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isPartOf:"Review of international economics"
type:"article"
~isPartOf:"Applied economics"
~isPartOf:"Economic modelling"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
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Volatilität
Theorie
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545
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545
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253
USA
252
Time series analysis
216
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Aufsatz in Zeitschrift
Article in journal
140
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140
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Kim, Jong-Min
3
Bollen, Bernard
2
Charfeddine, Lanouar
2
Clements, Kenneth W.
2
Goutte, Stéphane
2
Jung, Hojin
2
Kiani, Khurshid M.
2
Lan, Yihui
2
Li, Yong
2
Lin, Shih-kuei
2
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2
Racicot, François-Éric
2
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2
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2
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2
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2
Abakah, Emmanuel Joel Aikins
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
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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
Batabyal, Sourav
1
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1
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Review of international economics
Applied economics
Economic modelling
Journal of econometrics
123
Journal of banking & finance
109
Economics letters
81
Journal of empirical finance
80
Finance research letters
77
International journal of theoretical and applied finance
76
International journal of forecasting
73
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
72
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
Journal of financial economics
71
Journal of economic dynamics & control
70
Journal of international money and finance
64
International review of financial analysis
60
The review of financial studies
57
International review of economics & finance : IREF
56
The European journal of finance
56
Energy economics
55
Journal of forecasting
54
Econometric reviews
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46
Applied economics letters
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The North American journal of economics and finance : a journal of financial economics studies
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
44
The journal of finance : the journal of the American Finance Association
43
Computational economics
42
Finance and stochastics
42
Journal of monetary economics
39
The journal of futures markets
39
Journal of risk and financial management : JRFM
38
Macroeconomic dynamics
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Journal of international financial markets, institutions & money
35
Applied financial economics
32
International journal of finance & economics : IJFE
32
Journal of applied econometrics
32
Risks : open access journal
28
Journal of financial econometrics
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ECONIS (ZBW)
140
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1
Does exchange rate volatility affect the impact of appreciation and depreciation on the trade balance? : a nonlinear bivariate approach
Bosupeng, Mpho
;
Naranpanawa, Athula
;
Su, Jen-je
- In:
Economic modelling
130
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014451157
Saved in:
2
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:
3
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:
4
The impact of joint events on oil price volatility : evidence from a dynamic graphical news analysis model
Zhao, Lu-Tao
;
Wang, Dai-Song
;
Ren, Zhong-Yuan
- In:
Economic modelling
130
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014451154
Saved in:
5
Forecasting exchange rate volatility : is economic policy uncertainty better?
Ruan, Qingsong
;
Zhang, Jiarui
;
Lv, Dayong
- In:
Applied economics
56
(
2024
)
13
,
pp. 1526-1544
Persistent link: https://www.econbiz.de/10014473121
Saved in:
6
Flexible markov-switching models with evolving regime-specific parameters : an application to Brazilian business cycles
Gomes, Fábio A.
;
Melo, Lívia C. M.
;
Soave, Gian Paulo
- In:
Applied economics
56
(
2024
)
14
,
pp. 1705-1722
Persistent link: https://www.econbiz.de/10014473203
Saved in:
7
Momentum and reversal : information from prior returns
Kolari, James W.
;
Shin, Sang-Ook
- In:
Applied economics
56
(
2024
)
3
,
pp. 318-336
Persistent link: https://www.econbiz.de/10014439916
Saved in:
8
On the role of interest rate differentials in the dynamic asymmetry of exchange rates
Hambuckers, J.
;
Ulm, M.
- In:
Economic modelling
129
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014472153
Saved in:
9
The international spillover behaviour of implied volatilities and forecasting ability of spillover indices
Kae-Yih, Tzeng
- In:
Applied economics
55
(
2023
)
48
,
pp. 5719-5735
Persistent link: https://www.econbiz.de/10014335666
Saved in:
10
Market volatility, market skewness, and the cross-section of expected returns in Chinese equity markets
Liu, Qing
;
Wang, Shouyang
;
Sui, Cong
- In:
Applied economics
55
(
2023
)
49
,
pp. 5816-5832
Persistent link: https://www.econbiz.de/10014335824
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