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isPartOf:"MPRA Paper"
~isPartOf:"Applied economics"
~subject:"Stock Returns"
~subject:"Volatility"
~subject:"exchange rate"
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Stock Returns
Volatility
exchange rate
Volatilität
380
Estimation
125
Schätzung
125
volatility
116
ARCH model
107
ARCH-Modell
106
Börsenkurs
100
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100
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380
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Ma, Feng
7
Zhang, Yaojie
6
Caiado, Jorge
5
Crato, Nuno
5
Masih, Mansur
5
Onour, Ibrahim
5
Sinha, Pankaj
5
Tiwari, Aviral Kumar
5
Umar, Zaghum
5
Yoon, Seong-min
5
Zhu, Huiming
5
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4
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4
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4
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4
Jawadi, Fredj
4
Kim, Jong-Min
4
Sosvilla-Rivero, Simón
4
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3
Dumitriu, Ramona
3
García, Philip
3
Ghiba, Nicolae
3
Hammoudeh, Shawkat
3
Hernandez, Jose Arreola
3
Liang, Chao
3
Mapa, Dennis S.
3
Nguyen, Duc Khuong
3
Roubaud, David
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Stefanescu, Razvan
3
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3
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2
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2
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2
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2
Asutay, Mehmet
2
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2
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2
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2
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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642
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590
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484
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466
International review of financial analysis
419
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375
International review of economics & finance : IREF
368
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360
Economic modelling
341
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324
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Applied economics letters
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198
Journal of risk and financial management : JRFM
197
Quantitative finance
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Journal of financial economics
184
Pacific-Basin finance journal
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
172
International Journal of Energy Economics and Policy : IJEEP
171
CESifo working papers
170
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160
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151
Journal of economic dynamics & control
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ECONIS (ZBW)
380
RePEc
94
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1
The decline of labour share in OECD and non-OECD since the 1980s
Kheng, Veasna
;
Mckinley, Justin
;
Pan, Lei
- In:
Applied economics
56
(
2024
)
16
,
pp. 1899-1915
Persistent link: https://www.econbiz.de/10014475232
Saved in:
2
The risks of trading on cryptocurrencies : a regime-switching approach based on volatility jumps and co-jumping behaviours
Li, Leon
- In:
Applied economics
56
(
2024
)
7
,
pp. 779-795
Persistent link: https://www.econbiz.de/10014440127
Saved in:
3
The impact of macroeconomic uncertainty on the relationship between financial volatility and real economic activity
Nakajima, Jouchi
- In:
Applied economics
56
(
2024
)
47
,
pp. 5591-5604
Persistent link: https://www.econbiz.de/10015051120
Saved in:
4
Macroeconomic news and intraday seasonal volatility in the cryptocurrency markets
Ben Omrane, Walid
;
Houidi, Fatma
;
Savaser, Tanseli
- In:
Applied economics
56
(
2024
)
38
,
pp. 4594-4610
Persistent link: https://www.econbiz.de/10014560361
Saved in:
5
Responsiveness of farm investment to price changes : evidence from the French crop sector
Femenia, Fabienne
;
Latruffe, Laure
;
Chavas, Jean-Paul
- In:
Applied economics
53
(
2021
)
34
,
pp. 3972-3983
Persistent link: https://www.econbiz.de/10012589550
Saved in:
6
Spillovers from stock markets to currency markets : evidence from Copula-CoVar with time-varying higher moments
Usman, Muhammad
;
Umar, Zaghum
;
Gubareva, Mariya
;
Dang …
- In:
Applied economics
55
(
2023
)
52
,
pp. 6091-6114
Persistent link: https://www.econbiz.de/10014381519
Saved in:
7
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:
8
Is Bitcoin really a currency? : a viewpoint of a stochastic volatility model
Kunimoto, Noriyuki
;
Kakamu, Kazuhiko
- In:
Applied economics
54
(
2022
)
57
,
pp. 6536-6550
Persistent link: https://www.econbiz.de/10013494160
Saved in:
9
Political heterogeneity, subjective optimism, and stock market outcomes
Bonaparte, Yosef
;
Christie-David, Rohan
;
Koslowsky, David
- In:
Applied economics
54
(
2022
)
13
,
pp. 1487-1506
Persistent link: https://www.econbiz.de/10012875387
Saved in:
10
Institutional investor attention and stock market volatility and liquidity : international evidence
El Ouadghiri, Imane
;
Erragragui, Elias
;
Jaballah, Jamil
; …
- In:
Applied economics
54
(
2022
)
42
,
pp. 4839-4854
Persistent link: https://www.econbiz.de/10013411048
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