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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"
~subject:"Aktienmarkt"
~subject:"Effizienzmarkthypothese"
~subject:"Panel study"
~subject:"Shock"
~subject:"Stock market"
~subject:"USA"
~subject:"Unit root test"
~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
Unit root test
Estimation
1,397
Schätzung
1,395
Theorie
343
Theory
343
Capital income
290
Kapitaleinkommen
290
Volatility
266
Börsenkurs
239
Share price
239
United States
226
Welt
198
World
198
Exchange rate
169
Wechselkurs
169
Forecasting model
132
Prognoseverfahren
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EU countries
103
EU-Staaten
103
CAPM
101
Großbritannien
98
United Kingdom
98
Deutschland
97
Germany
97
Geldpolitik
96
Monetary policy
96
ARCH model
94
ARCH-Modell
94
Risikoprämie
94
Risk premium
94
Kaufkraftparität
92
Purchasing power parity
92
Portfolio selection
89
Portfolio-Management
89
Risk
86
Risiko
83
Japan
82
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262
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1
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Article
705
Type of publication (narrower categories)
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Article in journal
Aufsatz in Zeitschrift
Conference paper
4
Konferenzbeitrag
4
Systematic review
1
Übersichtsarbeit
1
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English
705
Author
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Caporale, Guglielmo Maria
11
Bahmani-Oskooee, Mohsen
9
Gil-Alaña, Luis A.
6
Apergēs, Nikolaos
4
Barkoulas, John T.
4
Brooks, Robert
4
Gupta, Rangan
4
Kim, Jae H.
4
Ma, Feng
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
Papell, David H.
3
Phylaktis, Kate
3
Sensoy, Ahmet
3
Sornette, Didier
3
Wu, Po-Chin
3
Yarovaya, Larisa
3
Aftab, Muhammad
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
590
Applied economics letters
411
Economic modelling
388
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
267
Energy economics
260
International review of economics & finance : IREF
254
Economics letters
250
Journal of econometrics
250
Finance research letters
222
Journal of banking & finance
193
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
187
The North American journal of economics and finance : a journal of financial economics studies
177
The review of economics and statistics
177
The American economic review
162
The journal of finance : the journal of the American Finance Association
153
Journal of applied econometrics
150
Journal of international financial markets, institutions & money
140
Research in international business and finance
135
The empirical economics letters : a monthly international journal of economics
131
The journal of futures markets
129
Journal of empirical finance
128
International journal of finance & economics : IJFE
124
Journal of macroeconomics
117
Journal of economic dynamics & control
115
Journal of monetary economics
110
Journal of money, credit and banking : JMCB
109
Journal of financial economics
106
The European journal of finance
102
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
101
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
100
International journal of economics and finance
99
Journal of risk and financial management : JRFM
96
The review of financial studies
96
International journal of economics and financial issues : IJEFI
92
Review of quantitative finance and accounting
88
Journal of financial and quantitative analysis : JFQA
87
Macroeconomic dynamics
86
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ECONIS (ZBW)
705
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1
Regional fiscal spillovers : the role of trade linkages
Bettarelli, Luca
;
Furceri, Davide
;
Pizzuto, Pietro
; …
- In:
Journal of international money and finance
140
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014451424
Saved in:
2
Recession-proof marketing? : unraveling the impact of advertising efficiency on stock volatility
Al-Gamrh, Bakr
;
Rasul, Tareq Faizur
- In:
International review of financial analysis
92
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014492364
Saved in:
3
Economic policy uncertainty and stock market volatility in China : evidence from SV-MIDAS-t model
Wang, Nianling
;
Yin, Jiyuan
;
Li, Yong
- In:
International review of financial analysis
92
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014492383
Saved in:
4
Global uncertainties and Australian financial markets : quantile time-frequency connectedness
Sheikh, Umaid A.
;
Asadi, Mehrad
;
Roubaud, David
; …
- In:
International review of financial analysis
92
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014492393
Saved in:
5
GARCH-M model with an asymmetric risk premium : distinguishing between "good" and "bad" volatility periods
Trifonov, Juri
;
Potanin, Bogdan
- In:
International review of financial analysis
91
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014446930
Saved in:
6
Measuring the G20 stock market return transmission mechanism : evidence from the R2 connectedness approach
Naeem, Muhammad Abubakr
;
Chatziantoniou, Ioannis
; …
- In:
International review of financial analysis
91
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014446949
Saved in:
7
The sources of portfolio volatility and mutual fund performance
Vafai, Nima
;
Rakowski, David
- In:
International review of financial analysis
91
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014446960
Saved in:
8
Time-varying causality impact of economic policy uncertainty on stock market returns : global evidence from developed and emerging countries
Hong, Yun
;
Zhang, Rushan
;
Zhang, Feipeng
- In:
International review of financial analysis
91
(
2024
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014446987
Saved in:
9
Labour market transitions, shocks and institutions in turbulent times : a cross-country analysis
Bachmann, Ronald
;
Felder, Rahel
- In:
Empirica : journal of european economics
48
(
2021
)
2
,
pp. 329-352
Persistent link: https://www.econbiz.de/10012543753
Saved in:
10
Return-volatility relationships in cryptocurrency markets : evidence from asymmetric quantiles and non-linear ARDL approach
Karim, Muhammad Mahmudul
;
Ali, Md Hakim
;
Yarovaya, Larisa
; …
- In:
International review of financial analysis
90
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014470582
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