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subject:"Volatilität"
~isPartOf:"Afro-Asian Journal of Finance and Accounting : AAJFA"
~isPartOf:"Applied economics"
~isPartOf:"Finance research letters"
~isPartOf:"Open economies review"
~person:"Al-Khazali, Osamah"
~person:"Becchetti, Leonardo"
~person:"Caporale, Guglielmo Maria"
~person:"Degiannakis, Stavros"
~person:"Jawadi, Fredj"
~person:"Ma, Feng"
~person:"Pesaran, M. Hashem"
~person:"Xuan Vinh Vo"
~subject:"Ankündigungseffekt"
~subject:"Effizienzmarkthypothese"
~subject:"Stock market"
~subject:"USA"
~type_genre:"Article in journal"
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Volatilität
Ankündigungseffekt
Effizienzmarkthypothese
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USA
Estimation
29
Schätzung
29
Volatility
11
Aktienmarkt
10
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17
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Al-Khazali, Osamah
Becchetti, Leonardo
Caporale, Guglielmo Maria
Degiannakis, Stavros
Jawadi, Fredj
Ma, Feng
Pesaran, M. Hashem
Xuan Vinh Vo
Gupta, Rangan
7
Wohar, Mark E.
7
Tiwari, Aviral Kumar
6
Yoon, Seong-min
6
Zhang, Yaojie
6
Balcilar, Mehmet
5
Zhu, Huiming
5
Cassou, Steven Peter
4
Corbet, Shaen
4
Li, Bin
4
Liang, Chao
4
Thornton, James
4
Umar, Zaghum
4
Wu, Xinyu
4
Yarovaya, Larisa
4
Zaremba, Adam
4
Aloui, Chaker
3
Babalos, Vassilios
3
Bahmani-Oskooee, Mohsen
3
Chowdhury, Abdur R.
3
Gil-Alaña, Luis A.
3
Goutte, Stéphane
3
Gubareva, Mariya
3
Hammoudeh, Shawkat
3
He, Mengxi
3
Johnson, Paul A.
3
Lee, Chien-chiang
3
Li, Yan
3
Long, Huaigang
3
Lyócsa, Štefan
3
McMillan, David G.
3
Narayan, Paresh Kumar
3
Narayan, Seema
3
Nguyen, Duc Khuong
3
Noda, Akihiko
3
Nourzad, Farrokh
3
Paudel, Krishna P.
3
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Afro-Asian Journal of Finance and Accounting : AAJFA
Applied economics
Finance research letters
Open economies review
International review of financial analysis
15
Applied economics letters
8
Applied financial economics
6
Energy economics
6
International review of economics & finance : IREF
6
Econometric reviews
4
Economic modelling
4
International journal of finance & economics : IJFE
4
Journal of international financial markets, institutions & money
4
Journal of international money and finance
4
Research in international business and finance
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Computational economics
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Journal of applied econometrics
3
The North American journal of economics and finance : a journal of financial economics studies
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Empirica : journal of european economics
2
Global finance journal
2
International journal of forecasting
2
Journal of empirical finance
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Macroeconomic dynamics
2
Review of financial economics : RFE
2
Review of quantitative finance and accounting
2
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1
Applied financial economics letters
1
Australian economic papers
1
Borsa Istanbul Review
1
Defence and peace economics
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1
Economics and Business Letters : EBL
1
Emerging markets review
1
Emerging markets, finance and trade : EMFT
1
Estudos econômicos : publicação trimestral do Departamento de Economia da Faculdade de Economia, Administração e Contabilidade da Universidade de São Paulo
1
Financial innovation : FIN
1
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ECONIS (ZBW)
17
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1
Testing for UIP-type relationships : nonlinearities, monetary announcements and interest rate expectations
Anderl, Christina
;
Caporale, Guglielmo Maria
- In:
Open economies review
33
(
2022
)
4
,
pp. 705-749
Persistent link: https://www.econbiz.de/10013455611
Saved in:
2
Are short stocks susceptible to geopolitical shocks? : time-frequency evidence from the Russian-Ukrainian conflict
Umar, Zaghum
;
Bossman, Ahmed
;
Choi, Sun-Yong
;
Xuan Vinh Vo
- In:
Finance research letters
52
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472256
Saved in:
3
International commodity-market tail risk and stock volatility
Zhong, Juandan
;
Long, Huaigang
;
Ma, Feng
;
Wang, Jiqian
- In:
Applied economics
55
(
2023
)
49
,
pp. 5790-5799
Persistent link: https://www.econbiz.de/10014335790
Saved in:
4
Influence of unconventional monetary policy on agricultural commodities futures : network connectedness and dynamic spillovers of returns and volatility
Umar, Zaghum
;
Sayed, Ayesha
;
Gubareva, Mariya
;
Xuan Vinh Vo
- In:
Applied economics
55
(
2023
)
22
,
pp. 2521-2535
Persistent link: https://www.econbiz.de/10014294972
Saved in:
5
ASEAN-5 forex rates and crude oil : Markov regime-switching analysis
Mukhriz Izraf Azman Aziz
;
Umar, Zaghum
;
Gubareva, Mariya
; …
- In:
Applied economics
54
(
2022
)
54
,
pp. 6234-6253
Persistent link: https://www.econbiz.de/10013411364
Saved in:
6
Oil futures volatility predictability : evidence based on Twitter-based uncertainty
Lang, Qiaoqi
;
Lu, Xinjie
;
Ma, Feng
;
Huang, Dengshi
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1
Persistent link: https://www.econbiz.de/10013457290
Saved in:
7
Bitcoin volatility predictability : the role of jumps and regimes
Qian, Lihua
;
Wang, Jiqian
;
Ma, Feng
;
Li, Ziyang
- In:
Finance research letters
47
(
2022
)
2
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013553653
Saved in:
8
Does the US stock market information matter for European equity market volatility : a multivariate perspective?
Tang, Yusui
;
Ma, Feng
;
Wahab, M. I. M.
;
Wei, Yu
- In:
Applied economics
54
(
2022
)
58
,
pp. 6726-6743
Persistent link: https://www.econbiz.de/10013494246
Saved in:
9
Investigation of stock return volatility using Shannon entropy : evidence from ASEAN stock markets
Xuan Vinh Vo
;
Tran Thi Tuan Anh
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
12
(
2022
)
4
,
pp. 479-490
Persistent link: https://www.econbiz.de/10013350691
Saved in:
10
Firm-specific news and the predictability of consumer stocks in Vietnam
Salisu, Afees A.
;
Xuan Vinh Vo
- In:
Finance research letters
41
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10013335977
Saved in:
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