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subject:"Schock"
subject:"Volatilität"
~isPartOf:"Economic modelling"
~isPartOf:"Research in international business and finance"
~isPartOf:"The journal of futures markets"
~language:"eng"
~subject:"Panel study"
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Search: subject_exact:"Estimation"
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Schock
Volatilität
Panel study
Estimation
1,233
Schätzung
1,232
Theorie
250
Theory
250
Volatility
244
Börsenkurs
192
Share price
192
Welt
183
World
183
Aktienmarkt
166
Stock market
166
Capital income
165
Kapitaleinkommen
165
USA
158
United States
158
Cointegration
152
Kointegration
151
Panel
126
Time series analysis
123
Zeitreihenanalyse
123
ARCH model
106
ARCH-Modell
106
Forecasting model
106
Prognoseverfahren
106
Economic growth
101
Geldpolitik
101
Monetary policy
101
Wirtschaftswachstum
100
EU countries
93
EU-Staaten
92
VAR model
83
VAR-Modell
83
Business cycle
77
Konjunktur
77
Shock
76
Exchange rate
73
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73
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Undetermined
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Free
5
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Article
425
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Conference paper
2
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2
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English
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Chevallier, Julien
5
Gupta, Rangan
5
Narayan, Paresh Kumar
5
Aboura, Sofiane
3
Caporale, Guglielmo Maria
3
Ftiti, Zied
3
Hook, Law Siong
3
Huang, Ho-chuan
3
Huang, Zhuo
3
Lee, Chien-chiang
3
Agarwalla, Sobhesh Kumar
2
Akram, Vaseem
2
Antonakakis, Nikolaos
2
Apergēs, Nikolaos
2
Balcilar, Mehmet
2
BenSaïda, Ahmed
2
Brana, Sophie
2
Chang, Ming-Jen
2
Cheikh, Nidhaleddine Ben
2
Chen, Shyh-Wei
2
Cross, Jamie
2
Ederington, Louis H.
2
Everaert, Gerdie
2
Feng, Yun
2
Fonseca, José da
2
Gatfaoui, Hayette
2
Gil-Alaña, Luis A.
2
Hou, Chenghan
2
Hur, Joonyoung
2
Jansen, Stijn
2
Kiani, Khurshid M.
2
Kim, Jaebeom
2
Kumar, Dilip
2
Lai, Yu-Sheng
2
Li, Hong
2
Lim, Kian-Guan
2
Lin, Pei-chien
2
Litimi, Houda
2
Liu, Li
2
McMillan, David G.
2
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Economic modelling
Research in international business and finance
The journal of futures markets
Applied economics
286
Energy economics
222
Journal of econometrics
198
CESifo working papers
195
Applied economics letters
191
NBER working paper series
186
Working paper / National Bureau of Economic Research, Inc.
184
Discussion paper series / IZA
181
Economics letters
176
NBER Working Paper
170
International review of economics & finance : IREF
163
Working paper
156
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
151
Finance research letters
150
Discussion paper / Centre for Economic Policy Research
133
The North American journal of economics and finance : a journal of financial economics studies
124
Journal of international money and finance
120
International review of financial analysis
118
Journal of banking & finance
108
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
94
Discussion papers / CEPR
92
Discussion paper
90
Discussion paper / Tinbergen Institute
90
Journal of empirical finance
89
Applied financial economics
86
The empirical economics letters : a monthly international journal of economics
84
Journal of international financial markets, institutions & money
83
International journal of finance & economics : IJFE
77
Journal of risk and financial management : JRFM
76
IZA Discussion Paper
75
International Journal of Energy Economics and Policy : IJEEP
73
Journal of economic dynamics & control
73
Journal of macroeconomics
73
International journal of economics and financial issues : IJEFI
63
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
62
Journal of applied econometrics
61
CAMA working paper series
60
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ECONIS (ZBW)
425
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425
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1
Does exchange rate volatility affect the impact of appreciation and depreciation on the trade balance? : a nonlinear bivariate approach
Bosupeng, Mpho
;
Naranpanawa, Athula
;
Su, Jen-je
- In:
Economic modelling
130
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014451157
Saved in:
2
Credit default swaps and firm risk
Lin, Hai
;
Binh Hoang Nguyen
;
Wang, Junbo
;
Zhang, Cheng
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1668-1692
Persistent link: https://www.econbiz.de/10014432924
Saved in:
3
Term spreads of implied volatility smirk and variance risk premium
Guo, Wei
;
Ruan, Xinfeng
;
Gehricke, Sebastian A.
;
Zhang, …
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 829-857
Persistent link: https://www.econbiz.de/10014293246
Saved in:
4
Forecasting realized volatility : new evidence from time-varying jumps in VIX
Dutta, Anupam
;
Das, Debojyoti
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2165-2189
Persistent link: https://www.econbiz.de/10013465875
Saved in:
5
Option pricing with state-dependent pricing kernel
Tong, Chen
;
Hansen, Peter Reinhard
;
Huang, Zhuo
- In:
The journal of futures markets
42
(
2022
)
8
,
pp. 1409-1433
Persistent link: https://www.econbiz.de/10013287978
Saved in:
6
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:
7
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:
8
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:
9
Monetary policy surprises and corporate investment growth in China
Jiang, Lunan
;
Chen, Yinghui
;
Zhang, Lin
- In:
Economic modelling
131
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014451187
Saved in:
10
Performance comparison of alternative stochastic volatility models and its determinants in energy futures : COVID-19 and Russia-Ukraine conflict features
Fernandes, Mário Correia
;
Dias, José Carlos
;
Nunes, …
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 343-383
Persistent link: https://www.econbiz.de/10014475488
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