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subject:"EU-Staaten"
subject:"Volatility"
~isPartOf:"Research in international business and finance"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"ARCH-Modell"
~subject:"Bayesian inference"
~subject:"Geldpolitik"
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EU-Staaten
Volatility
ARCH-Modell
Bayesian inference
Geldpolitik
Estimation
423
Schätzung
423
Volatilität
110
Theorie
98
Theory
98
Capital income
96
Kapitaleinkommen
96
Börsenkurs
84
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84
Aktienmarkt
80
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80
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78
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62
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Chevallier, Julien
5
Gupta, Rangan
5
Aboura, Sofiane
3
Jawadi, Fredj
3
Papadamou, Stephanos
3
Bekiros, Stelios
2
Caporale, Guglielmo Maria
2
Chan, Joshua
2
Fabozzi, Frank J.
2
Fazzari, Steven M.
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Ftiti, Zied
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Hurn, Stan
2
Kaufmann, Sylvia
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Klotzle, Marcelo Cabus
2
Koop, Gary
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Morley, James C.
2
Panovska, Irina
2
Pinto, Antônio Carlos Figueiredo
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Račev, Svetlozar T.
2
Sidiropoulos, Moïse
2
Spyromitros, Eleftherios
2
Strachan, Rodney W.
2
Umar, Zaghum
2
Wohar, Mark E.
2
Abdymomunov, Azamat
1
Abedin, Mohammad Zoynul
1
Agarwal, Vineet
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Agnello, Luca
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Agudelo, Diego A.
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Al-Shboul, Mohammad
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Albulescu, Claudiu Tiberiu
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Almahadin, Hamed Ahmad
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Alsarhan, Abdulwahab A.
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Amidu, Mohammed
1
Andrikopoulos, Panagiotis
1
Antonakakis, Nikolaos
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Anwar, Sajid
1
Anzuini, Alessio
1
Ardakani, Omid M.
1
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Research in international business and finance
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Economic modelling
289
Applied economics
284
CESifo working papers
247
Discussion paper / Centre for Economic Policy Research
187
Applied economics letters
183
International review of economics & finance : IREF
179
Energy economics
175
Working paper
174
Finance research letters
169
NBER working paper series
166
Journal of international money and finance
165
Working paper / National Bureau of Economic Research, Inc.
157
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
154
NBER Working Paper
150
The North American journal of economics and finance : a journal of financial economics studies
149
Journal of econometrics
144
Working paper series / European Central Bank
139
International review of financial analysis
137
Economics letters
136
Journal of banking & finance
128
Discussion paper series / IZA
122
Discussion paper
119
Discussion paper / Tinbergen Institute
119
Journal of empirical finance
106
Discussion papers / CEPR
104
Journal of international financial markets, institutions & money
102
Applied financial economics
100
Journal of economic dynamics & control
99
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
95
Journal of macroeconomics
93
International journal of finance & economics : IJFE
81
International journal of forecasting
78
Journal of risk and financial management : JRFM
72
The European journal of finance
72
ECB Working Paper
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The journal of futures markets
70
CAMA working paper series
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ECONIS (ZBW)
176
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176
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1
Bayesian multivariate Beveridge-Nelson decomposition of I(1) and I(2) series with cointegration
Murasawa, Yasutomo
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
3
,
pp. 387-415
Persistent link: https://www.econbiz.de/10013334834
Saved in:
2
The term structure of yield curve and connectedness among ESG investments
Iqbal, Najaf
;
Umar, Zaghum
;
Ruman, Asif M.
;
Jiang, Shaohua
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014451520
Saved in:
3
Co-movements between heterogeneous crude oil and food markets : does temperature change really matter?
Cao, Yan
;
Cheng, Sheng
;
Li, Xinran
- In:
Research in international business and finance
67
(
2024
)
2
,
pp. 1-15
Persistent link: https://www.econbiz.de/10014451548
Saved in:
4
Dynamic spillover and connectedness in higher moments of European stock sector markets
Nekhili, Ramzi
;
Mensi, Walid
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
Research in international business and finance
68
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014451818
Saved in:
5
Volatility spillovers between sovereign CDS and futures markets in various volatility states : evidence from an emerging economy around the pandemic
Gök, Remzi
;
Bouri, Elie
;
Gemici, Eray
- In:
Research in international business and finance
66
(
2023
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014460654
Saved in:
6
Predictability and forecasting performance of major euro exchange rates using a relative PPP-based equilibrium model
Grossmann, Axel
;
Simpson, Marc W.
- In:
Research in international business and finance
66
(
2023
),
pp. 1-35
Persistent link: https://www.econbiz.de/10014462207
Saved in:
7
Are real interest rates a monetary phenomenon? : evidence from 700 years of data
Plakandaras, Vasilios
;
Gupta, Rangan
;
Karmakar, Sayar
; …
- In:
Research in international business and finance
66
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014463176
Saved in:
8
Score-driven multi-regime Markov-switching EGARCH : empirical evidence using the Meixner distribution
Blazsek, Szabolcs
;
Haddad, Michel Ferreira Cardia
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
4
,
pp. 589-634
Persistent link: https://www.econbiz.de/10014372917
Saved in:
9
Does the source of uncertainty matter? : the impact of financial, newspaper and Twitter-based measures on U.S. banks
Bales, Stephan
;
Burghartz, Kaspar
;
Burghof, Hans-Peter
; …
- In:
Research in international business and finance
65
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014432626
Saved in:
10
Impact of fiscal stimulus on volatility : a cross-country analysis
Gu, Tiantian
;
Venkateswaran, Anand
;
Erath, Marc
- In:
Research in international business and finance
65
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014434064
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