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subject:"Japan"
~accessRights:"restricted"
~isPartOf:"International review of financial analysis"
~subject:"United States"
~subject:"Volatility"
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Japan
United States
Volatility
Estimation
233
Schätzung
232
Capital income
96
Kapitaleinkommen
96
Volatilität
78
Börsenkurs
77
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77
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Bouri, Elie
3
Ma, Feng
3
Degiannakis, Stavros
2
Gong, Xue
2
Hammoudeh, Shawkat
2
Huang, Yisu
2
Liu, Jia
2
Nonejad, Nima
2
Roubaud, David
2
Sensoy, Ahmet
2
Serdengeçti, Süleyman
2
Xuan Vinh Vo
2
Abad Díaz, David
1
Agarwalla, Sobhesh Kumar
1
Aharon, David Y.
1
Al-Gamrh, Bakr
1
Al-Khazali, Osamah
1
Alexakis, Christos A.
1
Alexiou, Constantinos
1
Ali, Md Hakim
1
Antonakakis, Nikolaos
1
Asadi, Mehrad
1
Audrino, Francesco
1
Azad, A. S. M. Sohel
1
Bahcivan, Hulusi
1
Ballester, Laura
1
Balli, Faruk
1
Balli, Hatice Ozer
1
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1
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1
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1
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1
Brooks, Robert
1
Butt, Hassan Anjum
1
Byström, Hans N. E.
1
Byun, Suk Joon
1
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1
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International review of financial analysis
Working paper / National Bureau of Economic Research, Inc.
474
Discussion paper / Centre for Economic Policy Research
390
Finance research letters
150
Energy economics
148
Applied economics
123
Economic modelling
114
International review of economics & finance : IREF
110
The North American journal of economics and finance : a journal of financial economics studies
104
Journal of econometrics
73
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
72
Applied economics letters
69
Economics letters
66
Research in international business and finance
62
Journal of banking & finance
60
Journal of international money and finance
59
American economic journal : a journal of the American Economic Association
56
Journal of international financial markets, institutions & money
52
Journal of empirical finance
47
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
45
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
41
International journal of forecasting
40
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
40
Discussion papers / CEPR
38
International journal of finance & economics : IJFE
36
Pacific-Basin finance journal
34
The review of financial studies
33
Journal of economic dynamics & control
31
SpringerLink / Bücher
31
Journal of financial econometrics
30
Quantitative finance
30
The American economic review
30
Journal of applied econometrics
29
The European journal of finance
29
Academy of Management journal : AMJ
28
Journal of financial economics
28
Emerging markets, finance and trade : EMFT
26
Empirical economics : a quarterly journal of the Institute for Advanced Studies
26
Journal of financial markets
24
NBER working paper series
24
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ECONIS (ZBW)
85
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1
Recession-proof marketing? : unraveling the impact of advertising efficiency on stock volatility
Al-Gamrh, Bakr
;
Rasul, Tareq Faizur
- In:
International review of financial analysis
92
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014492364
Saved in:
2
Economic policy uncertainty and stock market volatility in China : evidence from SV-MIDAS-t model
Wang, Nianling
;
Yin, Jiyuan
;
Li, Yong
- In:
International review of financial analysis
92
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014492383
Saved in:
3
Global uncertainties and Australian financial markets : quantile time-frequency connectedness
Sheikh, Umaid A.
;
Asadi, Mehrad
;
Roubaud, David
; …
- In:
International review of financial analysis
92
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014492393
Saved in:
4
GARCH-M model with an asymmetric risk premium : distinguishing between "good" and "bad" volatility periods
Trifonov, Juri
;
Potanin, Bogdan
- In:
International review of financial analysis
91
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014446930
Saved in:
5
The sources of portfolio volatility and mutual fund performance
Vafai, Nima
;
Rakowski, David
- In:
International review of financial analysis
91
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014446960
Saved in:
6
Asymmetric and high-order risk transmission across VIX and Chinese futures markets
Zhang, Qun
;
Zhang, Zhendong
;
Luo, Jiawen
- In:
International review of financial analysis
93
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014543395
Saved in:
7
Global financial risk and market connectedness : An empirical analysis of COVOL and major financial markets
Lang, Chunlin
;
Xu, Danyang
;
Corbet, Shaen
;
Hu, Yang
; …
- In:
International review of financial analysis
93
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014543425
Saved in:
8
Harnessing the power of real-time forum opinion : unveiling its impact on stock market dynamics using intraday high-frequency data in China
Tang, Zhenpeng
;
Lin, Qiaofeng
;
Cai, Yi
;
Chen, Kaijie
; …
- In:
International review of financial analysis
93
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014543482
Saved in:
9
Return-volatility relationships in cryptocurrency markets : evidence from asymmetric quantiles and non-linear ARDL approach
Karim, Muhammad Mahmudul
;
Ali, Md Hakim
;
Yarovaya, Larisa
; …
- In:
International review of financial analysis
90
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014470582
Saved in:
10
A new view of risk contagion by decomposition of dependence structure : Empirical analysis of Sino-US stock markets
Zheng, Yanting
;
Luan, Xin
;
Xin, Lu
;
Liu, Jiaming
- In:
International review of financial analysis
90
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014470629
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