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subject:"Volatilität"
~isPartOf:"Applied financial economics"
~isPartOf:"CESifo Working Paper Series"
~isPartOf:"Defence and peace economics"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"Emerging markets, finance and trade : EMFT"
~isPartOf:"Empirica : journal of european economics"
~isPartOf:"International journal of economics and financial issues : IJEFI"
~isPartOf:"International review of financial analysis"
~isPartOf:"Review of financial economics : RFE"
~person:"Al-Khazali, Osamah"
~person:"Caporale, Guglielmo Maria"
~person:"Ma, Feng"
~person:"McMillan, David G."
~person:"Pesaran, M. Hashem"
~person:"Yarovaya, Larisa"
~subject:"Aktienmarkt"
~subject:"Effizienzmarkthypothese"
~subject:"Kapitaleinkommen"
~subject:"Monetary policy"
~subject:"Panel study"
~subject:"Share price"
~subject:"Stock market"
~subject:"USA"
~subject:"Volatility"
~type_genre:"Article in journal"
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Volatilität
Aktienmarkt
Effizienzmarkthypothese
Kapitaleinkommen
Monetary policy
Panel study
Share price
Stock market
USA
Volatility
Estimation
26
Schätzung
26
Börsenkurs
13
Capital income
11
Cointegration
7
Kointegration
7
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7
Forecasting model
6
Prognoseverfahren
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Oil price
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Time series analysis
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Asia
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Economic constraints
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Al-Khazali, Osamah
Caporale, Guglielmo Maria
Ma, Feng
McMillan, David G.
Pesaran, M. Hashem
Yarovaya, Larisa
Bahmani-Oskooee, Mohsen
8
Gil-Alaña, Luis A.
7
Gupta, Rangan
6
Zaremba, Adam
6
Apergēs, Nikolaos
5
Brooks, Robert
5
Payne, James E.
5
Wohar, Mark E.
5
Xuan Vinh Vo
5
Barkoulas, John T.
4
Bilgin, Mehmet Huseyin
4
Brooks, Chris
4
Madura, Jeff
4
Urquhart, Andrew
4
Wu, Po-Chin
4
Baum, Christopher F.
3
Becchetti, Leonardo
3
Bouri, Elie
3
Coakley, Jerry
3
Darrat, Ali F.
3
Degiannakis, Stavros
3
Dowling, Michael
3
Fraser, Patricia
3
Garrett, Ian
3
Gozgor, Giray
3
Hammoudeh, Shawkat
3
Harris, Richard D. F.
3
Hudson, Robert
3
Kim, Jae H.
3
Lee, Chien-chiang
3
Lucey, Brian M.
3
Miffre, Joëlle
3
Moosa, Imad A.
3
Narayan, Paresh Kumar
3
Nonejad, Nima
3
Pierdzioch, Christian
3
Ramchander, Sanjay
3
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Applied financial economics
CESifo Working Paper Series
Defence and peace economics
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Emerging markets, finance and trade : EMFT
Empirica : journal of european economics
International journal of economics and financial issues : IJEFI
International review of financial analysis
Review of financial economics : RFE
Finance research letters
11
Applied economics
7
Applied economics letters
7
International journal of finance & economics : IJFE
7
Energy economics
6
Research in international business and finance
6
Economic modelling
5
Journal of applied econometrics
4
Journal of international money and finance
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
International review of applied economics
3
Journal of empirical finance
3
Journal of international financial markets, institutions & money
3
The European journal of finance
3
The journal of asset management
3
Applied financial economics letters
2
Econometric reviews
2
International review of economics & finance : IREF
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Oxford bulletin of economics and statistics
2
Studies in economics and finance
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The Manchester School
2
The journal of futures markets
2
Cogent economics & finance
1
Computational economics
1
Eastern economic journal
1
Economics letters
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Estudos econômicos : publicação trimestral do Departamento de Economia da Faculdade de Economia, Administração e Contabilidade da Universidade de São Paulo
1
Financial innovation : FIN
1
Financial markets and portfolio management
1
Financial markets, institutions & instruments
1
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ECONIS (ZBW)
25
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1
Stock market linkages between the ASEAN countries, China and the US : a fractional integration/cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
You, Kefei
- In:
Emerging markets, finance and trade : EMFT
58
(
2022
)
5
,
pp. 1502-1514
Persistent link: https://www.econbiz.de/10013167095
Saved in:
2
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
Saved in:
3
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:
4
Non-linear relationship between oil and cryptocurrencies : evidence from returns and shocks
Naeem, Muhammad Abubakr
;
Sitara Karim
;
Abrar, Afsheen
; …
- In:
International review of financial analysis
89
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014465059
Saved in:
5
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:
6
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:
7
A comprehensive look at stock return predictability by oil prices using economic constraint approaches
Ma, Feng
;
Wang, Ruoxin
;
Lu, Xinjie
;
Wahab, M. I. M.
- In:
International review of financial analysis
78
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013252647
Saved in:
8
Inflation targeting & implications of oil shocks for inflation expectations in oil-importing and exporting economies : evidence from three Nordic Kingdoms
Nasir, Muhammad Ali
;
Toan Luu Duc Huynh
;
Yarovaya, Larisa
- In:
International review of financial analysis
72
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012437435
Saved in:
9
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:
10
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:
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