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subject:"Schock"
subject:"Volatilität"
~isPartOf:"Journal of international economics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Theory"
~subject:"Welt"
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Search: subject_exact:"Estimation"
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Schock
Volatilität
Theory
Welt
Estimation
533
Schätzung
533
Theorie
148
Volatility
109
World
94
Capital income
90
Kapitaleinkommen
90
Börsenkurs
89
Share price
89
USA
76
United States
76
Exchange rate
64
Wechselkurs
63
Aktienmarkt
62
Stock market
62
Shock
53
Forecasting model
51
Prognoseverfahren
51
Monetary policy
47
ARCH model
46
ARCH-Modell
46
Geldpolitik
46
Spillover effect
42
Spillover-Effekt
42
VAR model
42
VAR-Modell
42
Portfolio selection
37
Portfolio-Management
37
Kaufkraftparität
36
Purchasing power parity
36
Cointegration
34
Impact assessment
34
Kointegration
34
Time series analysis
34
Wirkungsanalyse
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Zeitreihenanalyse
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316
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Conference paper
5
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5
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English
316
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Gupta, Rangan
11
Kang, Sang Hoon
6
Zhu, Huiming
6
Hau, Liya
5
Mensi, Walid
5
Pierdzioch, Christian
5
Wohar, Mark E.
4
Chen, Mei-Ping
3
Dai, Zhifeng
3
Ji, Qiang
3
Lee, Chien-chiang
3
Salisu, Afees A.
3
Wang, Jian
3
Adediran, Idris A.
2
Ahmed, Walid M. A.
2
Al-Yahyaee, Khamis Hamed
2
Anderson, James E.
2
Balcilar, Mehmet
2
Balke, Nathan S.
2
Basco, Sergi
2
Belke, Ansgar
2
Bergstrand, Jeffrey H.
2
Caporin, Massimiliano
2
Cardi, Olivier
2
Cesa-Bianchi, Ambrogio
2
Chang, Chia-Lin
2
Chen, Qitong
2
Cheung, Yin-Wong
2
Dash, Saumya Ranjan
2
Del Negro, Marco
2
Di Giovanni, Julian
2
Eberhardt, Markus
2
Egger, Peter
2
Feenstra, Robert C.
2
Fontagné, Lionel
2
Guerello, Chiara
2
Ho, Kin-Yip
2
Jiang, Cuixia
2
Jung, Hojin
2
Kalemli-Ozcan, Sebnem
2
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Published in...
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Journal of international economics
The North American journal of economics and finance : a journal of financial economics studies
Working paper / National Bureau of Economic Research, Inc.
872
NBER working paper series
753
NBER Working Paper
700
Discussion paper / Centre for Economic Policy Research
592
Applied economics
575
CESifo working papers
519
Discussion paper series / IZA
451
Economic modelling
398
Applied economics letters
353
Economics letters
340
Working paper
339
Energy economics
296
Journal of international money and finance
296
International review of economics & finance : IREF
256
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
249
Journal of econometrics
242
Finance research letters
239
IZA Discussion Paper
220
Discussion papers / CEPR
216
Discussion paper
215
Journal of banking & finance
214
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
209
Discussion paper / Tinbergen Institute
190
Journal of applied econometrics
186
International review of financial analysis
182
Applied financial economics
174
CESifo Working Paper Series
171
Journal of empirical finance
169
Journal of economic dynamics & control
166
Journal of macroeconomics
164
Europäische Hochschulschriften / 5
139
IMF working papers
139
Journal of monetary economics
138
The review of economics and statistics
138
International journal of finance & economics : IJFE
137
Journal of international financial markets, institutions & money
129
Journal of financial economics
125
European economic review : EER
123
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ECONIS (ZBW)
316
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1
Time-varying risk spillovers in Chinese stock market : new evidence from high-frequency data
Zhou, Dong-hai
;
Liu, Xiao-xing
;
Tang, Chun
;
Yang, Guang-yi
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014246902
Saved in:
2
Financial development, financial instability, and fiscal policy volatility : international evidence
Ma, Yong
;
Lv, Lin
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-32
Persistent link: https://www.econbiz.de/10014246920
Saved in:
3
Analyzing quantile spillover effects among international financial markets
Wang, Jie
;
Liu, Tangyong
;
Pan, Na
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014247022
Saved in:
4
Real interest rates and productivity in small open economies
Monacelli, Tommaso
;
Sala, Luca
;
Siena, Daniele
- In:
Journal of international economics
142
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014336793
Saved in:
5
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
Saved in:
6
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
Saved in:
7
Spillover and connectedness among G7 real estate investment trusts : the effects of investor sentiment and global factors
Mensi, Walid
;
Gubareva, Mariya
;
Teplova, Tamara V.
; …
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014483749
Saved in:
8
Cross-industry asset allocation with the spatial interaction on multiple risk transmission channels
Chen, Na
;
Jin, Xiu
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014484000
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9
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
Saved in:
10
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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