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subject:"EU-Staaten"
subject:"Volatility"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~subject:"Causality analysis"
~subject:"Theory"
~type_genre:"Aufsatz in Zeitschrift"
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EU-Staaten
Volatility
Causality analysis
Theory
Estimation
192
Schätzung
192
Capital income
44
Kapitaleinkommen
44
Börsenkurs
43
Share price
43
Theorie
43
USA
40
United States
40
Volatilität
39
Aktienmarkt
34
Stock market
34
Forecasting model
22
Prognoseverfahren
22
ARCH model
19
ARCH-Modell
19
Cointegration
18
Kointegration
18
Welt
16
World
16
Exchange rate
14
Kausalanalyse
14
Wechselkurs
14
Risk
13
Business cycle
12
CAPM
12
Geldpolitik
12
Monetary policy
12
Portfolio selection
12
Portfolio-Management
12
Risiko
12
Time series analysis
12
Zeitreihenanalyse
12
Economic growth
11
Konjunktur
11
Risikoprämie
11
Risk premium
11
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88
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Aufsatz in Zeitschrift
Article in journal
88
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English
88
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Gupta, Rangan
4
Bouri, Elie
3
Gil-Alaña, Luis A.
3
Bohl, Martin T.
2
Boughrara, Adel
2
Caporale, Guglielmo Maria
2
Demirer, Rıza
2
Mahdavi, Saeid
2
Roubaud, David
2
Simlai, Prodosh
2
Sosvilla-Rivero, Simón
2
Zheng, Yao
2
Agiakloglou, Christos N.
1
Ahmad, Nasir
1
Ahmed, Mohamed S.
1
Ahmed, Shaker
1
Al-Shboul, Mohammad
1
Alaoui, Abdelkader O. el
1
Albulescu, C. T.
1
Alhadab, Mohammad
1
Ali, Adnan
1
Ali, Syed Riaz Mahmood
1
Alsharari, Nizar Mohammad
1
Anderson, Randy I.
1
Argyropoulos, Efthymios
1
Arvin, B. Mak
1
Bahmani, Sahar
1
Balcilar, Mehmet
1
Barari, Mahua
1
Bathia, Deven
1
Bazhair, Ayman Hassan
1
Berger, Mark C.
1
Bhatnagar, Aryaman
1
Bouri, E.
1
Cakan, Esin
1
Cebula, Richard J.
1
Cendejas Bueno, José Luis
1
Chaiechi, Taha
1
Chan, M. W. Luke
1
Chelikani, Surya
1
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Applied economics
518
Economic modelling
375
Applied economics letters
310
Economics letters
283
Journal of econometrics
256
International review of economics & finance : IREF
248
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
245
Energy economics
240
Journal of international money and finance
234
Finance research letters
210
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
207
Journal of banking & finance
194
Journal of applied econometrics
173
International review of financial analysis
169
Applied financial economics
160
Journal of empirical finance
155
The North American journal of economics and finance : a journal of financial economics studies
155
Journal of economic dynamics & control
146
Journal of macroeconomics
143
European economic review : EER
119
Journal of international financial markets, institutions & money
118
International journal of finance & economics : IJFE
117
The review of economics and statistics
115
Journal of financial economics
113
International journal of forecasting
112
The European journal of finance
112
Macroeconomic dynamics
109
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
108
Journal of international economics
107
Journal of monetary economics
105
The empirical economics letters : a monthly international journal of economics
98
Journal of forecasting
95
Journal of risk and financial management : JRFM
95
Research in international business and finance
95
International journal of economics and finance
94
Journal of money, credit and banking : JMCB
91
The journal of finance : the journal of the American Finance Association
91
The journal of futures markets
91
International Journal of Energy Economics and Policy : IJEEP
90
International journal of economics and financial issues : IJEFI
90
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ECONIS (ZBW)
88
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31
Extreme returns and the investor's expectation for future volatility : evidence from the Finnish stock market
Ali, Syed Riaz Mahmood
;
Ahmed, Shaker
;
Östermark, Ralf
- In:
The quarterly review of economics and finance : journal …
76
(
2020
),
pp. 260-269
Persistent link: https://www.econbiz.de/10012417625
Saved in:
32
Dynamics and determinants of spillovers across the option-implied volatilities of US equities
Bouri, Elie
;
Lucey, Brian M.
;
Roubaud, David
- In:
The quarterly review of economics and finance : journal …
75
(
2020
),
pp. 257-264
Persistent link: https://www.econbiz.de/10012416566
Saved in:
33
Dynamic transmissions between main stock markets and SME stock markets : evidence from tropical economies
Nguyen, Trang
;
Chaiechi, Taha
;
Eagle, Lynne C.
;
Low, …
- In:
The quarterly review of economics and finance : journal …
75
(
2020
),
pp. 308-324
Persistent link: https://www.econbiz.de/10012416910
Saved in:
34
Arbitrage risk and a sentiment as causes of persistent mispricing : the European evidence
Guidolin, Massimo
;
Ricci, Andrea
- In:
The quarterly review of economics and finance : journal …
76
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012417037
Saved in:
35
How informative are variance risk premium and implied volatility for Value-at-Risk prediction? : international evidence
Slim, Skander
;
Dahmene, Meriam
;
Boughrara, Adel
- In:
The quarterly review of economics and finance : journal …
76
(
2020
),
pp. 22-37
Persistent link: https://www.econbiz.de/10012417081
Saved in:
36
Momentum, asymmetric volatility and idiosyncratic risk-momentum relation : does technology-sector matter?
Ahmed, Mohamed S.
;
Alhadab, Mohammad
- In:
The quarterly review of economics and finance : journal …
78
(
2020
),
pp. 355-371
Persistent link: https://www.econbiz.de/10012431325
Saved in:
37
Asymmetric impact of oil prices on exchange rate and stock prices
Kumar, Satish
- In:
The quarterly review of economics and finance : journal …
72
(
2019
),
pp. 41-51
Persistent link: https://www.econbiz.de/10012176115
Saved in:
38
Measuring inequality persistence in OECD 1963-2008 using fractional integration and cointegration
Gil-Alaña, Luis A.
;
Škare, Marinko
; …
- In:
The quarterly review of economics and finance : journal …
72
(
2019
),
pp. 65-72
Persistent link: https://www.econbiz.de/10012176225
Saved in:
39
Testing the alternative two-state options pricing models : An empirical analysis on TXO
Su, Ender
;
Wong, Kai Wen
- In:
The quarterly review of economics and finance : journal …
72
(
2019
),
pp. 101-116
Persistent link: https://www.econbiz.de/10012176286
Saved in:
40
The dynamic behavior of evolving efficiency : evidence from the UAE stock markets
Al-Shboul, Mohammad
;
Alsharari, Nizar Mohammad
- In:
The quarterly review of economics and finance : journal …
73
(
2019
),
pp. 119-135
Persistent link: https://www.econbiz.de/10012296690
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