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subject:"EU-Staaten"
subject:"Volatility"
~isPartOf:"Global finance journal"
~subject:"Stock market"
~subject:"Time series analysis"
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EU-Staaten
Volatility
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Estimation
80
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25
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24
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24
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Degiannakis, Stavros
2
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1
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1
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Global finance journal
Applied economics
318
Economic modelling
308
Applied economics letters
248
CESifo working papers
242
International review of economics & finance : IREF
227
Finance research letters
216
Energy economics
212
International review of financial analysis
182
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175
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171
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
164
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154
The North American journal of economics and finance : a journal of financial economics studies
151
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130
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129
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108
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100
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98
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96
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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CESifo Working Paper Series
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ECONIS (ZBW)
43
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1
Limits of arbitrage and their impact on market efficiency : evidence from China
Chen, Jian
;
Haboub, Ahmad
;
Khan, Ali
- In:
Global finance journal
59
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014545142
Saved in:
2
Be nice to the air : severe haze pollution and mutual fund risk
Roy, Suvra
;
Nguyen, Harvey
;
Visaltanachoti, Nuttawat
- In:
Global finance journal
58
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014633151
Saved in:
3
Nonlinear relationship between monetary policy and stock returns : evidence from the U.S.
Chauvet, Marcelle
;
Jiang, Cheng
- In:
Global finance journal
55
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014248590
Saved in:
4
Optimal portfolio diversification with a multi-chain regime-switching spillover GARCH model
Lee, Chien-chiang
;
Lee, Hsiang-Tai
- In:
Global finance journal
55
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014248631
Saved in:
5
Cross-sector comovements and policy impact in the COVID-19 stock market : a dynamic factor approach
Yang, Joy D. Xiuyao
- In:
Global finance journal
56
(
2023
),
pp. 1-33
Persistent link: https://www.econbiz.de/10014478952
Saved in:
6
Profitability and low-risk anomalies reexamined
Kohls, Tobias
;
Mager, Ferdinand
- In:
Global finance journal
56
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014478979
Saved in:
7
Examining the adaptive market hypothesis with calendar effects : international evidence and the impact of COVID-19
Bassiouny, Aliaa
;
Kiryakos, Mariam
;
Tooma, Eskandar A.
- In:
Global finance journal
56
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014478982
Saved in:
8
Asymmetric downside risk across different sectors of the US equity market
Valadkhani, Abbas
- In:
Global finance journal
57
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014479016
Saved in:
9
The effect of equity market uncertainty on informational efficiency : cross-sectional evidence
Frijns, Bart
;
Indriawan, Ivan
;
Tourani Rad, Alireza
; …
- In:
Global finance journal
57
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014479121
Saved in:
10
Up and down together? : on the linkage of momentum and reversal
Hofmann, Daniel
;
Keiber, Karl Ludwig
;
Luczak, Adalbert
- In:
Global finance journal
54
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013469901
Saved in:
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