applied economics
Quantitative finance
Economic modelling
112
Discussion paper / Centre for Economic Policy Research
91
Journal of econometrics
89
Discussion papers / CEPR
83
Economics letters
77
Energy economics
75
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
64
Applied economics letters
63
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
56
International journal of forecasting
51
Journal of economic dynamics & control
50
International review of economics & finance : IREF
49
Finance research letters
46
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
44
The North American journal of economics and finance : a journal of financial economics studies
44
Journal of macroeconomics
40
Journal of international money and finance
39
Working paper / National Bureau of Economic Research, Inc.
31
Macroeconomic dynamics
30
European economic review : EER
27
Econometric reviews
26
Empirical economics : a quarterly journal of the Institute for Advanced Studies
24
Journal of banking & finance
24
Journal of empirical finance
24
Journal of financial econometrics
23
International review of financial analysis
22
Journal of international economics
22
Journal of monetary economics
21
Computational economics
20
Research in international business and finance
20
Journal of forecasting
17
Open economies review
17
Journal of applied econometrics
16
Journal of international financial markets, institutions & money
16
Journal of quantitative economics
16
Emerging markets, finance and trade : EMFT
13
Journal of financial economics
13
The B.E. journal of macroeconomics
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ECONIS (ZBW)
102
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1
Flexible markov-switching models with evolving regime-specific parameters : an application to Brazilian business cycles
Gomes, Fábio A.
;
Melo, Lívia C. M.
;
Soave, Gian Paulo
- In:
Applied economics
56
(
2024
)
14
,
pp. 1705-1722
Persistent link: https://www.econbiz.de/10014473203
Saved in:
2
Housing market regimes and the macroeconomy : a nonlinear study of the effects of housing price shocks
Motie, Golnaz Baradaran
;
Zeng, Zheng
- In:
Applied economics
56
(
2024
)
42
,
pp. 4989-5011
Persistent link: https://www.econbiz.de/10014560500
Saved in:
3
Are the shocks of EPU, VIX, and GPR indexes on the oil-stock nexus alike? : a time-frequency analysis
Chen, Xiuwen
- In:
Applied economics
55
(
2023
)
48
,
pp. 5637-5652
Persistent link: https://www.econbiz.de/10014335498
Saved in:
4
Estimates of Trade Based Money Laundering within the European Union
Saenz, Mariana
;
Lewer, Joshua J.
- In:
Applied economics
55
(
2023
)
51
,
pp. 5991-6003
Persistent link: https://www.econbiz.de/10014335882
Saved in:
5
On stylized facts of cryptocurrencies returns and their relationship with other assets, with a focus on the impact of COVID-19
Cremaschini, Alessandro
;
Punzón, Antonio
;
Martellucci, …
- In:
Applied economics
55
(
2023
)
32
,
pp. 3675-3688
Persistent link: https://www.econbiz.de/10014299197
Saved in:
6
What drives trend-following profits in stocks? : the role of the trading signals' volatility
Zoicas-Ienciu, Adrian
;
Pochea, Maria Miruna
- In:
Applied economics
55
(
2023
)
32
,
pp. 3788-3805
Persistent link: https://www.econbiz.de/10014299215
Saved in:
7
Unemployment and COVID-19 : an analysis of change in persistence
Bermejo Muñoz, Lorenzo
;
Malmierca-Ordoqui, Maria
; …
- In:
Applied economics
55
(
2023
)
39
,
pp. 4511-4521
Persistent link: https://www.econbiz.de/10014301998
Saved in:
8
Modelling dynamic connectedness between oil price shocks and exchange rates in ASEAN+3 economies
Umar, Zaghum
;
Mukhriz Izraf Azman Aziz
;
Zaremba, Adam
; …
- In:
Applied economics
55
(
2023
)
23
,
pp. 2676-2693
Persistent link: https://www.econbiz.de/10014295219
Saved in:
9
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
Saved in:
10
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
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