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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"
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EU-Staaten
Volatility
ARCH-Modell
Bayesian inference
Estimation
423
Schätzung
423
Volatilität
110
Theorie
98
Theory
98
Capital income
96
Kapitaleinkommen
96
Börsenkurs
84
Share price
84
Aktienmarkt
80
Stock market
80
Time series analysis
78
Zeitreihenanalyse
78
Cointegration
62
Kointegration
62
ARCH model
58
Welt
52
World
52
USA
45
United States
45
Estimation theory
37
Geldpolitik
37
Monetary policy
37
Schätztheorie
37
Forecasting model
35
Prognoseverfahren
35
VAR model
35
VAR-Modell
35
Nichtlineare Regression
33
Nonlinear regression
33
Regression analysis
31
Regressionsanalyse
31
Exchange rate
30
Markov chain
30
Markov-Kette
30
Wechselkurs
30
Panel
28
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28
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1
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English
151
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Chevallier, Julien
5
Aboura, Sofiane
3
Gupta, Rangan
3
Caporale, Guglielmo Maria
2
Chan, Joshua
2
Fabozzi, Frank J.
2
Fazzari, Steven M.
2
Ftiti, Zied
2
Kaufmann, Sylvia
2
Koop, Gary
2
Morley, James C.
2
Panovska, Irina
2
Papadamou, Stephanos
2
Račev, Svetlozar T.
2
Strachan, Rodney W.
2
Umar, Zaghum
2
Abedin, Mohammad Zoynul
1
Agarwal, Vineet
1
Agudelo, Diego A.
1
Al-Shboul, Mohammad
1
Almahadin, Hamed Ahmad
1
Alsarhan, Abdulwahab A.
1
Andrikopoulos, Panagiotis
1
Antonakakis, Nikolaos
1
Anwar, Sajid
1
Assaf, Ata
1
Audrino, Francesco
1
Avdoulas, Christos
1
Avdulaj, Krenar
1
Awijen, Haithem
1
Aydoğan, Berna
1
Bajo Rubio, Oscar
1
Baklaci, Hasan Fehmi
1
Balcilar, Mehmet
1
Bales, Stephan
1
Barbedo, Claudio Henrique da Silveira
1
Barnett, William A.
1
Barunik, Jozef
1
Bassil, Charbel
1
Baur, Dirk G.
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
229
Applied economics
225
CESifo working papers
196
Energy economics
170
Finance research letters
159
International review of economics & finance : IREF
159
Applied economics letters
148
Working paper
144
Journal of econometrics
140
Discussion paper / Centre for Economic Policy Research
135
International review of financial analysis
130
The North American journal of economics and finance : a journal of financial economics studies
129
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
121
Journal of banking & finance
116
Journal of international money and finance
116
Discussion paper series / IZA
115
Discussion paper / Tinbergen Institute
113
Working paper / National Bureau of Economic Research, Inc.
103
Journal of empirical finance
102
Working paper series / European Central Bank
102
Economics letters
101
NBER working paper series
101
Journal of international financial markets, institutions & money
95
Applied financial economics
92
Discussion paper
92
NBER Working Paper
91
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
89
International journal of forecasting
75
International journal of finance & economics : IJFE
72
The journal of futures markets
70
The European journal of finance
69
Journal of economic dynamics & control
66
Journal of risk and financial management : JRFM
66
Journal of applied econometrics
58
ECB Working Paper
55
CESifo Working Paper Series
54
Discussion papers / Deutsches Institut für Wirtschaftsforschung
54
Empirica : journal of european economics
53
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ECONIS (ZBW)
151
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31
Impact of the Covid-19 induced panic on the Environmental, Social and Governance leaders equity volatility : a time-frequency analysis
Umar, Zaghum
;
Gubareva, Mariya
;
Dang Khoa Tran
; …
- In:
Research in international business and finance
58
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10013287761
Saved in:
32
Disaggregated oil shocks and stock-market tail risks : evidence from a panel of 48 economics
Gupta, Rangan
;
Sheng, Xin
;
Pierdzioch, Christian
;
Ji, Qiang
- In:
Research in international business and finance
58
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013287890
Saved in:
33
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:
34
Risk shocks with time-varying higher moments
Dorofeenko, Victor
;
Lee, Gabriel S.
;
Salyer, Kevin Duff
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
2
,
pp. 1-20
Persistent link: https://www.econbiz.de/10012198643
Saved in:
35
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:
36
Can happiness predict future volatility in stock markets?
Naeem, Muhammad Abubakr
;
Farid, Saqib
;
Faruk, Balli
; …
- In:
Research in international business and finance
54
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012581437
Saved in:
37
Modelling the nonlinear relationship between oil prices, stock markets, and exchange rates in oil-exporting and oil-importing countries
Chkir, Imed Eddine
;
Guesmi, Khaled
;
Brayek, Angham Ben
; …
- In:
Research in international business and finance
54
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012581526
Saved in:
38
Causal relationships between inflation and inflation uncertainty
Barnett, William A.
;
Jawadi, Fredj
;
Ftiti, Zied
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
5
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012406029
Saved in:
39
High and low prices and the range in the European stock markets : a long-memory approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
Research in international business and finance
52
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012543286
Saved in:
40
Impact of stock market trading on currency market volatility spillovers
Baklaci, Hasan Fehmi
;
Aydoğan, Berna
;
Yelkenci, Tezer
- In:
Research in international business and finance
52
(
2020
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012548558
Saved in:
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