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subject:"Volatilität"
~isPartOf:"Applied financial economics"
~isPartOf:"CESifo Working Paper Series"
~isPartOf:"DIW Berlin Discussion Paper"
~isPartOf:"Empirica : journal of european economics"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of international money and finance"
~isPartOf:"Review of financial economics : RFE"
~person:"Al-Khazali, Osamah"
~person:"Bahmani-Oskooee, Mohsen"
~person:"Caporale, Guglielmo Maria"
~person:"Gil-Alana, Luis A."
~person:"Ma, Feng"
~person:"Pesaran, M. Hashem"
~subject:"Aktienmarkt"
~subject:"Effizienzmarkthypothese"
~subject:"Panel study"
~subject:"Shock"
~subject:"Stock market"
~subject:"USA"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation"
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Volatilität
Aktienmarkt
Effizienzmarkthypothese
Panel study
Shock
Stock market
USA
Estimation
32
Schätzung
32
Volatility
14
Exchange rate
11
Wechselkurs
11
United States
10
Cointegration
9
Kointegration
9
Börsenkurs
8
Share price
8
ARCH model
7
ARCH-Modell
7
Capital income
7
Kapitaleinkommen
7
Time series analysis
7
Zeitreihenanalyse
7
Theorie
6
Theory
6
Einheitswurzeltest
5
Exchange rate volatility
5
Forecasting model
5
Prognoseverfahren
5
Unit root test
5
Deutschland
4
Germany
4
Kaufkraftparität
4
Purchasing power parity
4
Asymmetry effects
3
Bounds testing
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Calendar effect
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Industry data
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Japan
3
Kalendereffekt
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3
Risiko
3
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Article
26
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Article in journal
Aufsatz in Zeitschrift
Conference paper
1
Konferenzbeitrag
1
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English
26
Author
All
Al-Khazali, Osamah
Bahmani-Oskooee, Mohsen
Caporale, Guglielmo Maria
Gil-Alana, Luis A.
Ma, Feng
Pesaran, M. Hashem
Gil-Alaña, Luis A.
6
Apergēs, Nikolaos
4
Barkoulas, John T.
4
Brooks, Robert
4
Gupta, Rangan
4
Kim, Jae H.
4
Madura, Jeff
4
Payne, James E.
4
Urquhart, Andrew
4
Xuan Vinh Vo
4
Ali, Faek Menla
3
Baum, Christopher F.
3
Bergin, Paul R.
3
Bouri, Elie
3
Brooks, Chris
3
Charles, Amélie
3
Cheung, Yin-Wong
3
Darné, Olivier
3
Darrat, Ali F.
3
Degiannakis, Stavros
3
Fabozzi, Frank J.
3
Garrett, Ian
3
Hammoudeh, Shawkat
3
Lyons, Richard K.
3
McMillan, David G.
3
Miffre, Joëlle
3
Milas, Costas
3
Moosa, Imad A.
3
Nitschka, Thomas
3
Panagiōtidēs, Theodōros
3
Phylaktis, Kate
3
Sensoy, Ahmet
3
Sornette, Didier
3
Wu, Po-Chin
3
Yarovaya, Larisa
3
Aftab, Muhammad
2
Akhigbe, Aigbe O.
2
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Applied financial economics
CESifo Working Paper Series
DIW Berlin Discussion Paper
Empirica : journal of european economics
International review of financial analysis
Journal of international money and finance
Review of financial economics : RFE
Applied economics letters
11
Applied economics
10
Energy economics
6
Economic modelling
5
Economic systems
5
International journal of finance & economics : IJFE
5
Finance research letters
4
Journal of applied econometrics
4
Applied economics quarterly
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Journal of international financial markets, institutions & money
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Econometric reviews
2
Economic issues
2
International review of applied economics
2
Journal of economic integration
2
Journal of economic studies
2
Journal of economics and finance : JEF
2
Journal of empirical finance
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Research in international business and finance
2
The International trade journal
2
The Manchester School
2
Applied financial economics letters
1
Australian economic papers
1
Cambridge working papers in economics
1
Cambridge-INET working papers
1
Computational economics
1
Defence and peace economics
1
Eastern economic journal
1
Economic analysis and policy : EAP ; journal of the Economic Society of Australia
1
Economic change & restructuring
1
Economic change and restructuring : empirical and policy research on the transitional and emerging economies
1
Economics letters
1
Emerging markets, finance and trade : EMFT
1
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ECONIS (ZBW)
26
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1
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26
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1
A comprehensive investigation on the predictive power of economic policy uncertainty from non-U.S. countries for U.S. stock market returns
Huang, Yisu
;
Ma, Feng
;
Bouri, Elie
;
Huang, Dengshi
- In:
International review of financial analysis
87
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014460616
Saved in:
2
Less is more? : new evidence from stock market volatility predictability
Lu, Fei
;
Ma, Feng
;
Guo, Qiang
- In:
International review of financial analysis
89
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014467087
Saved in:
3
Forecasting crude oil volatility with geopolitical risk : do time-varying switching probabilities play a role?
Wang, Lu
;
Ma, Feng
;
Hao, Jianyang
;
Gao, Xinxin
- In:
International review of financial analysis
76
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012804675
Saved in:
4
Exchange rate volatility and Turkey-EU commodity trade : an asymmetry analysis
Bahmani-Oskooee, Mohsen
;
Durmaz, Nazif
- In:
Empirica : journal of european economics
48
(
2021
)
2
,
pp. 429-482
Persistent link: https://www.econbiz.de/10012543870
Saved in:
5
Exchange rate volatility and domestic investment in G7 : are the effects asymmetric?
Bahmani-Oskooee, Mohsen
;
Baek, Jungho
- In:
Empirica : journal of european economics
48
(
2021
)
3
,
pp. 775-799
Persistent link: https://www.econbiz.de/10012588145
Saved in:
6
A counterfactual economic analysis of Covid-19 using a threshold augmented multi-country model
Chudik, Alexander
;
Mohaddes, Kamiar
;
Pesaran, M. Hashem
; …
- In:
Journal of international money and finance
119
(
2021
),
pp. 1-26
Persistent link: https://www.econbiz.de/10013285015
Saved in:
7
Economic constraints and stock return predictability : a new approach
Zhang, Yaojie
;
Wei, Yu
;
Ma, Feng
;
Yi, Yongsheng
- In:
International review of financial analysis
63
(
2019
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012207360
Saved in:
8
Global and regional stock market integration in Asia : a panel convergence approach
Caporale, Guglielmo Maria
;
You, Kefei
;
Chen, Lei
- In:
International review of financial analysis
65
(
2019
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012208866
Saved in:
9
Malaysia-EU trade at the industry level : is there an asymmetric response to exchange rate volatility?
Bahmani-Oskooee, Mohsen
;
Aftab, Muhammad
- In:
Empirica : journal of european economics
45
(
2018
)
3
,
pp. 425-455
Persistent link: https://www.econbiz.de/10012031218
Saved in:
10
Asymmetric effects of exchange rate changes on the Malaysia-EU trade : evidence from industry data
Bahmani-Oskooee, Mohsen
;
Aftab, Muhammad
- In:
Empirica : journal of european economics
44
(
2017
)
2
,
pp. 339-365
Persistent link: https://www.econbiz.de/10011782904
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