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isPartOf:"Journal of econometrics"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Journal of international money and finance"
~subject:"Spillover effect"
~subject:"Welt"
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Search: subject_exact:"Volatility"
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Spillover effect
Welt
Volatility
682
Volatilität
681
Theorie
221
Theory
221
Estimation
214
Schätzung
214
Capital income
136
Kapitaleinkommen
136
Börsenkurs
134
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134
Exchange rate
131
Wechselkurs
131
ARCH model
130
ARCH-Modell
130
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121
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121
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Nichtparametrisches Verfahren
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Ma, Feng
4
Liang, Chao
3
Gong, Xu
2
Jawadi, Fredj
2
Li, Jie
2
Li, Xiafei
2
Lin, Boqiang
2
Nasir, Muhammad Ali
2
Nitzsche, Dirk
2
Prokopczuk, Marcel
2
Wei, Yu
2
Aboura, Sofiane
1
Aguilar, Mike
1
Ahmed, Junaid
1
Aizenman, Joshua
1
Ali, Faek Menla
1
Alsakka, Rasha
1
Amira, Khaled
1
Ap Gwilym, Owain
1
Arezki, Rabah
1
Asai, Manabu
1
Asgharian, Hossein
1
Auray, Stéphane
1
Baele, Lieven
1
Bakas, Dimitrios
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Booth, G. Geoffrey
1
Boucher Breuer, Janice
1
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1
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Conference on Realized Volatility <2006, Montréal>
1
Workshop on Developments in Exchange Rate Modelling <1997, Maastricht>>
1
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Journal of econometrics
International journal of finance & economics : IJFE
Journal of international money and finance
Energy economics
268
Finance research letters
137
International review of financial analysis
124
The North American journal of economics and finance : a journal of financial economics studies
118
International review of economics & finance : IREF
111
Research in international business and finance
102
Economic modelling
98
Applied economics
91
International Journal of Energy Economics and Policy : IJEEP
69
Journal of international financial markets, institutions & money
66
NBER working paper series
65
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60
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58
Journal of risk and financial management : JRFM
56
Applied economics letters
55
Journal of banking & finance
55
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50
CESifo working papers
49
Economics letters
40
Discussion paper / Centre for Economic Policy Research
37
Pacific-Basin finance journal
37
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
35
The journal of futures markets
34
Emerging markets, finance and trade : EMFT
33
Discussion paper / Tinbergen Institute
32
Global finance journal
31
Econometric Institute research papers
30
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
30
IMF working papers
28
Journal of empirical finance
27
CAMA working paper series
25
Cogent economics & finance
24
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
23
Applied financial economics
22
Emerging markets review
22
IMF working paper
22
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
22
Department of Economics working paper series
20
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ECONIS (ZBW)
122
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21
Do extreme shocks help forecast oil price volatility? : the augmented GARCH-MIDAS approach
Wang, Lu
;
Ma, Feng
;
Liu, Guoshan
;
Lang, Qiaoqi
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 2056-2073
Persistent link: https://www.econbiz.de/10014253654
Saved in:
22
The low-magnitude and high-magnitude asymmetries in tail dependence structures in international equity markets and the role of bilateral exchange rate
Chang, Kuang-Liang
- In:
Journal of international money and finance
133
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014304729
Saved in:
23
Global equity market volatility forecasting : new evidence
Liang, Chao
;
Wei, Yu
;
Lei, Likun
;
Ma, Feng
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 594-609
Persistent link: https://www.econbiz.de/10012814844
Saved in:
24
Predicting the volatility of crude oil futures : the roles of leverage effects and structural changes
Gong, Xu
;
Lin, Boqiang
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 610-640
Persistent link: https://www.econbiz.de/10012814845
Saved in:
25
Oil price uncertainty and the risk-return relation in stock markets : evidence from oil-importing and oil-exporting countries
He, Zhifang
;
Chen, Jiaqi
;
Zhou, Fangzhao
;
Zhang, Guoqing
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 1154-1172
Persistent link: https://www.econbiz.de/10012815001
Saved in:
26
Did equity returns and volatilities change after the 2016 Trump election victory?
Yavas, Burhan F.
;
Dedi, Lidija
;
Škrinjarić, Tihana
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 1291-1308
Persistent link: https://www.econbiz.de/10012815045
Saved in:
27
Listed real estate futures trading, market efficiency, and direct real estate linkages : international evidence
Lee, Chyi Lin
;
Stevenson, Simon
;
Cho, Hyunbum
- In:
Journal of international money and finance
127
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013435638
Saved in:
28
Fluctuations in global output volatility
Ductor, Lorenzo
;
Leiva-León, Danilo
- In:
Journal of international money and finance
120
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013417369
Saved in:
29
Essays in modelling financial market dynamics : an overview
Jawadi, Fredj
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 3803-3804
Persistent link: https://www.econbiz.de/10013461274
Saved in:
30
Which uncertainty is powerful to forecast crude oil market volatility? : new evidence
Li, Xiafei
;
Wei, Yu
;
Chen, Xiaodan
;
Ma, Feng
;
Liang, Chao
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4279-4297
Persistent link: https://www.econbiz.de/10013461327
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