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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:"Volatilität"
~subject:"Wirtschaftswachstum"
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Volatilität
Wirtschaftswachstum
Theorie
2,840
Theory
2,840
Estimation
326
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326
Portfolio selection
215
Portfolio-Management
215
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185
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162
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148
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Afonso, Oscar
7
Escobar, Marcos
3
Shahbaz, Muhammad
3
Turnovsky, Stephen J.
3
Wang, Yudong
3
Batabyal, Amitrajeet A.
2
Beladi, Hamid
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Bu, Ruijun
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Ghate, Chetan
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2
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2
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2
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2
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Li, Yong
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1
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1
Ahn, Kwangwon
1
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Review of international economics
Economic modelling
International journal of finance & economics : IJFE
Quantitative finance
Economics letters
164
Journal of econometrics
126
Macroeconomic dynamics
118
Journal of banking & finance
115
Applied economics
114
Journal of economic dynamics & control
106
Journal of macroeconomics
102
Applied economics letters
93
International journal of forecasting
85
European economic review : EER
84
Journal of empirical finance
84
Journal of monetary economics
84
Finance research letters
80
International review of economics & finance : IREF
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76
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
76
Journal of international money and finance
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Energy economics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
72
The American economic review
68
The review of financial studies
63
International review of financial analysis
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The economic journal : the journal of the Royal Economic Society
60
The European journal of finance
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Journal of development economics
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Computational economics
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Econometric reviews
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The North American journal of economics and finance : a journal of financial economics studies
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Structural change and economic dynamics : SC+ED
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Review of economic dynamics
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The journal of finance : the journal of the American Finance Association
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Journal of applied econometrics
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Journal of risk and financial management : JRFM
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ECONIS (ZBW)
293
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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
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:
3
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:
4
FDI and unemployment, a growth perspective
Stepanok, Ignat
- In:
Review of international economics
31
(
2023
)
2
,
pp. 761-783
Persistent link: https://www.econbiz.de/10014278619
Saved in:
5
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:
6
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:
7
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:
8
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
Saved in:
9
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:
10
Rule-based trading on an order-driven exchange : a reassessment
Isaac, Alan Glen
;
Ramaswamy, Vasudeva
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1871-1886
Persistent link: https://www.econbiz.de/10014452482
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