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isPartOf:"MPRA Paper"
~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"GARCH"
~subject:"Stock Returns"
~subject:"Volatility"
~subject:"exchange rate"
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GARCH
Stock Returns
Volatility
exchange rate
Volatilität
239
volatility
83
Börsenkurs
80
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80
Stock market
77
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75
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Caiado, Jorge
6
Crato, Nuno
5
Hammoudeh, Shawkat
5
Masih, Mansur
5
Narayan, Paresh Kumar
5
Onour, Ibrahim
5
Sinha, Pankaj
5
McMillan, David G.
4
Antonakakis, Nikolaos
3
Asutay, Mehmet
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Bouri, Elie
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Du, Ding
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Filis, George
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Fung, Hung-gay
3
Ghiba, Nicolae
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Hu, Ou
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Lucey, Brian M.
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Mapa, Dennis S.
3
Nguyen, Duc Khuong
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Stefanescu, Razvan
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Wang, Gang-Jin
3
Wohar, Mark E.
3
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2
Aloui, Chaker
2
Ané, Thierry
2
Bacha, Obiyathulla
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Benkraiem, Ramzi
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Bley, Jorg
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2
Bu, Ruijun
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Caporale, Guglielmo Maria
2
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2
Chau, Frankie
2
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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MPRA Paper
Journal of international financial markets, institutions & money
Energy economics
610
Finance research letters
561
NBER working paper series
485
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466
International review of financial analysis
419
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375
International review of economics & finance : IREF
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324
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198
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ECONIS (ZBW)
239
RePEc
100
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1
Trust matters : a global perspective on the influence of trust on bank market risk
Abd-Elsalam, Omneya H.
;
Chantziaras, Antonios
;
Joseph, …
- In:
Journal of international financial markets, …
92
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014535713
Saved in:
2
Do industries predict stock market volatility? : evidence from machine learning models
Niu, Zibo
;
Demirer, Rıza
;
Suleman, Muhammad Tahir
; …
- In:
Journal of international financial markets, …
90
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014494704
Saved in:
3
International stock market volatility : a global tail risk sight
Lu, Xinjie
;
Zeng, Qing
;
Zhong, Juandan
;
Zhu, Bo
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014494749
Saved in:
4
Why do stock markets negatively price democracy?
Bonaparte, Yosef
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014494751
Saved in:
5
Asian stock market volatility and economic policy uncertainty : the role of world and regional leaders
Keddad, Benjamin
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014494752
Saved in:
6
Volatility spillover and hedging strategies among Chinese carbon, energy, and electricity markets
Wang, Yong
;
Liu, Shimiao
;
Abedin, Mohammad Zoynul
; …
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014494792
Saved in:
7
Interconnectedness between stock and credit markets : the role of European G-SIBs in a multilayer perspective
Foglia, Matteo
;
Di Tommaso, Caterina
;
Wang, Gang-Jin
; …
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014494827
Saved in:
8
From black gold to financial fallout : analyzing extreme risk spillovers in oil-exporting nations
Abid, Ilyes
;
Benkraiem, Ramzi
;
Mzoughi, Hela
;
Urom, …
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014494830
Saved in:
9
National culture and banks stock volatility
Galil, Koresh
;
Varon, Eva
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014494866
Saved in:
10
Greenhouse gas emissions and the stability of equity markets
Aharon, David Y.
;
Baig, Ahmed S.
;
Jacoby, Gady
;
Wu, Zhenyu
- In:
Journal of international financial markets, …
92
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014535711
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