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subject:"Schock"
subject:"Volatilität"
~accessRights:"free"
~isPartOf:"Journal of forecasting"
~subject:"EU-Staaten"
~subject:"Estimation"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
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Schock
Volatilität
EU-Staaten
Estimation
Schätzung
8
Forecasting model
5
Prognoseverfahren
5
Bayes-Statistik
3
Bayesian inference
3
Capital income
3
Kapitaleinkommen
3
VAR model
3
VAR-Modell
3
Volatility
3
Aktienmarkt
2
Erwartungsbildung
2
Expectation formation
2
Geldpolitik
2
Impact assessment
2
Inflation expectations
2
Inflationserwartung
2
Monetary policy
2
Risiko
2
Risk
2
Stock market
2
Welt
2
Wirkungsanalyse
2
World
2
expectations
2
Analysis of variance
1
Anlageverhalten
1
Bayesian VAR
1
Bayesian global VAR
1
Bayesian vector autoregression
1
Behavioural finance
1
Börsenkurs
1
Capital market returns
1
Colombia
1
Crime
1
Currency crisis
1
EU countries
1
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Article in journal
Aufsatz in Zeitschrift
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English
8
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Apostolakis, George N.
1
Beckmann, Joscha
1
Bonato, Matteo
1
Cepni, Oguzhan
1
Cheng, Yihan
1
Czudaj, Robert
1
Giannellis, Nikolaos
1
Gupta, Rangan
1
Kiss, Tamás
1
Mandler, Martin
1
Mazur, Stepan
1
Nguyen, Hoang
1
Papadopoulos, Athanasios P.
1
Pierdzioch, Christian
1
Ruan, Xinfeng
1
Santos-Marquez, Felipe
1
Scharnagl, Michael
1
Wang, Man
1
Zhang, Jin E.
1
Zhang, Junyu
1
Österholm, Pär
1
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Published in...
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Journal of forecasting
International journal of economics and financial issues : IJEFI
258
Cogent economics & finance
199
International Journal of Energy Economics and Policy : IJEEP
186
Journal of risk and financial management : JRFM
184
Economies : open access journal
160
Quantitative economics : QE ; journal of the Econometric Society
80
Risks : open access journal
74
Iranian economic review : journal of University of Tehran
73
Econometrics : open access journal
71
International Journal of Financial Studies : open access journal
57
Romanian journal of economic forecasting
56
Empirical economics : a quarterly journal of the Institute for Advanced Studies
53
Financial innovation : FIN
52
CBN journal of applied statistics
48
European research studies
46
Pakistan journal of commerce and social sciences
46
Economics : the open-access, open-assessment journal
43
Economics and Business Letters : EBL
42
Journal of applied economics
41
Ekonomický časopis : časopis pre ekonomickú teóriu, hospodársku politiku, spoločensko-ekonomické prognózovanie
40
Journal of Asian finance, economics and business : JAFEB
39
Journal for labour market research
35
Montenegrin journal of economics
34
Quantitative finance and economics
34
Borsa Istanbul Review
33
Comparative economic research : Central and Eastern Europe
31
International journal of economic perspectives : IJEP
30
Journal of business economics and management
30
Future Business Journal
28
Equilibrium : quarterly journal of economics and economic policy
26
Argumenta oeconomica
25
Cogent business & management
25
Economia : revista da ANPEC
25
IZA world of labor : evidence-based policy making
25
Journal of central banking theory and practice
25
Zbornik radova Ekonomskog Fakulteta u Rijeci : časopis za ekonomsku teoriju i praksu
25
Journal of economics, finance & administrative science
24
Cambridge working papers in economics
23
Journal of economic structures : JES; the official journal of the Pan-Pacific Association of Input-Output Studies (PAPAIOS)
23
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
22
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ECONIS (ZBW)
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1
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
2
Risk-neutral moments and return predictability : international evidence
Zhang, Junyu
;
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1086-1111
Persistent link: https://www.econbiz.de/10014338814
Saved in:
3
Modeling the relation between the US real economy and the corporate bond-yield spread in Bayesian VARs with non-Gaussian innovations
Kiss, Tamás
;
Mazur, Stepan
;
Nguyen, Hoang
;
Österholm, Pär
- In:
Journal of forecasting
42
(
2023
)
2
,
pp. 347-368
Persistent link: https://www.econbiz.de/10014292181
Saved in:
4
The role of expectations for currency crisis dynamics : the case of the Turkish lira
Beckmann, Joscha
;
Czudaj, Robert
- In:
Journal of forecasting
42
(
2023
)
3
,
pp. 625-642
Persistent link: https://www.econbiz.de/10014292220
Saved in:
5
The effects of shocks to interest rate expectations in the euro area : estimates at the country level
Mandler, Martin
;
Scharnagl, Michael
- In:
Journal of forecasting
42
(
2023
)
3
,
pp. 643-656
Persistent link: https://www.econbiz.de/10014292222
Saved in:
6
Macro-financial effects of monetary policy easing
Apostolakis, George N.
;
Giannellis, Nikolaos
; …
- In:
Journal of forecasting
42
(
2023
)
3
,
pp. 715-738
Persistent link: https://www.econbiz.de/10014292226
Saved in:
7
Spatial beta-convergence forecasting models : evidence from municipal homicide rates in Colombia
Santos-Marquez, Felipe
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 294-302
Persistent link: https://www.econbiz.de/10012817750
Saved in:
8
Forecasting value at risk and expected shortfall using high-frequency data of domestic and international stock markets
Wang, Man
;
Cheng, Yihan
- In:
Journal of forecasting
41
(
2022
)
8
,
pp. 1595-1607
Persistent link: https://www.econbiz.de/10013465725
Saved in:
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