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subject:"Purchasing power parity"
subject:"Wechselkurs"
~isPartOf:"International journal of monetary economics and finance"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"ARCH model"
~subject:"Börsenkurs"
~subject:"Crude oil prices"
~subject:"Fiscal policy"
~subject:"Geldnachfrage"
~subject:"Volatilität"
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Purchasing power parity
Wechselkurs
ARCH model
Börsenkurs
Crude oil prices
Fiscal policy
Geldnachfrage
Volatilität
Estimation
351
Schätzung
351
Volatility
101
Capital income
98
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Portfolio selection
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Spillover effect
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Spillover-Effekt
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Inflation
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Behavioural finance
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Gupta, Rangan
10
Pierdzioch, Christian
5
Zhu, Huiming
5
Dai, Zhifeng
4
Hau, Liya
4
Kang, Sang Hoon
4
Mensi, Walid
4
Balcilar, Mehmet
3
Lien, Da-hsiang Donald
3
Salisu, Afees A.
3
Wohar, Mark E.
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Xuan Vinh Vo
3
Yang, Chunpeng
3
Yoon, Seong-min
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Zhou, Liyun
3
Al-Yahyaee, Khamis Hamed
2
Beckmann, Joscha
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Belke, Ansgar
2
Caporin, Massimiliano
2
Chang, Chia-Lin
2
Chen, Mei-Ping
2
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Cho, Hoon
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Hamori, Shigeyuki
2
Ho, Kin-Yip
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Ji, Qiang
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Jung, Hojin
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Kim, Dong H.
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Kim, Jong-Min
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Lee, Geul
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2
McAleer, Michael
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Nonejad, Nima
2
Pérez Rodríguez, Jorge V.
2
Risse, Marian
2
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2
Seok, Sang Ik
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International journal of monetary economics and finance
The North American journal of economics and finance : a journal of financial economics studies
Applied economics
331
Applied economics letters
308
Economic modelling
256
NBER working paper series
253
Working paper / National Bureau of Economic Research, Inc.
252
International review of economics & finance : IREF
233
NBER Working Paper
227
Journal of international money and finance
223
Finance research letters
216
CESifo working papers
201
International review of financial analysis
187
Applied financial economics
182
Energy economics
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Journal of banking & finance
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Journal of empirical finance
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Journal of international financial markets, institutions & money
140
Journal of econometrics
137
International journal of finance & economics : IJFE
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
123
Economics letters
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Research in international business and finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
104
International journal of economics and financial issues : IJEFI
102
Discussion paper / Tinbergen Institute
96
International journal of economics and finance
96
The journal of futures markets
96
Journal of risk and financial management : JRFM
95
The European journal of finance
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Journal of financial economics
90
The empirical economics letters : a monthly international journal of economics
84
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Pacific-Basin finance journal
77
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Cogent economics & finance
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Journal of macroeconomics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
192
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1
The risk spillover between China's economic policy uncertainty and commodity markets : evidence from frequency spillover and quantile connectedness approaches
Jiang, Yonghong
;
Ao, Zhiming
;
Mo, Bin
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014483627
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2
The fluctuation correlation between investor sentiment and stock index using VMD-LSTM : evidence from China stock market
Gao, Zhenbin
;
Zhang, Jie
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014483735
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3
Effects of macroeconomic factors on stock prices for BRICS using the variational mode decomposition and quantile method
Wang, Xiangning
;
Huang, Qian
;
Zhang, Shuguang
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014484008
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4
Forecasting VIX using two-component realized EGARCH model
Wu, Xinyu
;
Zhao, An
;
Liu, Li
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014484064
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5
Stock-level sentiment contagion and the cross-section of stock returns
Zhou, Liyun
;
Chen, Dongqiao
;
Huang, Jialiang
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014485274
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6
Does the Central Bank of Peru respond to exchange rate movements? : a Bayesian estimation of a New Keynesian DSGE model with FX interventions
Rodriguez, Gabriel
;
Castillo B., Paul
;
Hasegawa, Harumi
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014485281
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7
Extreme dependence and spillovers between uncertainty indices and stock markets : does the US market play a major role?
Mensi, Walid
;
Kamal, Md Rajib
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014485327
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8
Uncertainty about interest rates and the real economy
Qadan, Mahmoud
;
Shuval, Kerem
;
David, Or
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014485443
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9
Cross-market information transmission and stock market volatility prediction
Wang, Yide
;
Chen, Zan
;
Ji, Xiaodong
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014485465
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10
Inflation risk and stock returns : evidence from US aggregate and sectoral markets
Chiang, Thomas C.
;
Chen, Pei-Ying
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014485580
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