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subject:"Time series analysis"
subject:"United States"
~isPartOf:"Journal of international financial markets, institutions & money"
~isPartOf:"Journal of macroeconomics"
~isPartOf:"The review of economics and statistics"
~subject:"Exchange rate"
~subject:"Volatilität"
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Search: subject_exact:"Estimation"
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Time series analysis
United States
Exchange rate
Volatilität
Estimation
823
Schätzung
823
Theorie
268
Theory
268
USA
249
Welt
104
World
104
Capital income
94
Kapitaleinkommen
94
Volatility
91
Börsenkurs
84
Share price
84
Geldpolitik
80
Monetary policy
80
Schock
65
Shock
65
Aktienmarkt
64
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64
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57
Prognoseverfahren
57
Wechselkurs
57
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55
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55
Zeitreihenanalyse
54
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51
VAR-Modell
51
Economic growth
46
Risk
46
Wirtschaftswachstum
46
Risiko
45
EU countries
42
EU-Staaten
42
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42
ARCH model
39
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39
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37
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385
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384
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384
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English
385
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Narayan, Paresh Kumar
5
Wohar, Mark E.
4
Gupta, Rangan
3
Kanas, Angelos
3
Appelbaum, Elie
2
Berger, Tino
2
Biolsi, Christopher
2
Bley, Jorg
2
Blundell, Richard W.
2
Bouri, Elie
2
Bénassy-Quéré, Agnès
2
Chavas, Jean-Paul
2
Crowley, Patrick M.
2
Cunningham, Steven Ray
2
Dinh Hoang Bach Phan
2
Evans, William N.
2
Filis, George
2
Floros, Christos
2
Garofalo, Gasper Angelo
2
Gawande, Kishore S.
2
Grossmann, Axel
2
Haltiwanger, John C.
2
Hou, Ai Jun
2
Hughes Hallett, Andrew
2
Jappelli, Tullio
2
Keating, John William
2
Kempa, Bernd
2
Kilian, Lutz
2
Kouretas, Georgios P.
2
Lanne, Markku
2
Levitt, Steven D.
2
MacDonald, Ronald
2
Maddala, Gangadharrao S.
2
McKenzie, Michael D.
2
Nguyen, Duc Khuong
2
Ni, Shawn X.
2
Rich, Robert W.
2
Russell, Bill
2
Saad, Mohsen M.
2
Sharma, Susan Sunila
2
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Journal of international financial markets, institutions & money
Journal of macroeconomics
The review of economics and statistics
Working paper / National Bureau of Economic Research, Inc.
1,548
Applied economics
478
Discussion paper series / IZA
451
Discussion paper / Centre for Economic Policy Research
444
Applied economics letters
297
CESifo working papers
279
NBER working paper series
273
Economic modelling
262
Working paper
234
Energy economics
225
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
211
Journal of international money and finance
209
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
206
Journal of econometrics
205
NBER Working Paper
205
International review of economics & finance : IREF
204
Economics letters
186
Applied financial economics
185
Finance and economics discussion series
180
Finance research letters
177
The North American journal of economics and finance : a journal of financial economics studies
157
The American economic review
154
The journal of finance : the journal of the American Finance Association
153
Journal of banking & finance
150
International review of financial analysis
147
Journal of applied econometrics
142
Discussion paper / Tinbergen Institute
131
The journal of futures markets
125
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
118
Journal of empirical finance
116
Discussion paper
112
International journal of forecasting
112
International journal of finance & economics : IJFE
107
Journal of money, credit and banking : JMCB
101
Research in international business and finance
99
Journal of economic dynamics & control
97
The review of financial studies
93
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ECONIS (ZBW)
385
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1
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10
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385
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1
International stock market volatility : a global tail risk sight
Lu, Xinjie
;
Zeng, Qing
;
Zhong, Juandan
;
Zhu, Bo
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014494749
Saved in:
2
Canary in a coal mine : infant mortality and tradeoffs associated with mid-20th century air pollution
Clay, Karen
;
Lewis, Joshua
;
Severnini, Edson R.
- In:
The review of economics and statistics
106
(
2024
)
3
,
pp. 698-711
Persistent link: https://www.econbiz.de/10014557907
Saved in:
3
European stock market volatility connectedness : the role of country and sector membership
Vidal-Llana, Xenxo
;
Uribe, Jorge
;
Guillén, Montserrat
- In:
Journal of international financial markets, …
82
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014245900
Saved in:
4
Average tail risk and aggregate stock returns
Dai, Yingtong
;
Harris, Richard D. F.
- In:
Journal of international financial markets, …
82
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014245903
Saved in:
5
Alarming contagion effects : the dangerous ripple effect of extreme price spillovers across crude oil, carbon emission allowance, and agriculture futures markets
Wei, Yu
;
Wang, Yizhi
;
Vigne, Samuel A.
;
Ma, Zhenyu
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-33
Persistent link: https://www.econbiz.de/10014482920
Saved in:
6
Do world stock markets "jump" together? : a measure of high-frequency volatility risk spillover networks
Zhou, Dong-hai
;
Liu, Xiao-xing
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-31
Persistent link: https://www.econbiz.de/10014483183
Saved in:
7
Dynamic connectedness between investors' sentiment and asset prices : a comparison between major markets in Europe and USA
Sakariyahu, Rilwan
;
Johan, Sofia Atiqah
;
Lawal, Rodiat
; …
- In:
Journal of international financial markets, …
89
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014490069
Saved in:
8
Do central bank words matter in emerging markets? : evidence from Mexico
Solís, Pavel
- In:
Journal of macroeconomics
78
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014494213
Saved in:
9
Do the Hamilton and Beveridge-Nelson filters provide the same information about output gaps? : an empirical comparison for practitioners
Biolsi, Christopher
- In:
Journal of macroeconomics
75
(
2023
),
pp. 1-31
Persistent link: https://www.econbiz.de/10014423934
Saved in:
10
International stock volatility predictability : new evidence from uncertainties
Wang, Jiqian
;
Ma, Feng
;
Wang, Tianyang
;
Wu, Lan
- In:
Journal of international financial markets, …
85
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014433290
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