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subject:"EU-Staaten"
type_genre:"Übersichtsarbeit"
~isPartOf:"Hacienda pública española : review of public economics"
~isPartOf:"The Chinese economy"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Lien, Da-hsiang Donald"
~person:"Sosvilla-Rivero, Simón"
~person:"Wohar, Mark E."
~person:"Zhang, Zhaoyong"
~subject:"Beta risk"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Conference paper"
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EU-Staaten
Beta risk
Volatility
Estimation
12
Schätzung
12
Volatilität
9
ARCH model
3
ARCH-Modell
3
Aktienmarkt
3
Börsenkurs
3
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Lien, Da-hsiang Donald
Sosvilla-Rivero, Simón
Wohar, Mark E.
Zhang, Zhaoyong
Gupta, Rangan
7
Kang, Sang Hoon
5
Mensi, Walid
5
Pierdzioch, Christian
5
Zhu, Huiming
5
Hau, Liya
4
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3
Xuan Vinh Vo
3
Balcilar, Mehmet
2
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2
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2
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2
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2
Nonejad, Nima
2
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2
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Ahmed, Walid M. A.
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1
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1
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1
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Hacienda pública española : review of public economics
The Chinese economy
The North American journal of economics and finance : a journal of financial economics studies
Applied economics
5
Applied economics letters
5
Journal of international financial markets, institutions & money
4
Energy economics
2
International review of economics & finance : IREF
2
Acta oeconomica : periodical of the Hungarian Academy of Sciences
1
Applied financial economics
1
Baltic journal of economics
1
Economic modelling
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Economics and Business Letters : EBL
1
Economics letters
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
1
International journal of finance & economics : IJFE
1
Japan and the world economy : international journal of theory and policy
1
Journal of economic development
1
Journal of economics and finance
1
Journal of macroeconomics
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Journal of risk and financial management : JRFM
1
Macroeconomic dynamics
1
Open economies review
1
Pacific-Basin finance journal
1
Revista de economía mundial : REM ; revista de la Sociedad de Economía Mundial
1
Risks : open access journal
1
The European journal of finance
1
The financial review : the official publication of the Eastern Finance Association
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
The world economy : the leading journal on international economic relations
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ECONIS (ZBW)
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1
Effectiveness of augmented dollar-cost averaging
Kapalczynski, Anna
;
Lien, Da-hsiang Donald
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012821443
Saved in:
2
What drives the liquidity premium in the Chinese stock market?
An, Jiyoun
;
Ho, Kin-Yip
;
Zhang, Zhaoyong
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012665482
Saved in:
3
The role of term spread and pattern changes in predicting stock returns and volatility of the United Kingdom : evidence from a nonparametric causality-in-quantiles test using over...
Gupta, Rangan
;
Risse, Marian
;
Volkman, David A.
;
Wohar, …
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 391-405
Persistent link: https://www.econbiz.de/10012117890
Saved in:
4
Does partisan conflict predict a reduction in US stock market (realized) volatility? : evidence from a quantile-on-quantile regression model
Gupta, Rangan
;
Pierdzioch, Christian
;
Selmi, Refk
; …
- In:
The North American journal of economics and finance : a …
43
(
2018
),
pp. 87-96
Persistent link: https://www.econbiz.de/10012036263
Saved in:
5
Volatility spillovers among the U.S. and Asian stock markets : a comparison between the periods of Asian currency crisis and subprime credit crisis
Lien, Da-hsiang Donald
;
Lee, Geul
;
Li, Yang
;
Zhang, Yuyin
- In:
The North American journal of economics and finance : a …
46
(
2018
),
pp. 187-201
Persistent link: https://www.econbiz.de/10012036617
Saved in:
6
Do terror attacks affect the dollar-pound exchange rate? : a nonparametric causality-in-quantiles analysis
Balcilar, Mehmet
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
The North American journal of economics and finance : a …
41
(
2017
),
pp. 44-56
Persistent link: https://www.econbiz.de/10011878932
Saved in:
7
Structural breaks in volatility : the case of Chinese stock returns
Ni, Jinlan
;
Wohar, Mark E.
;
Wang, Beichen
- In:
The Chinese economy
49
(
2016
)
2
,
pp. 81-93
Persistent link: https://www.econbiz.de/10011619799
Saved in:
8
An update on EMU sovereign yield spread drivers in times of crisis : a panel data analysis
Gómez Puig, Marta
;
Sosvilla-Rivero, Simón
; …
- In:
The North American journal of economics and finance : a …
30
(
2014
),
pp. 133-153
Persistent link: https://www.econbiz.de/10010463543
Saved in:
9
How does news sentiment impact asset volatility? : evidence from long memory and regime-switching approaches
Ho, Kin-Yip
;
Shi, Yanlin
;
Zhang, Zhaoyong
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 436-456
Persistent link: https://www.econbiz.de/10010367572
Saved in:
10
Una medida de volatilidad local en series temporales : teoría y aplicación al tipo de cambio peseta-marco
Bajo Rubio, Oscar
- In:
Hacienda pública española : review of public economics
(
1995
),
pp. 49-58
Persistent link: https://www.econbiz.de/10001220729
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