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source:"econis"
subject:"Volatility"
~isPartOf:"Pacific-Basin finance journal"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Australia"
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Volatility
Australia
Estimation
344
Schätzung
344
Capital income
101
Kapitaleinkommen
101
Theorie
98
Theory
98
Volatilität
76
Börsenkurs
71
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71
Time series analysis
70
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70
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51
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Ang, Tze Chuan
2
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Pacific-Basin finance journal
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Applied economics
169
Energy economics
149
Finance research letters
131
Economic modelling
124
International review of economics & finance : IREF
120
International review of financial analysis
112
Journal of econometrics
103
Applied financial economics
96
The North American journal of economics and finance : a journal of financial economics studies
96
Discussion paper series / IZA
92
Working paper / National Bureau of Economic Research, Inc.
92
NBER working paper series
91
Applied economics letters
89
Journal of banking & finance
86
Working paper
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Journal of empirical finance
84
NBER Working Paper
82
The economic record : er
80
Journal of international money and finance
75
Journal of international financial markets, institutions & money
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Research in international business and finance
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The journal of futures markets
68
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Economics letters
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CESifo working papers
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Discussion paper / Tinbergen Institute
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57
Journal of risk and financial management : JRFM
54
Australian economic papers
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
50
International journal of finance & economics : IJFE
50
Melbourne Institute working paper series
49
International journal of forecasting
48
The European journal of finance
47
Research discussion paper / Reserve Bank of Australia
46
International Journal of Energy Economics and Policy : IJEEP
39
Research paper / University of Melbourne, Department of Economics
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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1
Can mutual fund investors benefit from volatility managing? : evidence from China
Zhang, Xili
;
Zheng, Yiran
;
Lien, Da-hsiang Donald
;
Yu, …
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014491107
Saved in:
2
Forecasting Chinese stock market volatility with option-implied risk aversion : evidence from extended realized EGARCH-MIDAS approach
Wu, Xinyu
;
Qian, Jia
;
Zhao, Xiaohan
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014491122
Saved in:
3
Policy uncertainty, investor sentiment, and good and bad volatilities in the stock market : evidence from China
Xiao, Jihong
;
Jiang, Jiajie
;
Zhang, Yaojie
- In:
Pacific-Basin finance journal
84
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014534542
Saved in:
4
An empirical evaluation of the salience-based asset pricing model : evidence from Australia
Lee, Deok-Hyeon
;
Min, Byoung-Kyu
;
Xiao, Yucaho
- In:
Pacific-Basin finance journal
84
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014534600
Saved in:
5
Corporate payouts in Australia
Cheema, Muhammad A.
;
Chiah, Mardy
;
Zhong, Angel
- In:
Pacific-Basin finance journal
79
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014463254
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6
CEO inside debt and downside risk : evidence from internal and external environments
Lee, Chien-chiang
;
Wang, Chih-Wei
;
Wu, Yu-Ching
- In:
Pacific-Basin finance journal
80
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014463320
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7
Tail comovements of implied volatility indices and global index futures returns predictability
Lee, Hsiu-chuan
;
Lee, Yun-Huan
;
Nguyen, Cuong
- In:
Pacific-Basin finance journal
80
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014463335
Saved in:
8
International stock return predictability : the role of U.S. uncertainty spillover
Jiang, Fuwei
;
Liu, Hongkui
;
Yu, Jiasheng
;
Zhang, Huajing
- In:
Pacific-Basin finance journal
82
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014463395
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9
Asset pricing with two types of heterogeneous consumption volatilities in mind : evidence from China
Chen, Qi-an
;
Li, Huashi
;
Lin, Jianyi
;
Yan, Youliang
- In:
Pacific-Basin finance journal
77
(
2023
),
pp. 1-36
Persistent link: https://www.econbiz.de/10014463601
Saved in:
10
The beta anomaly in the Australian stock market and the lottery demand
Bradrania, Reza
;
Veron, Jose Francisco
- In:
Pacific-Basin finance journal
77
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014463612
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