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isPartOf:"Review of international economics"
type:"article"
~isPartOf:"Economic modelling"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Quantitative finance"
~subject:"General equilibrium"
~subject:"Volatilität"
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General equilibrium
Volatilität
Theorie
2,894
Theory
2,894
Estimation
332
Schätzung
332
Portfolio selection
223
Portfolio-Management
223
Geldpolitik
189
Monetary policy
189
Volatility
164
Time series analysis
150
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150
Welfare analysis
148
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Hertel, Thomas W.
5
Boeters, Stefan
3
Britz, Wolfgang
3
Chaudhuri, Sarbajit
3
Escobar, Marcos
3
Wang, Yudong
3
Zhou, Yu
3
Anwar, Sajid
2
Arntz, Melanie
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Batra, Raveendra N.
2
Bu, Ruijun
2
Cheng, Yuyang
2
Chortareas, Georgios E.
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Davoine, Thomas
2
De Santis, Roberto A.
2
Dissou, Yazid
2
Drakos, Anastassios A.
2
Gupta, Manash Ranjan
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Keeney, Roman
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Klundert, Theo van de
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Ma, Feng
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Marjit, Sugata
2
Michael, Michael S.
2
Neary, J. Peter
2
Nijkamp, Peter
2
Noikokyris, Emmanouil
2
Pan, Lijun
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Review of international economics
Economic modelling
International journal of finance & economics : IJFE
Quantitative finance
Economic theory : official journal of the Society for the Advancement of Economic Theory
171
Journal of economic dynamics & control
141
Journal of economic theory
131
Journal of econometrics
124
Journal of mathematical economics
124
Energy economics
123
Economics letters
122
Journal of banking & finance
121
Finance research letters
87
Journal of empirical finance
81
Journal of financial economics
80
International review of economics & finance : IREF
79
International journal of forecasting
77
International journal of theoretical and applied finance
77
Journal of monetary economics
77
Mathematical finance : an international journal of mathematics, statistics and financial theory
77
Journal of international money and finance
75
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
73
Applied economics
71
Macroeconomic dynamics
67
The review of financial studies
67
Computational economics
65
International review of financial analysis
62
International economic review
59
The European journal of finance
57
Applied economics letters
56
Journal of forecasting
56
European economic review : EER
55
Journal of policy modeling : JPMOD ; a social science forum of world issues
53
Econometric reviews
51
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
51
The North American journal of economics and finance : a journal of financial economics studies
49
The journal of finance : the journal of the American Finance Association
48
Journal of international economics
47
Journal of macroeconomics
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Journal of political economy
46
Review of economic dynamics
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ECONIS (ZBW)
310
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310
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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
Efficiency-equity trade-off in the Irish carbon tax : a CGE investigation of mixed revenue recycling schemes
De Bruin, Kelly C.
;
Yakut, Aykut Mert
- In:
Economic modelling
134
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014548478
Saved in:
3
A study on asset price bubble dynamics : explosive trend or quadratic variation?
Jarrow, Robert A.
;
Kwok, Simon Sai Man
- In:
Quantitative finance
24
(
2024
)
5
,
pp. 613-626
Persistent link: https://www.econbiz.de/10014552111
Saved in:
4
Can volatility solve the naive portfolio puzzle?
Curran, Michael
;
O'Sullivan, Patrick
;
Zalla, Ryan
- In:
Quantitative finance
23
(
2023
)
11
,
pp. 1545-1560
Persistent link: https://www.econbiz.de/10014419177
Saved in:
5
Assessing the accuracy of exponentially weighted moving average models for value-at-risk and expected shortfall of crypto portfolios
Alexander, Carol
;
Dakos, Michael
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 393-427
Persistent link: https://www.econbiz.de/10014232660
Saved in:
6
Estimating the general equilibrium effects of services trade liberalization
Reverdy, Camille
- In:
Review of international economics
31
(
2023
)
2
,
pp. 493-521
Persistent link: https://www.econbiz.de/10014278604
Saved in:
7
Improving the asymmetric stochastic volatility model with ex-post volatility : the identification of the asymmetry
Zhang, Zehua
;
Zhao, Ran
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 35-51
Persistent link: https://www.econbiz.de/10013490951
Saved in:
8
Optimal trade execution for Gaussian signals with power-law resilience
Forde, Martin
;
Sánchez-Betancourt, Leandro
;
Smith, Benjamin
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 585-596
Persistent link: https://www.econbiz.de/10013167782
Saved in:
9
A latent-factor-driven endogenous regime-switching non-Gaussian model : evidence from simulation and application
Bu, Ruijun
;
Cheng, Jie
;
Jawadi, Fredj
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 3881-3896
Persistent link: https://www.econbiz.de/10013461280
Saved in:
10
A three-dimensional asymmetric power HEAVY model
Yfanti, Stavroula
;
Chortareas, Georgios E.
;
Karanasos, …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
3
,
pp. 2737-2761
Persistent link: https://www.econbiz.de/10013329825
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