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subject:"Volatilität"
~isPartOf:"Applied economics letters"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~subject:"Schätztheorie"
~subject:"Shock"
~subject:"Wirkungsanalyse"
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Volatilität
Schätztheorie
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Estimation
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532
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526
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Lechner, Michael
9
Marcellino, Massimiliano
8
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7
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6
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6
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5
Rose, Andrew
5
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4
Adrian, Tobias
4
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4
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4
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4
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4
Sala, Luca
4
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4
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3
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3
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3
Ellul, Andrew
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
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3
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3
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3
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2
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2
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2
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ECONIS (ZBW)
499
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1
COVID-19 pandemic, vaccination and household expenditures : regional evidence from Turkish credit card data
Gul, Selcuk
;
Hacıhasanoğlu, Yavuz Selim
;
Kazdal, Abdullah
- In:
Applied economics letters
31
(
2024
)
11
,
pp. 988-991
Persistent link: https://www.econbiz.de/10014557929
Saved in:
2
Sequential Monte Carlo estimation for Present-Value model
Li, Yong
;
Lou, Zhusheng
;
Zhang, Qiaosen
;
Zhang, Mingzhi
- In:
Applied economics letters
29
(
2022
)
18
,
pp. 1702-1708
Persistent link: https://www.econbiz.de/10013412287
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3
News implied volatility and aggregate economic activity : evidence from the Japanese government bond market
Goshima, Keiichi
;
Ishijima, Hiroshi
;
Shintani, Mototsugu
- In:
Applied economics letters
31
(
2024
)
6
,
pp. 568-573
Persistent link: https://www.econbiz.de/10014470544
Saved in:
4
Impacts of economic policy uncertainty on the time-varying risk-return relationship : evidence from G7 countries
He, Zhifang
;
Zheng, Jie
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 270-274
Persistent link: https://www.econbiz.de/10014468759
Saved in:
5
Measuring the persistence degree of shocks to the US tourism markets : new evidence for COVID-19 pandemic period
Peng, Yi-Ting
;
Chang, Tsangyao
;
Ranjbar, Omid
;
Li, Fangjhy
- In:
Applied economics letters
31
(
2024
)
5
,
pp. 422-431
Persistent link: https://www.econbiz.de/10014469924
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6
Monetary policy spillovers : the impact of ECB conventional and unconventional monetary policies on the Swiss stock market
Fausch, Jürg
;
Sutter, Daniel
- In:
Applied economics letters
31
(
2024
)
2
,
pp. 122-127
Persistent link: https://www.econbiz.de/10014448257
Saved in:
7
The day-of-the-week effect on global stock market volatility after a market shock
Kang, Taehyeon
;
Cho, Eunyoung
- In:
Applied economics letters
31
(
2024
)
8
,
pp. 696-701
Persistent link: https://www.econbiz.de/10014557841
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8
Forecasting RMB exchange rate volatility : do time-varying higher moments and time-varying risk aversion help?
Wu, Xinyu
;
Mei, Xueting
;
Liu, Li
- In:
Applied economics letters
31
(
2024
)
8
,
pp. 757-767
Persistent link: https://www.econbiz.de/10014557859
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9
International spillover of economic policy uncertainty and its transmission channels : a spatial econometrics method
Huang, Wei-Qiang
;
Li, Xia
- In:
Applied economics letters
31
(
2024
)
9
,
pp. 868-873
Persistent link: https://www.econbiz.de/10014557899
Saved in:
10
Business cycles, stock returns and the transmission channels of conventional and unconventional monetary policy
DaSilva, Amadeu
;
Farka, Mira
- In:
Applied economics letters
31
(
2024
)
14
,
pp. 1269-1277
Persistent link: https://www.econbiz.de/10014558823
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