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subject:"Japan"
~accessRights:"restricted"
~subject:"United Kingdom"
~subject:"Volatility"
~subject:"Volatilität"
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Japan
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Volatility
Volatilität
Estimation
22,623
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22,451
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4,548
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Gupta, Rangan
62
Ma, Feng
25
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23
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22
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21
Pierdzioch, Christian
19
Wohar, Mark E.
19
Todorov, Viktor
17
Xuan Vinh Vo
17
Gil-Alaña, Luis A.
16
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Mensi, Walid
15
Tiwari, Aviral Kumar
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13
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13
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13
Wu, Xinyu
13
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Zhu, Huiming
12
Kumar, Dilip
11
Lee, Chien-chiang
11
Nonejad, Nima
11
Wang, Yudong
11
Zhang, Yaojie
11
Apergēs, Nikolaos
10
Caporale, Guglielmo Maria
10
Demirer, Rıza
10
Jawadi, Fredj
10
Brooks, Robert
9
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9
Hammoudeh, Shawkat
9
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9
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9
Salisu, Afees A.
9
Clements, Adam
8
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Finance research letters
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Energy economics
129
International review of economics & finance : IREF
103
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102
Economic modelling
92
The North American journal of economics and finance : a journal of financial economics studies
85
International review of financial analysis
82
Journal of econometrics
73
Research in international business and finance
60
Working paper / National Bureau of Economic Research, Inc.
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Journal of international money and finance
58
Journal of banking & finance
54
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
51
Economics letters
50
Journal of international financial markets, institutions & money
50
Applied economics letters
49
Journal of empirical finance
47
International journal of forecasting
39
International journal of finance & economics : IJFE
38
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
37
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
34
Discussion papers / CEPR
32
The European journal of finance
31
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
30
Journal of financial econometrics
30
Pacific-Basin finance journal
30
Quantitative finance
29
Journal of financial economics
27
Emerging markets, finance and trade : EMFT
25
Journal of economic dynamics & control
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Journal of the Japanese and international economies : an international journal ; JJIE
24
Journal of financial markets
23
Empirical economics : a quarterly journal of the Institute for Advanced Studies
22
Management science : journal of the Institute for Operations Research and the Management Sciences
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Review of quantitative finance and accounting
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International journal of economics and finance
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Macroeconomic dynamics
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The journal of futures markets
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Global finance journal
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ECONIS (ZBW)
3,420
RePEc
2
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1
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10
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date (oldest first)
1
The term structure of yield curve and connectedness among ESG investments
Iqbal, Najaf
;
Umar, Zaghum
;
Ruman, Asif M.
;
Jiang, Shaohua
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014451520
Saved in:
2
Co-movements between heterogeneous crude oil and food markets : does temperature change really matter?
Cao, Yan
;
Cheng, Sheng
;
Li, Xinran
- In:
Research in international business and finance
67
(
2024
)
2
,
pp. 1-15
Persistent link: https://www.econbiz.de/10014451548
Saved in:
3
Dynamic spillover and connectedness in higher moments of European stock sector markets
Nekhili, Ramzi
;
Mensi, Walid
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
Research in international business and finance
68
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014451818
Saved in:
4
Market reactions to COVID-19 : does systemic risk vary across industries? a Markov-Switching CAPM approach
Bulut, Emre
;
Marangoz, Cumali
;
Daştan, Muhammet
- In:
Eastern European economics : EEE
62
(
2024
)
1
,
pp. 69-88
Persistent link: https://www.econbiz.de/10014450713
Saved in:
5
Is the Bank of Canada concerned about inflation or the state of the economy?
Pang, Ke
;
Shiamptanis, Christos
- In:
Journal of international money and finance
140
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014451379
Saved in:
6
News implied volatility and aggregate economic activity : evidence from the Japanese government bond market
Goshima, Keiichi
;
Ishijima, Hiroshi
;
Shintani, Mototsugu
- In:
Applied economics letters
31
(
2024
)
6
,
pp. 568-573
Persistent link: https://www.econbiz.de/10014470544
Saved in:
7
A market sentiment indicator, behaviourally grounded, for the analysis and forecast of volatility and bubbles
Ciaschini, Clio
;
Recchioni, Maria Cristina
- In:
Review of behavioral finance : RBF
16
(
2024
)
1
,
pp. 17-38
Persistent link: https://www.econbiz.de/10014471744
Saved in:
8
Forecasting Value at Risk and expected shortfall of foreign exchange rate volatility of major African currencies via GARCH and dynamic conditional correlation analysis
Afuecheta, Emmanuel
;
Okorie, Idika E.
;
Nadarajah, Saralees
- In:
Computational economics
63
(
2024
)
1
,
pp. 271-304
Persistent link: https://www.econbiz.de/10014472109
Saved in:
9
Forecasting exchange rate volatility : is economic policy uncertainty better?
Ruan, Qingsong
;
Zhang, Jiarui
;
Lv, Dayong
- In:
Applied economics
56
(
2024
)
13
,
pp. 1526-1544
Persistent link: https://www.econbiz.de/10014473121
Saved in:
10
Flexible markov-switching models with evolving regime-specific parameters : an application to Brazilian business cycles
Gomes, Fábio A.
;
Melo, Lívia C. M.
;
Soave, Gian Paulo
- In:
Applied economics
56
(
2024
)
14
,
pp. 1705-1722
Persistent link: https://www.econbiz.de/10014473203
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