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subject:"EU-Staaten"
subject:"Volatility"
~isPartOf:"Empirica : journal of european economics"
~isPartOf:"International journal of forecasting"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~isPartOf:"The journal of futures markets"
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EU-Staaten
Volatility
Estimation
699
Schätzung
699
Theorie
223
Theory
223
Forecasting model
201
Prognoseverfahren
201
Volatilität
165
Time series analysis
152
Zeitreihenanalyse
152
USA
139
United States
139
Capital income
86
Kapitaleinkommen
86
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78
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78
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75
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75
Cointegration
59
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59
Estimation theory
58
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48
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45
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42
Geldpolitik
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Monetary policy
42
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Bahmani-Oskooee, Mohsen
6
Belke, Ansgar
4
Aftab, Muhammad
2
Agarwalla, Sobhesh Kumar
2
Audrino, Francesco
2
Bekierman, Jeremias
2
Chevallier, Julien
2
Clements, Adam
2
Dreger, Christian
2
Ederington, Louis H.
2
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2
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2
Klein, Tony
2
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2
Lim, Kian-Guan
2
Ma, Feng
2
Nakajima, Jouchi
2
Račev, Svetlozar T.
2
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2
Wang, George H. K.
2
Wolters, Jürgen
2
Zaatour, Riadh
2
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1
Agovino, Massimiliano
1
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1
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1
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1
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1
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Empirica : journal of european economics
International journal of forecasting
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
The journal of futures markets
Applied economics
197
Economic modelling
192
CESifo working papers
173
Energy economics
163
International review of economics & finance : IREF
146
Finance research letters
143
Applied economics letters
130
Discussion paper / Centre for Economic Policy Research
128
Working paper
123
International review of financial analysis
117
The North American journal of economics and finance : a journal of financial economics studies
109
Journal of international money and finance
106
Journal of econometrics
105
Discussion paper series / IZA
104
Journal of banking & finance
103
Working paper series / European Central Bank
95
Working paper / National Bureau of Economic Research, Inc.
94
NBER working paper series
93
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
92
Journal of empirical finance
88
Discussion paper / Tinbergen Institute
85
Journal of international financial markets, institutions & money
85
NBER Working Paper
85
Economics letters
83
Applied financial economics
82
Discussion paper
77
Research in international business and finance
75
International journal of finance & economics : IJFE
64
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
64
The European journal of finance
63
Journal of risk and financial management : JRFM
61
ECB Working Paper
54
CESifo Working Paper Series
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
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IZA Discussion Paper
49
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ECONIS (ZBW)
213
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41
Statistical characteristics of price impact in high-frequency trading
Jia, Can
;
Zhou, Tianmin
;
Li, Handong
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
3
,
pp. 19-34
Persistent link: https://www.econbiz.de/10012594148
Saved in:
42
The discontinuation of the EUR/CHF minimum exchange rate : information from option-implied break probabilities
Funke, Michael
;
Loermann, Julius
;
Moessner, Richhild
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
3
,
pp. 63-79
Persistent link: https://www.econbiz.de/10012594159
Saved in:
43
Identifying asymmetric responses of sectoral equities to oil price shocks in a NARDL model
Dhaoui, Abderrazak
;
Chevallier, Julien
;
Ma, Feng
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
2
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012507450
Saved in:
44
The dynamic effects of non-performing loans on banks’ cost of capital and lending supply in the Eurozone
Chiesa, Gabriella
;
Mansilla-Fernández, José Manuel
- In:
Empirica : journal of european economics
48
(
2021
)
2
,
pp. 397-427
Persistent link: https://www.econbiz.de/10012543867
Saved in:
45
Exchange rate volatility and Turkey-EU commodity trade : an asymmetry analysis
Bahmani-Oskooee, Mohsen
;
Durmaz, Nazif
- In:
Empirica : journal of european economics
48
(
2021
)
2
,
pp. 429-482
Persistent link: https://www.econbiz.de/10012543870
Saved in:
46
Shadow rates and spillovers across the Eurozone : a spatial dynamic panel model
Fiorelli, Cristiana
;
Cartone, Alfredo
;
Foglia, Matteo
- In:
Empirica : journal of european economics
48
(
2021
)
1
,
pp. 223-245
Persistent link: https://www.econbiz.de/10012487648
Saved in:
47
Exchange rate volatility and domestic investment in G7 : are the effects asymmetric?
Bahmani-Oskooee, Mohsen
;
Baek, Jungho
- In:
Empirica : journal of european economics
48
(
2021
)
3
,
pp. 775-799
Persistent link: https://www.econbiz.de/10012588145
Saved in:
48
Volatility forecasting in European government bond markets
Özbekler, Ali Gencay
;
Kontonikas, Alexandros
; …
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1691-1709
Persistent link: https://www.econbiz.de/10013274332
Saved in:
49
Constrained interest rates and changing dynamics at the zero lower bound
Bäurle, Gregor
;
Kaufmann, Daniel
;
Kaufmann, Sylvia
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012198531
Saved in:
50
Fiscal policy uncertainty and US output
Popiel, Michal Ksawery
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012198646
Saved in:
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