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subject:"Volatilität"
~accessRights:"free"
~isPartOf:"Applied financial economics"
~isPartOf:"CESifo Working Paper Series"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"International journal of forecasting"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of money, credit and banking : JMCB"
~isPartOf:"Review of financial economics : RFE"
~subject:"Aktienmarkt"
~subject:"Großbritannien"
~subject:"Kaufkraftparität"
~subject:"Theory"
~subject:"USA"
~type:"article"
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Volatilität
Aktienmarkt
Großbritannien
Kaufkraftparität
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Estimation
13
Schätzung
13
Capital income
4
Kapitaleinkommen
4
Theorie
4
Volatility
4
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3
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consumption inequality
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Gubareva, Mariya
2
Agyei, Samuel Kwaku
1
Alsubaiei, Bader Jawid
1
Andraz, Jorge M.
1
Balli, Faruk
1
Bernoth, Kerstin
1
Bossman, Ahmed
1
Calice, Giovanni
1
Dijk, Dick van
1
Greenwood, David
1
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1
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1
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1
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1
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1
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1
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Petrova, Katerina
1
Rana, Faisal
1
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1
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1
Syed Mabruk Billah
1
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1
Theophilopoulou, Angeliki
1
Tomlinson, Matthew F.
1
Vivian, Andrew
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Applied financial economics
CESifo Working Paper Series
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
International journal of forecasting
International review of economics & finance : IREF
International review of financial analysis
Journal of money, credit and banking : JMCB
Review of financial economics : RFE
Journal of risk and financial management : JRFM
101
International journal of economics and financial issues : IJEFI
87
Cogent economics & finance
77
International Journal of Energy Economics and Policy : IJEEP
49
Risks : open access journal
43
Econometrics : open access journal
39
Economies : open access journal
36
Quantitative economics : QE ; journal of the Econometric Society
36
International Journal of Financial Studies : open access journal
35
Financial innovation : FIN
32
CBN journal of applied statistics
26
Romanian journal of economic forecasting
22
Quantitative finance and economics
21
Iranian economic review : journal of University of Tehran
19
Borsa Istanbul Review
18
Empirical economics : a quarterly journal of the Institute for Advanced Studies
15
Journal of Asian finance, economics and business : JAFEB
15
Economics and Business Letters : EBL
14
Journal of applied economics
14
European research studies
13
Journal of economics, finance & administrative science
13
East Asian economic review
12
Pakistan journal of commerce and social sciences
12
Journal of central banking theory and practice
10
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
9
Cogent business & management
9
Economia : revista da ANPEC
9
International journal of economic perspectives : IJEP
9
Comparative economic research : Central and Eastern Europe
8
Economics, management and financial markets
8
Journal of business economics and management
8
Macroeconomic dynamics
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Quantitative finance
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SERIEs : Journal of the Spanish Economic Association
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Argumenta oeconomica
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Australasian accounting business and finance journal : AABF
7
Ekonomický časopis : časopis pre ekonomickú teóriu, hospodársku politiku, spoločensko-ekonomické prognózovanie
7
Estudios de economía
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Future Business Journal
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Journal of applied econometrics
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ECONIS (ZBW)
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1
Time-frequency comovements between environmental cryptocurrency sentiment and faith-based sectoral stocks
Bossman, Ahmed
;
Gubareva, Mariya
;
Agyei, Samuel Kwaku
; …
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 699-719
Persistent link: https://www.econbiz.de/10014492252
Saved in:
2
Are REITS hedge or safe haven against oil price fall?
Hanif, Waqas
;
Andraz, Jorge M.
;
Gubareva, Mariya
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014446404
Saved in:
3
A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets
Manner, Hans
;
Rodriguez, Gabriel
;
Stöckler, Florian
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1385-1403
Persistent link: https://www.econbiz.de/10014446630
Saved in:
4
An investigation of the frequency dynamics of spillovers and connectedness among GCC sectoral indices
Kapar, Burcu
;
Syed Mabruk Billah
;
Rana, Faisal
;
Balli, Faruk
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1442-1467
Persistent link: https://www.econbiz.de/10014446633
Saved in:
5
How does oil market volatility impact mutual fund performance?
Alsubaiei, Bader Jawid
;
Calice, Giovanni
;
Vivian, Andrew
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1601-1621
Persistent link: https://www.econbiz.de/10014446642
Saved in:
6
Accelerating peak dating in a dynamic factor Markov-switching model
Os, Bram van
;
Dijk, Dick van
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 313-323
Persistent link: https://www.econbiz.de/10014450273
Saved in:
7
2T-POT Hawkes model for left- and right-tail conditional quantile forecasts of financial log returns : Out-of-sample comparison of conditional EVT models
Tomlinson, Matthew F.
;
Greenwood, David
; …
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 324-347
Persistent link: https://www.econbiz.de/10014450274
Saved in:
8
Changing impact of shocks : a time-varying proxy svar approach
Mumtaz, Haroon
;
Petrova, Katerina
- In:
Journal of money, credit and banking : JMCB
55
(
2023
)
2/3
,
pp. 635-654
Persistent link: https://www.econbiz.de/10014306066
Saved in:
9
The term structure of currency futures' risk premia
Bernoth, Kerstin
;
Hagen, Jürgen von
;
Vries, Casper G. de
- In:
Journal of money, credit and banking : JMCB
54
(
2022
)
1
,
pp. 5-38
Persistent link: https://www.econbiz.de/10012819558
Saved in:
10
The impact of macroeconomic uncertainty on inequality : an empirical study for the United Kingdom
Theophilopoulou, Angeliki
- In:
Journal of money, credit and banking : JMCB
54
(
2022
)
4
,
pp. 859-884
Persistent link: https://www.econbiz.de/10013281318
Saved in:
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