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accessRights:"restricted"
~subject:"ARCH-Modell"
~subject:"Fractional cointegration"
~subject:"Geldmenge"
~subject:"Schock"
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ARCH-Modell
Fractional cointegration
Geldmenge
Schock
Estimation
22,785
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22,581
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4,578
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4,578
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2,767
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1,403
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1,201
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1,144
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Gupta, Rangan
34
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19
Gambetti, Luca
19
Ma, Feng
17
Serletis, Apostolos
17
Gil-Alaña, Luis A.
15
Sala, Luca
14
Bouri, Elie
13
Tiwari, Aviral Kumar
12
Kumar, Dilip
11
Marcellino, Massimiliano
11
Wu, Xinyu
11
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10
Mumtaz, Haroon
10
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9
Xu, Libo
9
Xuan Vinh Vo
9
Yoon, Seong-min
9
Ji, Qiang
8
Nonejad, Nima
8
Salisu, Afees A.
8
Zhang, Yaojie
8
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7
Balcilar, Mehmet
7
Bianchi, Francesco
7
Brooks, Robert
7
Caporale, Guglielmo Maria
7
Eickmeier, Sandra
7
Ftiti, Zied
7
Hamori, Shigeyuki
7
Herwartz, Helmut
7
Huang, Zhuo
7
Lee, Chien-chiang
7
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7
Müller, Gernot J.
7
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7
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6
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75
International review of economics & finance : IREF
60
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The North American journal of economics and finance : a journal of financial economics studies
54
Economics letters
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Journal of international money and finance
43
International review of financial analysis
42
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
39
Journal of economic dynamics & control
38
Research in international business and finance
36
Journal of econometrics
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Working paper / National Bureau of Economic Research, Inc.
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Journal of international financial markets, institutions & money
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
25
Journal of empirical finance
25
European economic review : EER
23
International journal of forecasting
23
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 banking & finance
22
Journal of international economics
22
Journal of monetary economics
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
19
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of risk
16
Open economies review
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Journal of financial econometrics
15
International journal of economics and finance
14
The European journal of finance
14
Theoretical economics letters
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International journal of finance & economics : IJFE
13
Review of quantitative finance and accounting
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Pacific-Basin finance journal
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ECONIS (ZBW)
2,376
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1
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
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2
Statistical identification in panel structural vector autoregressive models based on independence criteria
Herwartz, Helmut
;
Wang, Shu
- In:
Journal of applied econometrics
39
(
2024
)
4
,
pp. 620-639
Persistent link: https://www.econbiz.de/10014562838
Saved in:
3
Forecasting stock volatility using time-distance weighting fundamental’s shocks
Mei, Xueting
;
Wang, Xinyu
- In:
Finance research letters
65
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014564298
Saved in:
4
Financial uncertainty and stock market volatility
Jiang, Ying
;
Liu, Xiaoquan
;
Lu, Zhenyu
- In:
European financial management : the journal of the …
30
(
2024
)
3
,
pp. 1618-1667
Persistent link: https://www.econbiz.de/10014574142
Saved in:
5
Older workers, retirement, and macroeconomic shocks
McEntarfer, Erika
- In:
Real-world shocks and retirement system resiliency
,
(pp. 36-51)
.
2024
Persistent link: https://www.econbiz.de/10014574265
Saved in:
6
Are VaR models effective in capturing downside risk in alternative investment funds? : insights from a cross-country study
Panda, Amrit
;
Deb, Soumya Guha
- In:
International journal of financial engineering
11
(
2024
)
2
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014574970
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7
Re-examining asymmetric dynamics in the relationship between macroeconomic variables and stock market indices : empirical evidence from Malaysia
Mohnot, Rajesh
;
Banerjee, Arindam
;
Ballaj, Hanane
; …
- In:
The journal of risk finance : JRF
25
(
2024
)
1
,
pp. 19-34
Persistent link: https://www.econbiz.de/10014504672
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8
Time-frequency correlation and risk spillovers between Euramerican mature and Asian emerging crude oil futures markets
Hong, Shuifeng
;
Luo, Yimin
;
Li, Mengya
;
Yang, Duoping
- In:
The journal of risk finance : JRF
25
(
2024
)
2
,
pp. 321-336
Persistent link: https://www.econbiz.de/10014504706
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9
Does price of oil and inflation have an impact on the GDP of Africa's largest net oil importers? : evidence from a non-linear heterogeneous panel ARDL
Saidu, M. T.
- In:
OPEC energy review
48
(
2024
)
1
,
pp. 36-47
Persistent link: https://www.econbiz.de/10014506649
Saved in:
10
The impact of investor protection on stock market volatility
Silva, João
;
Febra, Lígia
;
Costa, Magali
- In:
Review of accounting & finance
23
(
2024
)
1
,
pp. 80-103
Persistent link: https://www.econbiz.de/10014512216
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