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isPartOf:"Applied financial economics"
~subject:"ARCH model"
~subject:"Financial market"
~subject:"United States"
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ARCH model
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Morana, Claudio
2
Abumustafa, Naser I.
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Arouri, Mohamed Hedi
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1
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Applied financial economics
Working paper / National Bureau of Economic Research, Inc.
283
NBER working paper series
139
Discussion paper / Centre for Economic Policy Research
99
NBER Working Paper
89
Journal of banking & finance
69
IMF working papers
61
Economic modelling
57
Journal of international money and finance
56
Finance research letters
54
International review of financial analysis
49
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48
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International review of economics & finance : IREF
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Research paper series / Swiss Finance Institute
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The Cato journal : an interdisciplinary journal of public policy analysis
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33
The North American journal of economics and finance : a journal of financial economics studies
33
Global financial crisis : navigating and understanding the legal and regulatory aspects
31
The journal of structured finance
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30
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28
Applied economics letters
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Economics letters
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FEDS Working Paper
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The review of financial studies
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Review / Federal Reserve Bank of St. Louis
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International journal of political economy : a journal of translations
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1
Volatility transmission across currencies and stock markets : GIIPS in crisis
Andrikopulos, Andreas A.
;
Samitas, Aristeidis
; …
- In:
Applied financial economics
24
(
2014
)
19/21
,
pp. 1261-1283
Persistent link: https://www.econbiz.de/10010460183
Saved in:
2
The role of institutional investors in market volatility during the subprime mortgage crisis
Tseng, Tseng-Chan
;
Lai, Hung-Cheng
- In:
Applied financial economics
24
(
2014
)
22/24
,
pp. 1529-1536
Persistent link: https://www.econbiz.de/10010460977
Saved in:
3
New insights on the US OIS spreads term structure during the recent financial turmoil
Morana, Claudio
- In:
Applied financial economics
24
(
2014
)
4/6
,
pp. 291-317
Persistent link: https://www.econbiz.de/10010399449
Saved in:
4
Cross-border sentiment : an empirical analysis on EU stock markets
Bai, Ye
- In:
Applied financial economics
24
(
2014
)
4/6
,
pp. 259-290
Persistent link: https://www.econbiz.de/10010399454
Saved in:
5
Financial instability and the short-term dynamics of volatility expectations
Maghrebi, Nabil
;
Holmes, Mark J.
;
Oya, Kosuke
- In:
Applied financial economics
24
(
2014
)
4/6
,
pp. 377-395
Persistent link: https://www.econbiz.de/10010399697
Saved in:
6
Dependence structure among international stock markets : a GARCH–copula analysis
Yang, Lu
;
Hamori, Shigeyuki
- In:
Applied financial economics
23
(
2013
)
22/24
,
pp. 1805-1817
Persistent link: https://www.econbiz.de/10010337261
Saved in:
7
Investor sentiment and stock prices in the subprime mortgage crisis
Wolff, Alexander F.
- In:
Applied financial economics
23
(
2013
)
16/18
,
pp. 1301-1309
Persistent link: https://www.econbiz.de/10010259458
Saved in:
8
Financial turbulence and beta estimation
Berger, Dave
- In:
Applied financial economics
23
(
2013
)
1/3
,
pp. 251-263
Persistent link: https://www.econbiz.de/10009718964
Saved in:
9
Dynamic correlation analysis of US financial crisis and contagion : evidence from four OECD countries
Min, Hong-ghi
;
Hwang, Young-soon
- In:
Applied financial economics
22
(
2012
)
22/24
,
pp. 2063-2074
Persistent link: https://www.econbiz.de/10009719300
Saved in:
10
A study on the volatility forecast of the US housing market in the 2008 crisis
Li, Kui-wai
- In:
Applied financial economics
22
(
2012
)
22/24
,
pp. 1869-1880
Persistent link: https://www.econbiz.de/10009719324
Saved in:
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