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subject:"Schock"
subject:"Volatilität"
~isPartOf:"Applied economics letters"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Journal of econometrics"
~subject:"Wirtschaftswachstum"
~type_genre:"Aufsatz in Zeitschrift"
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Schock
Volatilität
Wirtschaftswachstum
Estimation
1,635
Schätzung
1,630
Theorie
334
Theory
334
Estimation theory
271
Schätztheorie
271
United States
194
USA
193
Time series analysis
191
Zeitreihenanalyse
191
Panel
184
Panel study
184
Volatility
179
Börsenkurs
167
Share price
167
Capital income
139
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139
Nichtparametrisches Verfahren
132
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132
Welt
132
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132
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125
Regressionsanalyse
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119
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112
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112
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90
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86
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299
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Todorov, Viktor
13
Bollerslev, Tim
8
Tauchen, George Eugene
7
Bhaskara Rao, Buddhavarapu
5
Gupta, Rangan
5
Kim, Donggyu
5
Li, Jia
5
Andersen, Torben
4
Aït-Sahalia, Yacine
4
Francq, Christian
3
Huang, Ho-chuan
3
McAleer, Michael
3
Patton, Andrew J.
3
Sosvilla-Rivero, Simón
3
Wang, Bin
3
Wang, Yazhen
3
Xiu, Dacheng
3
Zakoïan, Jean-Michel
3
Asai, Manabu
2
Barigozzi, Matteo
2
Berument, Hakan
2
Bibinger, Markus
2
Chang, Tsangyao
2
Christensen, Kim
2
Creal, Drew
2
Ergemen, Yunus Emre
2
Fan, Jianqing
2
Feridun, Mete
2
Gallo, Giampiero M.
2
Ghysels, Eric
2
Grobys, Klaus
2
Grynkiv, Iaryna
2
Hallin, Marc
2
Harvey, Andrew C.
2
Jalles, João Tovar
2
Kacprzyk, Andrzej
2
Kong, Xin-Bing
2
Li, Kunpeng
2
Li, Yingying
2
Ma, Feng
2
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Applied economics letters
Discussion paper / Centre for Economic Policy Research
Journal of econometrics
Applied economics
295
Economic modelling
260
Energy economics
230
International review of economics & finance : IREF
169
Finance research letters
157
Economics letters
140
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
125
International review of financial analysis
118
Journal of international money and finance
116
The North American journal of economics and finance : a journal of financial economics studies
115
International Journal of Energy Economics and Policy : IJEEP
114
Journal of banking & finance
104
International journal of economics and financial issues : IJEFI
101
Applied financial economics
87
Journal of macroeconomics
86
Journal of empirical finance
85
Research in international business and finance
83
Journal of international financial markets, institutions & money
80
Journal of risk and financial management : JRFM
80
International journal of economics and finance
79
The empirical economics letters : a monthly international journal of economics
79
International journal of finance & economics : IJFE
77
Journal of economic dynamics & control
75
Cogent economics & finance
71
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
71
Macroeconomic dynamics
66
The journal of futures markets
62
Economies : open access journal
61
International journal of forecasting
59
Theoretical and applied economics : GAER review
59
Journal of monetary economics
58
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
58
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
57
The European journal of finance
54
Journal of international economics
53
Journal of applied econometrics
51
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
49
Defence and peace economics
46
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ECONIS (ZBW)
299
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1
The day-of-the-week effect on global stock market volatility after a market shock
Kang, Taehyeon
;
Cho, Eunyoung
- In:
Applied economics letters
31
(
2024
)
8
,
pp. 696-701
Persistent link: https://www.econbiz.de/10014557841
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2
Forecasting RMB exchange rate volatility : do time-varying higher moments and time-varying risk aversion help?
Wu, Xinyu
;
Mei, Xueting
;
Liu, Li
- In:
Applied economics letters
31
(
2024
)
8
,
pp. 757-767
Persistent link: https://www.econbiz.de/10014557859
Saved in:
3
Impacts of economic policy uncertainty on the time-varying risk-return relationship : evidence from G7 countries
He, Zhifang
;
Zheng, Jie
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 270-274
Persistent link: https://www.econbiz.de/10014468759
Saved in:
4
Financial development and FDI inflows : amplifying effect of bilateral political relations
Shen, Jun
;
Wang, Bin
;
Zhao, Kai
- In:
Applied economics letters
31
(
2024
)
5
,
pp. 390-394
Persistent link: https://www.econbiz.de/10014469297
Saved in:
5
Measuring the persistence degree of shocks to the US tourism markets : new evidence for COVID-19 pandemic period
Peng, Yi-Ting
;
Chang, Tsangyao
;
Ranjbar, Omid
;
Li, Fangjhy
- In:
Applied economics letters
31
(
2024
)
5
,
pp. 422-431
Persistent link: https://www.econbiz.de/10014469924
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
Monetary policy spillovers : the impact of ECB conventional and unconventional monetary policies on the Swiss stock market
Fausch, Jürg
;
Sutter, Daniel
- In:
Applied economics letters
31
(
2024
)
2
,
pp. 122-127
Persistent link: https://www.econbiz.de/10014448257
Saved in:
8
Identifying latent factors based on high-frequency data
Sun, Yucheng
;
Xu, Wen
;
Zhang, Chuanhai
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 251-270
Persistent link: https://www.econbiz.de/10014341048
Saved in:
9
High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
Saved in:
10
Moments, shocks and spillovers in Markov-switching VAR models
Kole, Erik
;
Dijk, Dick van
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365495
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