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subject:"Volatilität"
~isPartOf:"Applied economics"
~isPartOf:"Economic modelling"
~subject:"United Kingdom"
~subject:"VAR model"
~type_genre:"Article in journal"
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Volatilität
United Kingdom
VAR model
Estimation
2,580
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510
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510
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315
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315
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Gupta, Rangan
7
Zhu, Huiming
5
Bahmani-Oskooee, Mohsen
4
Balcilar, Mehmet
4
Caporale, Guglielmo Maria
4
Gil-Alaña, Luis A.
4
Ma, Feng
4
Turner, Paul
4
Zhang, Yaojie
4
Bekiros, Stelios
3
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3
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3
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3
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3
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3
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3
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3
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3
Wei, Yu
3
Yoon, Seong-min
3
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2
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2
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2
Aye, Goodness C.
2
Belke, Ansgar
2
BenSaïda, Ahmed
2
Berdiev, Aziz N.
2
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2
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2
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2
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2
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2
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2
Gallegati, Mauro
2
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2
Hammoudeh, Shawkat
2
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2
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2
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Applied economics
Economic modelling
Energy economics
178
International review of economics & finance : IREF
149
Finance research letters
146
Journal of international money and finance
135
Applied economics letters
133
Economics letters
126
Journal of econometrics
124
Applied financial economics
122
The North American journal of economics and finance : a journal of financial economics studies
121
International review of financial analysis
120
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
118
Journal of banking & finance
102
Journal of empirical finance
91
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
90
Research in international business and finance
81
Journal of international financial markets, institutions & money
80
The journal of futures markets
78
International journal of finance & economics : IJFE
74
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71
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69
The European journal of finance
68
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67
International journal of forecasting
63
Journal of risk and financial management : JRFM
63
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62
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
54
Macroeconomic dynamics
53
International Journal of Energy Economics and Policy : IJEEP
49
Oxford bulletin of economics and statistics
48
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46
International journal of economics and finance
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The economic journal : the journal of the Royal Economic Society
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European economic review : EER
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Cogent economics & finance
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Econometric reviews
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Journal of money, credit and banking : JMCB
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ECONIS (ZBW)
486
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1
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10
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486
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date (oldest first)
1
Does exchange rate volatility affect the impact of appreciation and depreciation on the trade balance? : a nonlinear bivariate approach
Bosupeng, Mpho
;
Naranpanawa, Athula
;
Su, Jen-je
- In:
Economic modelling
130
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014451157
Saved in:
2
Spillovers from stock markets to currency markets : evidence from Copula-CoVar with time-varying higher moments
Usman, Muhammad
;
Umar, Zaghum
;
Gubareva, Mariya
;
Dang …
- In:
Applied economics
55
(
2023
)
52
,
pp. 6091-6114
Persistent link: https://www.econbiz.de/10014381519
Saved in:
3
Is Bitcoin really a currency? : a viewpoint of a stochastic volatility model
Kunimoto, Noriyuki
;
Kakamu, Kazuhiko
- In:
Applied economics
54
(
2022
)
57
,
pp. 6536-6550
Persistent link: https://www.econbiz.de/10013494160
Saved in:
4
Forecasting exchange rate volatility : is economic policy uncertainty better?
Ruan, Qingsong
;
Zhang, Jiarui
;
Lv, Dayong
- In:
Applied economics
56
(
2024
)
13
,
pp. 1526-1544
Persistent link: https://www.econbiz.de/10014473121
Saved in:
5
Flexible markov-switching models with evolving regime-specific parameters : an application to Brazilian business cycles
Gomes, Fábio A.
;
Melo, Lívia C. M.
;
Soave, Gian Paulo
- In:
Applied economics
56
(
2024
)
14
,
pp. 1705-1722
Persistent link: https://www.econbiz.de/10014473203
Saved in:
6
Choose the school, choose the performance : new evidence on determinants of students' performance in eight European countries
Bonacini, Luca
;
Brunetti, Irene
;
Gallo, Giovanni
- In:
Applied economics
56
(
2024
)
6
,
pp. 692-707
Persistent link: https://www.econbiz.de/10014440119
Saved in:
7
The effects of central bank extraordinary measures on financial conditions : evidence from Mexico
Alba, Carlos
;
Cuadra, Gabriel
;
Ibarra-Ramírez, Raúl
- In:
Applied economics
56
(
2024
)
34
,
pp. 4064-4085
Persistent link: https://www.econbiz.de/10014559262
Saved in:
8
Housing market regimes and the macroeconomy : a nonlinear study of the effects of housing price shocks
Motie, Golnaz Baradaran
;
Zeng, Zheng
- In:
Applied economics
56
(
2024
)
42
,
pp. 4989-5011
Persistent link: https://www.econbiz.de/10014560500
Saved in:
9
Dissecting the Moroccan business cycle : a trade-based identification of agricultural supply shocks
Elguellab, Ali
;
Ezzahid, Elhadj
- In:
Economic modelling
129
(
2023
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014472011
Saved in:
10
Risk-return tradeoff and serial correlation in the Chinese stock market : a bailout-driven crash feedback hypothesis
Yao, Jing
;
Yang, Yiwen
- In:
Economic modelling
129
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014472100
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