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subject:"ARCH model"
subject:"Volatilität"
~isPartOf:"International journal of finance & economics : IJFE"
~subject:"Börsenkurs"
~subject:"USA"
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ARCH model
Volatilität
Börsenkurs
USA
Estimation
241
Schätzung
241
Theorie
66
Theory
66
Exchange rate
44
Volatility
44
Wechselkurs
44
Share price
42
Capital income
41
Kapitaleinkommen
41
Aktienmarkt
37
Stock market
37
Welt
35
World
35
Cointegration
26
Kointegration
26
Panel
26
Panel study
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United States
25
Time series analysis
24
Zeitreihenanalyse
24
Kaufkraftparität
23
Purchasing power parity
23
Forecasting model
22
Prognoseverfahren
22
Großbritannien
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United Kingdom
21
Yield curve
21
Zinsstruktur
21
ARCH-Modell
20
EU countries
18
EU-Staaten
18
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18
Wirtschaftswachstum
18
Risikoprämie
15
Risk premium
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English
92
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Cheung, Yin-Wong
3
Gupta, Rangan
3
Kanas, Angelos
3
Bredin, Donal
2
Clarida, Richard H.
2
Gil-Alaña, Luis A.
2
Hyde, Stuart
2
Ma, Feng
2
McMillan, David G.
2
Nitzsche, Dirk
2
Salisu, Afees A.
2
Wei, Yu
2
Abosedra, Salah S.
1
Acquah, Benjamin K.
1
Ahmed, Rizwan
1
Ajide, Kazeem Bello
1
Alexius, Annika
1
Alimi, Olorunfemi Yasiru
1
Aqil, Muhammad
1
Arfaoui, Mongi
1
Arouri, Mohamed
1
Asai, Manabu
1
Aslanidis, Nektarios
1
Baba, Naohiko
1
Bahmani-Oskooee, Mohsen
1
Bai, Lan
1
Bathia, Deven
1
Bein, Murad A.
1
Beine, Michel
1
Blake, Robert E.
1
Bogan, Vicki L.
1
Brou, Jean Marcelin Bosson
1
Bush, Peter J.
1
Butt, Hilal Anwar
1
Caporale, Guglielmo Maria
1
Ceylan, Resat
1
Chang, Bisharat Hussain
1
Chen, Cathy W. S.
1
Chen, Jiaqi
1
Chen, Shiu-sheng
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International journal of finance & economics : IJFE
Working paper / National Bureau of Economic Research, Inc.
1,556
Discussion paper series / IZA
435
Applied economics
430
Discussion paper / Centre for Economic Policy Research
429
NBER working paper series
297
Applied economics letters
274
CESifo working papers
226
Economic modelling
219
NBER Working Paper
218
Finance research letters
211
Applied financial economics
208
International review of economics & finance : IREF
204
Journal of banking & finance
200
Working paper
194
Energy economics
189
Finance and economics discussion series
180
International review of financial analysis
179
The review of economics and statistics
174
The North American journal of economics and finance : a journal of financial economics studies
172
Journal of econometrics
167
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
166
The journal of finance : the journal of the American Finance Association
160
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
157
The American economic review
154
Journal of empirical finance
153
Journal of international money and finance
153
Economics letters
150
The journal of futures markets
136
Journal of international financial markets, institutions & money
127
Journal of applied econometrics
120
Journal of financial economics
116
Discussion paper / Tinbergen Institute
111
Research in international business and finance
111
Discussion paper
108
Review of quantitative finance and accounting
101
Journal of money, credit and banking : JMCB
98
The review of financial studies
96
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
94
The European journal of finance
91
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ECONIS (ZBW)
92
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1
Directional predictability from energy markets to exchange rates and stock markets in the emerging market countries (E7 + 1) : new evidence from cross-quantilogram approach
Tiwari, Aviral Kumar
;
Shahbaz, Muhammad
;
Khalfaoui, Rabeh
; …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 719-789
Persistent link: https://www.econbiz.de/10014469052
Saved in:
2
Are lower interest rates really associated with higher growth? : new empirical evidence on the interest rate thesis from 19 countries
Lee, Kang-Soek
;
Werner, Richard A.
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 3960-3975
Persistent link: https://www.econbiz.de/10014429221
Saved in:
3
From Black Wednesday to Brexit : macroeconomic shocks and correlations of equity returns in France, Germany, Italy, Spain, and the United Kingdom
Gottschalk, Sylvia
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 2843-2873
Persistent link: https://www.econbiz.de/10014327598
Saved in:
4
The role of oil and risk shocks in the high-frequency movements of the term structure of interest rates : evidence from the U.S. Treasury market
Gupta, Rangan
;
Shahzad, Syed Jawad Hussain
;
Sheng, Xin
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1845-1857
Persistent link: https://www.econbiz.de/10014253453
Saved in:
5
How different are monetary unions to national economies according to prices?
Glushenkova, Marina
;
Zachariadis, Marios
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 684-702
Persistent link: https://www.econbiz.de/10014469049
Saved in:
6
Better ways to test for herding
Wang, Junkai
;
Hudson, Robert
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 790-818
Persistent link: https://www.econbiz.de/10014469057
Saved in:
7
Does the tail risk index matter in forecasting downside risk?
Hung, Jui-Cheng
;
Liu, Hung-Chun
;
Yang, J. Jimmy
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 3451-3466
Persistent link: https://www.econbiz.de/10014327761
Saved in:
8
Is there J-curve effect in the US service trade? : evidence from asymmetric analysis
Bahmani-Oskooee, Mohsen
;
Karamelikli, Huseyin
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 3865-3875
Persistent link: https://www.econbiz.de/10014429193
Saved in:
9
Analysis of stock markets risk spillover with copula models under the background of Chinese financial opening
Du, Jiangze
;
Chen, Xizhuo
;
Gong, Jincheng
;
Lin, Xiao
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 3997-4019
Persistent link: https://www.econbiz.de/10014429264
Saved in:
10
Financial development and business cycle volatility nexus in the UAE : evidence from non-linear regime-shift and asymmetric tests
Abosedra, Salah S.
;
Fakih, Ali
;
Ghosh, Sajal
;
Kanjilal, …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 2729-2741
Persistent link: https://www.econbiz.de/10014327582
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