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subject:"Japan"
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~subject:"United States"
~subject:"Volatility"
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Japan
United States
Volatility
Estimation
22,635
Schätzung
22,463
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4,549
Theory
4,549
Volatilität
2,749
Capital income
2,656
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2,655
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2,637
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2,470
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2,469
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2,247
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1,845
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1,817
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1,810
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1,686
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1,685
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1,662
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1,660
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1,500
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1,499
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1,482
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1,481
Cointegration
1,421
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1,416
Deutschland
1,405
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1,402
Estimation theory
1,298
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1,298
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1,195
Monetary policy
1,192
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1,135
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1,135
ARCH model
1,107
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1,107
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1,100
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25
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Gupta, Rangan
81
Bahmani-Oskooee, Mohsen
30
Ma, Feng
26
Balcilar, Mehmet
25
Wohar, Mark E.
24
Bouri, Elie
22
Pierdzioch, Christian
20
Xuan Vinh Vo
20
Marcellino, Massimiliano
18
Tiwari, Aviral Kumar
18
Todorov, Viktor
17
Kang, Sang Hoon
16
Apergēs, Nikolaos
15
Gil-Alaña, Luis A.
15
Mensi, Walid
15
Yoon, Seong-min
14
Bollerslev, Tim
13
Hammoudeh, Shawkat
13
Li, Jia
13
Massa, Massimo
13
Wei, Yu
13
Wu, Xinyu
13
Lee, Chien-chiang
12
Wang, Yudong
12
Zhu, Huiming
12
Gambetti, Luca
11
Jawadi, Fredj
11
Kelly, Bryan T.
11
Kumar, Dilip
11
Nonejad, Nima
11
Salisu, Afees A.
11
Timmermann, Allan
11
Zhang, Yaojie
11
Brooks, Robert
10
Chevallier, Julien
10
Demirer, Rıza
10
Forni, Mario
10
Ghysels, Eric
10
Heckman, James J.
10
Ji, Qiang
10
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2
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1
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1
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1
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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
International review of financial analysis
85
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)
5,004
RePEc
2
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1
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10
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5,006
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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
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:
6
Social capital and stock price crash risk : evidence from US terrorist attacks
Mun, Hyejin
;
Mun, Seongjae
;
Kim, Hyeong Joon
- In:
Corporate governance : an international review
32
(
2024
)
1
,
pp. 33-62
Persistent link: https://www.econbiz.de/10014470665
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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