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subject:"Arbeitslosigkeit"
subject:"Arbeitsuche"
~isPartOf:"International review of financial analysis"
~source:"econis"
~subject:"ARCH model"
~subject:"Business cycle"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Book review"
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Arbeitslosigkeit
Arbeitsuche
ARCH model
Business cycle
Estimation
324
Schätzung
323
Capital income
130
Kapitaleinkommen
130
Volatility
102
Volatilität
102
Börsenkurs
100
Share price
100
Aktienmarkt
88
Stock market
88
Forecasting model
63
Prognoseverfahren
63
Theorie
61
Theory
61
ARCH-Modell
44
Welt
44
World
44
Portfolio selection
43
Portfolio-Management
43
CAPM
40
Risk
38
Risiko
37
Risikoprämie
27
Risk premium
27
Spillover effect
27
Spillover-Effekt
27
USA
26
United States
26
Anlageverhalten
24
Behavioural finance
24
Efficient market hypothesis
23
Effizienzmarkthypothese
23
Exchange rate
21
Financial crisis
21
Finanzkrise
21
Wechselkurs
21
Time series analysis
19
Zeitreihenanalyse
19
Devisenmarkt
18
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Undetermined
36
Type of publication
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Article
52
Type of publication (narrower categories)
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Aufsatz in Zeitschrift
Book review
Article in journal
52
Language
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English
52
Author
All
Degiannakis, Stavros
3
Brooks, Robert
2
Daly, Kevin Edward
2
Do, Hung Xuan
2
Fang, Victor
2
In, Francis Haeuck
2
Ma, Feng
2
Nonejad, Nima
2
Aharon, David Y.
1
Ahmad, Wasim
1
Al-Gamrh, Bakr
1
Ali, Md Hakim
1
Andrikopulos, Andreas A.
1
Angelidis, Timotheos
1
Arshanapalli, Bala Gangadhar
1
Azad, A. S. M. Sohel
1
Bahcivan, Hulusi
1
Ballester, Laura
1
Balli, Faruk
1
Balli, Hatice Ozer
1
Batten, Jonathan A.
1
Bee, Marco
1
Bekiros, Stelios D.
1
Bevilacqua, Mattia
1
Boldanov, Rustam
1
Bouri, Elie
1
Brown, Rob
1
Butt, Hassan Anjum
1
Cai, Yuzhi
1
Caloia, Francesco Giuseppe
1
Caporale, Guglielmo Maria
1
Chen, Jiun-Lin
1
Chortareas, Georgios E.
1
Choudhry, Taufiq
1
Chrétien, Stéphane
1
Cipollini, Andrea
1
Coggins, Frank
1
Dent, Pamela
1
Ding, Hui
1
Fabozzi, Frank J.
1
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Published in...
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International review of financial analysis
Applied economics
184
Economic modelling
145
Applied economics letters
123
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
96
Economics letters
93
Energy economics
83
Finance research letters
67
International review of economics & finance : IREF
63
Journal of economic dynamics & control
61
The North American journal of economics and finance : a journal of financial economics studies
58
Journal of macroeconomics
55
European economic review : EER
53
Journal of monetary economics
52
Journal of empirical finance
51
Labour economics : official journal of the European Association of Labour Economists
51
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
51
Journal of econometrics
48
Macroeconomic dynamics
45
Journal of international financial markets, institutions & money
43
International journal of forecasting
41
Journal of banking & finance
40
Research in international business and finance
40
Journal of risk and financial management : JRFM
36
Review of economic dynamics
36
International journal of economics and financial issues : IJEFI
35
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
35
International journal of economics and finance
34
The American economic review
34
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
34
Applied financial economics
33
Empirical economics : a quarterly journal of the Institute for Advanced Studies
31
The empirical economics letters : a monthly international journal of economics
30
Empirica : journal of european economics
28
Journal of applied econometrics
28
Journal of international money and finance
28
International journal of finance & economics : IJFE
27
Journal of money, credit and banking : JMCB
26
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
24
Jahrbücher für Nationalökonomie und Statistik
24
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ECONIS (ZBW)
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1
Recession-proof marketing? : unraveling the impact of advertising efficiency on stock volatility
Al-Gamrh, Bakr
;
Rasul, Tareq Faizur
- In:
International review of financial analysis
92
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014492364
Saved in:
2
GARCH-M model with an asymmetric risk premium : distinguishing between "good" and "bad" volatility periods
Trifonov, Juri
;
Potanin, Bogdan
- In:
International review of financial analysis
91
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014446930
Saved in:
3
Return-volatility relationships in cryptocurrency markets : evidence from asymmetric quantiles and non-linear ARDL approach
Karim, Muhammad Mahmudul
;
Ali, Md Hakim
;
Yarovaya, Larisa
; …
- In:
International review of financial analysis
90
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014470582
Saved in:
4
Spillovers of joint volatility-skewness-kurtosis of major cryptocurrencies and their determinants
Bouri, Elie
;
Jalkh, Naji
- In:
International review of financial analysis
90
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014470883
Saved in:
5
Forecasting stock volatility with economic policy uncertainty : a smooth transition GARCH-MIDAS model
Li, Dongxin
;
Zhang, Li
;
Li, Lihong
- In:
International review of financial analysis
88
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014471874
Saved in:
6
Have the predictability of oil changed during the COVID-19 pandemic : evidence from international stock markets
Ding, Hui
;
Huang, Yisu
;
Wang, Jiqian
- In:
International review of financial analysis
87
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014460444
Saved in:
7
Asymmetric volatility in the cryptocurrency market : new evidence from models with structural breaks
Aharon, David Y.
;
Butt, Hassan Anjum
;
Jaffri, Ali
; …
- In:
International review of financial analysis
87
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014460602
Saved in:
8
Forecasting European stock volatility : the role of the UK
Gao, Jun
;
Gao, Xiang
;
Gu, Chen
- In:
International review of financial analysis
89
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014464832
Saved in:
9
Less is more? : new evidence from stock market volatility predictability
Lu, Fei
;
Ma, Feng
;
Guo, Qiang
- In:
International review of financial analysis
89
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014467087
Saved in:
10
Forecasting Value-at-Risk using functional volatility incorporating an exogenous effect
Pourkhanali, Armin
;
Tafakori, Laleh
;
Bee, Marco
- In:
International review of financial analysis
89
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014467094
Saved in:
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