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subject:"Schock"
subject:"Volatilität"
~person:"Apergēs, Nikolaos"
~person:"Fabozzi, Frank J."
~person:"Koop, Gary"
~person:"Moosa, Imad A."
~subject:"Theorie"
~subject:"Theory"
~type_genre:"Aufsatz in Zeitschrift"
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Schock
Volatilität
Theorie
Theory
Estimation
168
Schätzung
168
USA
32
United States
32
Time series analysis
29
Zeitreihenanalyse
29
Welt
24
World
24
Forecasting model
22
Panel
22
Panel study
22
Prognoseverfahren
22
Volatility
21
Capital income
17
Kapitaleinkommen
17
Börsenkurs
15
Cointegration
15
Kointegration
15
Share price
15
VAR model
15
VAR-Modell
15
Economic growth
14
Wirtschaftswachstum
14
Großbritannien
13
United Kingdom
13
Bayes-Statistik
12
Bayesian inference
12
Business cycle
12
Exchange rate
12
Konjunktur
12
Wechselkurs
12
Estimation theory
10
Geldpolitik
10
Greece
10
Griechenland
10
Monetary policy
10
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Online availability
All
Undetermined
32
Free
1
Type of publication
All
Article
71
Type of publication (narrower categories)
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Aufsatz in Zeitschrift
Article in journal
71
Arbeitspapier
14
Graue Literatur
14
Non-commercial literature
14
Working Paper
14
Aufsatz im Buch
3
Book section
3
Bibliografie enthalten
1
Bibliography included
1
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Language
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English
71
Author
All
Apergēs, Nikolaos
Fabozzi, Frank J.
Koop, Gary
Moosa, Imad A.
Gupta, Rangan
83
Bahmani-Oskooee, Mohsen
48
Gil-Alaña, Luis A.
46
Caporale, Guglielmo Maria
41
Wohar, Mark E.
37
Tiwari, Aviral Kumar
32
Pierdzioch, Christian
30
Ma, Feng
29
Serletis, Apostolos
29
Bollerslev, Tim
28
McAleer, Michael
28
Todorov, Viktor
26
Kumbhakar, Subal
25
Bouri, Elie
23
Xuan Vinh Vo
23
Balcilar, Mehmet
22
Narayan, Paresh Kumar
22
Brooks, Robert
21
Kumar, Dilip
20
Lee, Chien-chiang
20
Belke, Ansgar
19
Rashid, Abdul
19
Kang, Sang Hoon
18
McMillan, David G.
18
Chang, Tsangyao
17
Hammoudeh, Shawkat
17
Mensi, Walid
17
Payne, James E.
17
Chiang, Thomas C.
16
Mumtaz, Haroon
16
Tauchen, George Eugene
16
Wang, Yudong
16
Yoon, Seong-min
16
Asai, Manabu
15
Herwartz, Helmut
15
Hsing, Yu
15
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Published in...
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Applied economics
5
Journal of econometrics
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
Economic modelling
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
International review of financial analysis
3
Applied financial economics
2
Atlantic economic journal : AEJ
2
Energy economics
2
Journal of applied econometrics
2
Journal of international money and finance
2
The journal of fixed income
2
Annals of operations research
1
Applied economics letters
1
Australian economic papers
1
Defence and peace economics
1
Economia internazionale
1
Emerging markets review
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Eurasian economic review : a journal in applied macroeconomics and finance
1
International finance
1
International journal of economic research
1
International journal of the economics of business
1
Journal of banking & finance
1
Journal of comparative economics : the journal of the Association for Comparative Economic Studies
1
Journal of development economics
1
Journal of economic behavior & organization : JEBO
1
Journal of economic dynamics & control
1
Journal of economic studies
1
Journal of economics and finance
1
Journal of empirical finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of forecasting
1
Journal of international commerce, economics and policy
1
Journal of international financial markets, institutions & money
1
Journal of productivity analysis
1
Kredit und Kapital
1
New Zealand economic papers
1
Review of financial economics : RFE
1
Review of quantitative finance and accounting
1
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ECONIS (ZBW)
71
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71
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1
The presence of a latent factor in gasoline and diesel prices co-movements
Magazzino, Cosimo
;
Mele, Marco
;
Albulescu, Claudiu Tiberiu
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
5
,
pp. 1921-1939
Persistent link: https://www.econbiz.de/10014520081
Saved in:
2
A comparison of multi-factor term structure models for interbank rates
Fabozzi, Frank J.
;
Fabozzi, Francesco A.
;
Tunaru, Diana
- In:
Review of quantitative finance and accounting
61
(
2023
)
1
,
pp. 323-356
Persistent link: https://www.econbiz.de/10014342033
Saved in:
3
Cross-country uncertainty spillovers : evidence from international survey data
Beckmann, Joscha
;
Davidson, Sharada Nia
;
Koop, Gary
; …
- In:
Journal of international money and finance
130
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014248782
Saved in:
4
ICT capital formation, unemployment, and the Solow Paradox
Apergis, Emmanuel
;
Apergēs, Nikolaos
;
Saunoris, James W.
- In:
International journal of the economics of business
30
(
2023
)
1
,
pp. 79-105
Persistent link: https://www.econbiz.de/10014291833
Saved in:
5
Choosing between identification schemes in noisy-news models
Chan, Joshua
;
Eisenstat, Eric
;
Koop, Gary
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 99-136
Persistent link: https://www.econbiz.de/10013334632
Saved in:
6
Nonlinear responses of consumption to wealth, income, and interest rate shocks
Coskun, Yener
;
Apergēs, Nikolaos
;
Alp Coskun, Esra
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
3
,
pp. 1293-1335
Persistent link: https://www.econbiz.de/10013440367
Saved in:
7
US partisan conflict shocks and international stock market returns
Apergēs, Nikolaos
;
Chatziantoniou, Ioannis
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
6
,
pp. 2817-2854
Persistent link: https://www.econbiz.de/10013440530
Saved in:
8
Inflation expectations, volatility and Covid-19 : evidence from the US inflation swap rates
Apergis, Emmanuel
;
Apergēs, Nikolaos
- In:
Applied economics letters
28
(
2021
)
15
,
pp. 1327-1331
Persistent link: https://www.econbiz.de/10012609663
Saved in:
9
Examining the asymmetric effects of third-country exchange rate volatility on Pakistan-China commodity trade
Usman, Ahmed
;
Apergēs, Nikolaos
;
Anwar, Sofia
- In:
Journal of international commerce, economics and policy
12
(
2021
)
2
,
pp. 1-39
Persistent link: https://www.econbiz.de/10012650950
Saved in:
10
Testing the forecasting ability of multi-factor models on non-US interbank rates
Tunaru, Diana
;
Fabozzi, Francesco A.
;
Fabozzi, Frank J.
- In:
The journal of fixed income : JFI
31
(
2021
)
2
,
pp. 7-33
Persistent link: https://www.econbiz.de/10012656054
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