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subject:"Volatilität"
~isPartOf:"Applied economics"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Exchange rate"
~subject:"Share price"
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Volatilität
Exchange rate
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Estimation
2,786
Schätzung
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Theorie
518
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518
USA
399
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399
Welt
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466
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Gupta, Rangan
11
Zhu, Huiming
9
Bahmani-Oskooee, Mohsen
6
Umar, Zaghum
6
Yang, Chunpeng
6
Yoon, Seong-min
6
Balcilar, Mehmet
5
Dai, Zhifeng
5
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Pierdzioch, Christian
5
Xuan Vinh Vo
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4
Belke, Ansgar
4
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4
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4
Lien, Da-hsiang Donald
4
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4
Mensi, Walid
4
Tiwari, Aviral Kumar
4
Wohar, Mark E.
4
Zaremba, Adam
4
Allen, David E.
3
Chang, Chia-Lin
3
Goutte, Stéphane
3
Gubareva, Mariya
3
Jung, Hojin
3
Kempa, Bernd
3
Lee, Chien-chiang
3
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3
Nonejad, Nima
3
Ren, Ying-hua
3
Salisu, Afees A.
3
Wei, Yu
3
Wen, Fenghua
3
Zhang, Yaojie
3
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3
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Applied economics
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
The North American journal of economics and finance : a journal of financial economics studies
Finance research letters
212
International review of economics & finance : IREF
212
NBER working paper series
196
Working paper / National Bureau of Economic Research, Inc.
195
Economic modelling
192
Applied economics letters
181
International review of financial analysis
179
Energy economics
173
NBER Working Paper
173
Journal of international money and finance
169
Journal of banking & finance
159
Applied financial economics
152
Journal of empirical finance
141
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129
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122
CESifo working papers
115
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115
Discussion paper / Centre for Economic Policy Research
114
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108
International journal of finance & economics : IJFE
99
Journal of risk and financial management : JRFM
91
Journal of financial economics
89
Economics letters
88
The journal of futures markets
88
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
86
The European journal of finance
86
International journal of economics and financial issues : IJEFI
84
International journal of economics and finance
81
Discussion paper / Tinbergen Institute
79
Pacific-Basin finance journal
73
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
72
Cogent economics & finance
68
Review of quantitative finance and accounting
66
The empirical economics letters : a monthly international journal of economics
63
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
62
International journal of forecasting
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ECONIS (ZBW)
466
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466
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1
The adaptive markets hypothesis : insights into small stock market efficiency
Rönkkö, Mikael
;
Holmi, Joonas
;
Niskanen, Mervi
; …
- In:
Applied economics
56
(
2024
)
25
,
pp. 3048-3062
Persistent link: https://www.econbiz.de/10014526575
Saved in:
2
Revisiting the duration dependence in the US stock market cycles
Zakamulin, Valeriy
- In:
Applied economics
55
(
2023
)
4
,
pp. 357-368
Persistent link: https://www.econbiz.de/10013494428
Saved in:
3
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:
4
The asymmetric relationship between structural oil shocks and food prices : evidence from Saudi Arabia
Almalki, Abdullah Mohammed
;
Ul Hassan, Mehboob
;
Md …
- In:
Applied economics
54
(
2022
)
54
,
pp. 6216-6233
Persistent link: https://www.econbiz.de/10013411362
Saved in:
5
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:
6
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:
7
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:
8
Does dollarization promote trade? : Evidence from two recent episodes
Díaz, Julián P.
- In:
Applied economics
56
(
2024
)
17
,
pp. 2058-2076
Persistent link: https://www.econbiz.de/10014475257
Saved in:
9
Does the dynamics between government bond and equity markets validate the adaptive market hypothesis? : evidence from transfer entropy
Tiwari, Aviral Kumar
;
Jena, Sangram Keshari
;
Abakah, …
- In:
Applied economics
56
(
2024
)
2
,
pp. 186-201
Persistent link: https://www.econbiz.de/10014439885
Saved in:
10
Identifying long-run relationships between the exchange rate, interest rates and stock prices
Wong, Douglas Kai Tim
;
MacDonald, Ronald
- In:
Applied economics
56
(
2024
)
22
,
pp. 2671-2687
Persistent link: https://www.econbiz.de/10014525413
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