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subject:"EU-Staaten"
subject:"Volatility"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of applied econometrics"
~subject:"Time series analysis"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Länderbericht"
~type_genre:"Reprint"
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EU-Staaten
Volatility
Time series analysis
Estimation
858
Schätzung
857
Theorie
265
Theory
265
USA
141
United States
141
Volatilität
139
Capital income
130
Kapitaleinkommen
130
Börsenkurs
117
Share price
117
Welt
116
World
116
Stock market
97
Aktienmarkt
96
Forecasting model
85
Prognoseverfahren
85
Zeitreihenanalyse
75
Panel
70
Panel study
70
Exchange rate
64
Cointegration
63
Kointegration
63
Wechselkurs
62
ARCH model
55
ARCH-Modell
55
Economic growth
51
Wirtschaftswachstum
51
EU countries
48
VAR model
48
VAR-Modell
48
Estimation theory
47
Risiko
47
Risk
47
Schätztheorie
47
Geldpolitik
44
Monetary policy
44
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Online availability
All
Undetermined
153
Free
4
Type of publication
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Article
237
Type of publication (narrower categories)
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Aufsatz in Zeitschrift
Länderbericht
Reprint
Article in journal
237
Country report
1
Language
All
English
237
Author
All
Marcellino, Massimiliano
5
Xuan Vinh Vo
4
Brooks, Robert
3
Clark, Todd E.
3
Gil-Alaña, Luis A.
3
Kang, Sang Hoon
3
Pesaran, M. Hashem
3
Yin, Libo
3
Ahmad, Wasim
2
Balcilar, Mehmet
2
Bouri, Elie
2
Caporin, Massimiliano
2
Carriero, Andrea
2
Chang, Chia-Lin
2
Chang, Kuang-Liang
2
Chang, Tsangyao
2
Chen, Shyh-Wei
2
Chiang, Thomas C.
2
Do, Hung Xuan
2
Feng, Jiabao
2
Giannellis, Nikolaos
2
Gospodinov, Nikolaj
2
Gupta, Rangan
2
Han, Liyan
2
Huang, Alex
2
Huang, Dengshi
2
Hueng, C. James
2
Kapetanios, George
2
Kumar, Dilip
2
Kutan, Ali Mustafa
2
Malik, Farooq
2
McAleer, Michael
2
Mensi, Walid
2
Nielsen, Morten Ørregaard
2
Wang, Yudong
2
Xie, Zixiong
2
Xu, Weiju
2
Abakah, Emmanuel Joel Aikins
1
Abel, Joshua
1
Abiyev, Vasif
1
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Published in...
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International review of economics & finance : IREF
Journal of applied econometrics
Applied economics
275
Economic modelling
259
Energy economics
206
Applied economics letters
197
Journal of econometrics
166
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
160
Finance research letters
160
Economics letters
139
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
134
International review of financial analysis
127
Journal of international money and finance
127
The North American journal of economics and finance : a journal of financial economics studies
122
Journal of banking & finance
115
International journal of forecasting
104
Applied financial economics
101
Journal of empirical finance
100
Journal of international financial markets, institutions & money
95
Research in international business and finance
92
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
92
International journal of finance & economics : IJFE
82
Journal of risk and financial management : JRFM
74
Journal of forecasting
71
The European journal of finance
67
The journal of futures markets
67
Journal of economic dynamics & control
62
Empirica : journal of european economics
59
Journal of macroeconomics
59
Econometric reviews
57
Empirical economics : a quarterly journal of the Institute for Advanced Studies
55
Macroeconomic dynamics
54
International Journal of Energy Economics and Policy : IJEEP
53
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
52
International journal of economics and finance
51
The empirical economics letters : a monthly international journal of economics
51
International journal of economics and financial issues : IJEFI
48
Journal of financial economics
46
European economic review : EER
45
Journal of financial econometrics : official journal of the Society for Financial Econometrics
42
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ECONIS (ZBW)
237
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1
Are REITS hedge or safe haven against oil price fall?
Hanif, Waqas
;
Andraz, Jorge M.
;
Gubareva, Mariya
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014446404
Saved in:
2
A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets
Manner, Hans
;
Rodriguez, Gabriel
;
Stöckler, Florian
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1385-1403
Persistent link: https://www.econbiz.de/10014446630
Saved in:
3
How does oil market volatility impact mutual fund performance?
Alsubaiei, Bader Jawid
;
Calice, Giovanni
;
Vivian, Andrew
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1601-1621
Persistent link: https://www.econbiz.de/10014446642
Saved in:
4
Robust inference under time-varying volatility : a real-time evaluation of professional forecasters
Demetrescu, Matei
;
Hanck, Christoph
;
Kruse-Becher, Robinson
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 1010-1030
Persistent link: https://www.econbiz.de/10013464645
Saved in:
5
Statistical identification in panel structural vector autoregressive models based on independence criteria
Herwartz, Helmut
;
Wang, Shu
- In:
Journal of applied econometrics
39
(
2024
)
4
,
pp. 620-639
Persistent link: https://www.econbiz.de/10014562838
Saved in:
6
Asymmetric effect of trading volume on realized volatility
Maki, Daiki
- In:
International review of economics & finance : IREF
94
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014582773
Saved in:
7
An empirical analysis of the volume-volatility nexus in crude oil markets under structural breaks : implications for forecasting
Patra, Saswat
- In:
International review of economics & finance : IREF
94
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014583719
Saved in:
8
Stock-oil comovements through fear, uncertainty, and expectations : evidence from conditional comoments
Noori, Mohammad
- In:
International review of economics & finance : IREF
93
(
2024
)
1
,
pp. 529-551
Persistent link: https://www.econbiz.de/10014535373
Saved in:
9
Asymmetric and frequency-domain spillover effects among industrial metals, precious metals, and energy futures markets
Nasreen, Samia
;
Tiwari, Aviral Kumar
;
Goodell, John W.
; …
- In:
International review of economics & finance : IREF
93
(
2024
)
1
,
pp. 1556-1592
Persistent link: https://www.econbiz.de/10014535491
Saved in:
10
Extreme time-frequency connectedness across U.S. sector stock and commodity futures markets
Bhattacherjee, Purba
;
Mishra, Sibanjan
;
Kang, Sang Hoon
- In:
International review of economics & finance : IREF
93
(
2024
)
2
,
pp. 1176-1197
Persistent link: https://www.econbiz.de/10014535697
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