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subject:"Monetary policy"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Cepni, Oguzhan"
~person:"McAleer, Michael"
~subject:"ARCH-Modell"
~subject:"Interest rate"
~subject:"VAR model"
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Monetary policy
ARCH-Modell
Interest rate
VAR model
Estimation
3
Schätzung
3
ARCH model
2
Börsenkurs
2
Capital income
2
Kapitaleinkommen
2
Share price
2
Volatility
2
Volatilität
2
12-Month variance futures
1
3-Month variance futures
1
Aktienindex
1
Anlageverhalten
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Behavioural finance
1
Commodity derivative
1
Conditional correlations
1
Correlation
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Crude oil prices
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Derivat
1
Derivative
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External instruments
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Financial derivatives
1
Forecasting model
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Forward and futures prices
1
Futures
1
Geldpolitik
1
Hedging
1
Investor sentiment
1
Korrelation
1
Modellierung
1
Monetary policy surprises
1
Multivariate GARCH
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Oil price
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Option pricing theory
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Options
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Optionspreistheorie
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Portfolio selection
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Portfolio-Management
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Cepni, Oguzhan
McAleer, Michael
Gupta, Rangan
3
Belke, Ansgar
2
Chang, Chia-Lin
2
Guerello, Chiara
2
Hamori, Shigeyuki
2
Kamada, Koichiro
2
Kang, Sang Hoon
2
Liu, Fang
2
Mensi, Walid
2
Motegi, Kaiji
2
Nonejad, Nima
2
Salisu, Afees A.
2
Tian, Shuairu
2
Zeng, Zheng
2
Adediran, Idris A.
1
Ahelegbey, Daniel Felix
1
Al-Jarrah, Idries Mohammad Wanas
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Al-Yahyaee, Khamis Hamed
1
Aliyu, Victoria O.
1
Anjum, Hassan
1
Asai, Manabu
1
Auer, Benjamin R.
1
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1
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1
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Bellos, Sotirios K.
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1
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1
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Castillo B., Paul
1
Chang, Shu-lien
1
Chau, Po-Hon
1
Chen, Cathy W. S.
1
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1
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The North American journal of economics and finance : a journal of financial economics studies
Econometric Institute research papers
15
Working paper
9
Discussion paper / Tinbergen Institute
6
Econometric reviews
2
Journal of risk and financial management : JRFM
2
Department of Economics working paper series
1
Econometrics : open access journal
1
International journal of forecasting
1
International review of economics & finance : IREF
1
Risks : open access journal
1
School of Accounting, Finance and Economics & FEMARC working paper series
1
The Japanese economic review : the journal of the Japanese Economic Association
1
The Korean economic review
1
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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Time-varying impact of monetary policy shocks on US stock returns : the role of investor sentiment
Cepni, Oguzhan
;
Gupta, Rangan
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013188349
Saved in:
2
Conditional correlations and volatility spillovers between crude oil and stock index returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 116-138
Persistent link: https://www.econbiz.de/10009777824
Saved in:
3
The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 151-167
Persistent link: https://www.econbiz.de/10009779314
Saved in:
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