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subject:"EU-Staaten"
type_genre:"Übersichtsarbeit"
~isPartOf:"Applied economics letters"
~isPartOf:"Economics letters"
~isPartOf:"Hacienda pública española : review of public economics"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~person:"Kutan, Ali Mustafa"
~person:"Ma, Feng"
~person:"Sosvilla-Rivero, Simón"
~subject:"Commodity derivative"
~subject:"Time-varying parameters"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Conference paper"
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EU-Staaten
Commodity derivative
Time-varying parameters
Volatility
Estimation
23
Schätzung
23
Volatilität
8
Capital income
6
EU countries
6
Kapitaleinkommen
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5
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Übersichtsarbeit
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Kutan, Ali Mustafa
Ma, Feng
Sosvilla-Rivero, Simón
Gupta, Rangan
6
Prokopczuk, Marcel
6
Gil-Alaña, Luis A.
5
Wese Simen, Chardin
4
Xuan Vinh Vo
4
Yin, Libo
4
Brooks, Robert
3
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3
Chiang, Thomas C.
3
Grobys, Klaus
3
Han, Liyan
3
Wang, Yudong
3
Annaert, Jan
2
Balcilar, Mehmet
2
Baldi, Lucia
2
Beck, Krzysztof
2
Bekiros, Stelios
2
Blazsek, Szabolcs
2
Bouri, Elie
2
Camarero Olivas, Mariam
2
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2
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2
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2
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2
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2
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Do, Hung Xuan
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Fernández Rodríguez, Fernando
2
Fullerton, Thomas M.
2
Gómez Puig, Marta
2
Hamori, Shigeyuki
2
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2
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Applied economics letters
Economics letters
Hacienda pública española : review of public economics
International review of economics & finance : IREF
Journal of banking & finance
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Applied economics
6
Energy economics
6
Journal of international financial markets, institutions & money
3
Finance research letters
2
International journal of finance & economics : IJFE
2
International review of financial analysis
2
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2
Acta oeconomica : periodical of the Hungarian Academy of Sciences
1
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1
Baltic journal of economics
1
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1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
European economic review : EER
1
Financial innovation : FIN
1
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
1
Journal of international money and finance
1
Review of world economics
1
Revista de economía mundial : REM ; revista de la Sociedad de Economía Mundial
1
The North American journal of economics and finance : a journal of financial economics studies
1
The journal of futures markets
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
14
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1
Liquidity and realized volatility prediction in Chinese stock market : a time-varying transitional dynamic perspective
Xu, Yanyan
;
Liu, Jing
;
Ma, Feng
;
Chu, Jielei
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 543-560
Persistent link: https://www.econbiz.de/10014446494
Saved in:
2
Newspaper-based equity uncertainty or implied volatility index : new evidence from oil market volatility predictability
Lu, Xinjie
;
Ma, Feng
;
Li, Pan
;
Li, Tao
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 960-964
Persistent link: https://www.econbiz.de/10014303607
Saved in:
3
Black swan events and COVID-19 outbreak : sector level evidence from the US, UK, and European stock markets
Ahmad, Wasim
;
Kutan, Ali Mustafa
;
Gupta, Smarth
- In:
International review of economics & finance : IREF
75
(
2021
),
pp. 546-557
Persistent link: https://www.econbiz.de/10012692797
Saved in:
4
Identifying asymmetric responses of sectoral equities to oil price shocks in a NARDL model
Dhaoui, Abderrazak
;
Chevallier, Julien
;
Ma, Feng
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
2
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012507450
Saved in:
5
Volatility information trading in the index options market : an intraday analysis
Yang, Heejin
;
Kutan, Ali Mustafa
;
Ryu, Doojin
- In:
International review of economics & finance : IREF
64
(
2019
),
pp. 412-426
Persistent link: https://www.econbiz.de/10012372813
Saved in:
6
On the time-varying nature of the debt-growth nexus : evidence from the euro area
Gómez Puig, Marta
;
Sosvilla-Rivero, Simón
- In:
Applied economics letters
25
(
2018
)
9
,
pp. 597-600
Persistent link: https://www.econbiz.de/10011855059
Saved in:
7
Heterogeneity in the debt-growth nexus : evidence from EMU countries
Gómez Puig, Marta
;
Sosvilla-Rivero, Simón
- In:
International review of economics & finance : IREF
51
(
2017
),
pp. 470-486
Persistent link: https://www.econbiz.de/10011754567
Saved in:
8
Unconventional monetary policy and the dollar-euro exchange rate : first results from time-series analysis
Sosvilla-Rivero, Simón
;
Fernández-Fernández, Natalia
- In:
Applied economics letters
23
(
2016
)
10/12
,
pp. 732-735
Persistent link: https://www.econbiz.de/10011628471
Saved in:
9
Forecasting the realized volatility : the role of jumps
Liu, Zhichao
;
Ma, Feng
;
Wang, Xunxiao
;
Xia, Zean
- In:
Applied economics letters
23
(
2016
)
10/12
,
pp. 736-739
Persistent link: https://www.econbiz.de/10011628475
Saved in:
10
Forecasting realized volatility in a changing world : a dynamic model averaging approach
Wang, Yudong
;
Ma, Feng
;
Wei, Yu
;
Wu, Chongfeng
- In:
Journal of banking & finance
64
(
2016
),
pp. 136-149
Persistent link: https://www.econbiz.de/10011634282
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