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subject:"Volatilität"
~isPartOf:"Applied financial economics"
~isPartOf:"CESifo Working Paper Series"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"Economic modelling"
~isPartOf:"Empirica : journal of european economics"
~isPartOf:"International review of financial analysis"
~isPartOf:"Review of financial economics : RFE"
~person:"Al-Khazali, Osamah"
~person:"Caporale, Guglielmo Maria"
~person:"Ma, Feng"
~person:"Madura, Jeff"
~person:"Pesaran, M. Hashem"
~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"
~type_genre:"Graue Literatur"
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Volatilität
Aktienmarkt
Effizienzmarkthypothese
Kapitaleinkommen
Monetary policy
Panel study
Share price
Stock market
USA
Volatility
Estimation
30
Schätzung
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26
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Al-Khazali, Osamah
Caporale, Guglielmo Maria
Ma, Feng
Madura, Jeff
Pesaran, M. Hashem
Gil-Alaña, Luis A.
12
Bahmani-Oskooee, Mohsen
9
Apergēs, Nikolaos
8
Gupta, Rangan
8
Herwartz, Helmut
8
Narayan, Paresh Kumar
8
Brooks, Chris
6
Härdle, Wolfgang
6
Lee, Chien-chiang
6
Narayan, Seema
6
Nautz, Dieter
6
Belke, Ansgar
5
Brooks, Robert
5
Lütkepohl, Helmut
5
Payne, James E.
5
Wohar, Mark E.
5
Wolters, Jürgen
5
Xuan Vinh Vo
5
Zaremba, Adam
5
Barkoulas, John T.
4
Baum, Christopher F.
4
Garrett, Ian
4
Hatemi-J, Abdulnasser
4
Huang, Ho-chuan
4
Kim, Jae H.
4
McMillan, David G.
4
Nonejad, Nima
4
Panagiōtidēs, Theodōros
4
Sensoy, Ahmet
4
Urquhart, Andrew
4
Zhang, Yaojie
4
Aftab, Muhammad
3
Antonakakis, Nikolaos
3
Balcilar, Mehmet
3
Becchetti, Leonardo
3
Bouri, Elie
3
Breitung, Jörg
3
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Applied financial economics
CESifo Working Paper Series
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Economic modelling
Empirica : journal of european economics
International review of financial analysis
Review of financial economics : RFE
CESifo working papers
65
Economics and finance working paper series
30
Discussion papers / Deutsches Institut für Wirtschaftsforschung
20
Cambridge working papers in economics
12
Applied economics letters
6
Energy economics
6
Applied economics
5
Discussion paper series / IZA
5
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5
International journal of finance & economics : IJFE
4
Journal of applied econometrics
4
Journal of international money and finance
4
Department of Economics working papers
3
Discussion paper / Centre for Economic Forecasting
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Journal of empirical finance
3
Journal of international financial markets, institutions & money
3
Research in international business and finance
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
DNB working paper
2
Econometric reviews
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Review of quantitative finance and accounting
2
Working paper series / European Central Bank
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American business review
1
Applied financial economics letters
1
Birkbeck working papers in economics and finance : BWPEF
1
CAMA working paper series
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Computational economics
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Defence and peace economics
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Department of Economics working paper series
1
Discussion paper / Centre for Economic Policy Research
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Discussion paper / Department of Economics, University of California San Diego
1
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ECONIS (ZBW)
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
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:
5
Intraday momentum and stock return predictability : evidence from China
Zhang, Yaojie
;
Ma, Feng
;
Zhu, Bo
- In:
Economic modelling
76
(
2019
),
pp. 319-329
Persistent link: https://www.econbiz.de/10012198353
Saved in:
6
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:
7
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:
8
Monetary policy rules in emerging countries : is there an augmented nonlinear taylor rule?
Caporale, Guglielmo Maria
;
Helmi, Mohamad Husam
;
Catik, …
- In:
Economic modelling
72
(
2018
),
pp. 306-319
Persistent link: https://www.econbiz.de/10012100405
Saved in:
9
The impact of religious practice on stock returns and volatility
Al-Khazali, Osamah
;
Bouri, Elie
;
Roubaud, David
;
Zoubi, …
- In:
International review of financial analysis
52
(
2017
),
pp. 172-189
Persistent link: https://www.econbiz.de/10011868735
Saved in:
10
Testing stock market convergence : a non-linear factor approach
Caporale, Guglielmo Maria
;
Erdogan, Burcu
;
Kuzin, Vladimir
- In:
Empirica : journal of european economics
42
(
2015
)
3
,
pp. 481-498
Persistent link: https://www.econbiz.de/10011485529
Saved in:
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