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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:"International journal of forecasting"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Review of financial economics : RFE"
~subject:"Aktienmarkt"
~subject:"Kaufkraftparität"
~subject:"Theory"
~subject:"USA"
~type:"article"
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Volatilität
Aktienmarkt
Kaufkraftparität
Theory
USA
Estimation
1,716
Schätzung
1,710
Theorie
505
Capital income
404
Kapitaleinkommen
404
Volatility
369
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337
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Forecasting model
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Xuan Vinh Vo
9
Brooks, Robert
8
Gupta, Rangan
8
Wohar, Mark E.
7
Caporale, Guglielmo Maria
6
Gil-Alaña, Luis A.
6
Bouri, Elie
5
Coakley, Jerry
5
Ma, Feng
5
Madura, Jeff
5
McAleer, Michael
5
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4
Balli, Faruk
4
Barkoulas, John T.
4
Chortareas, Georgios E.
4
Degiannakis, Stavros
4
Do, Hung Xuan
4
Hammoudeh, Shawkat
4
Malik, Farooq
4
McMillan, David G.
4
Mumtaz, Haroon
4
Narayan, Paresh Kumar
4
Payne, James E.
4
Sensoy, Ahmet
4
Urquhart, Andrew
4
Yin, Libo
4
Akhigbe, Aigbe O.
3
Antonakakis, Nikolaos
3
Balcilar, Mehmet
3
Balli, Hatice Ozer
3
Baum, Christopher F.
3
Beckmann, Joscha
3
Bissoondoyal-Bheenick, Emawtee
3
Brooks, Chris
3
Chan, Joshua
3
Chatrath, Arjun
3
Chen, Shyh-Wei
3
Chiang, Thomas C.
3
Chuliá, Helena
3
Chung, Richard
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
International journal of forecasting
International review of economics & finance : IREF
International review of financial analysis
Journal of economic dynamics & control
Review of financial economics : RFE
Applied economics
684
Applied economics letters
473
Economic modelling
374
Economics letters
313
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
276
Journal of international money and finance
276
Journal of econometrics
253
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
244
Energy economics
233
Finance research letters
223
Journal of banking & finance
223
Journal of applied econometrics
214
The review of economics and statistics
205
The North American journal of economics and finance : a journal of financial economics studies
191
The American economic review
190
Journal of empirical finance
177
The journal of finance : the journal of the American Finance Association
167
Journal of macroeconomics
161
Journal of international financial markets, institutions & money
152
Journal of financial economics
147
The journal of futures markets
141
International journal of finance & economics : IJFE
136
Journal of monetary economics
136
Journal of money, credit and banking : JMCB
136
Research in international business and finance
129
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
128
Journal of international economics
126
The European journal of finance
126
Macroeconomic dynamics
122
European economic review : EER
111
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
110
Journal of urban economics
107
International journal of economics and finance
103
Journal of risk and financial management : JRFM
102
The economic journal : the journal of the Royal Economic Society
101
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ECONIS (ZBW)
1,083
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1
Time-frequency comovements between environmental cryptocurrency sentiment and faith-based sectoral stocks
Bossman, Ahmed
;
Gubareva, Mariya
;
Agyei, Samuel Kwaku
; …
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 699-719
Persistent link: https://www.econbiz.de/10014492252
Saved in:
2
Are REITS hedge or safe haven against oil price fall?
Hanif, Waqas
;
Andraz, Jorge M.
;
Gubareva, Mariya
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014446404
Saved in:
3
A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets
Manner, Hans
;
Rodriguez, Gabriel
;
Stöckler, Florian
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1385-1403
Persistent link: https://www.econbiz.de/10014446630
Saved in:
4
An investigation of the frequency dynamics of spillovers and connectedness among GCC sectoral indices
Kapar, Burcu
;
Syed Mabruk Billah
;
Rana, Faisal
;
Balli, Faruk
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1442-1467
Persistent link: https://www.econbiz.de/10014446633
Saved in:
5
How does oil market volatility impact mutual fund performance?
Alsubaiei, Bader Jawid
;
Calice, Giovanni
;
Vivian, Andrew
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1601-1621
Persistent link: https://www.econbiz.de/10014446642
Saved in:
6
Accelerating peak dating in a dynamic factor Markov-switching model
Os, Bram van
;
Dijk, Dick van
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 313-323
Persistent link: https://www.econbiz.de/10014450273
Saved in:
7
2T-POT Hawkes model for left- and right-tail conditional quantile forecasts of financial log returns : Out-of-sample comparison of conditional EVT models
Tomlinson, Matthew F.
;
Greenwood, David
; …
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 324-347
Persistent link: https://www.econbiz.de/10014450274
Saved in:
8
Risks and risk premia in the US Treasury market
Li, Junye
;
Sarno, Lucio
;
Zinna, Gabriele
- In:
Journal of economic dynamics & control
158
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014532189
Saved in:
9
Trading activity, risk aversion, and risk neutral skewness : evidence from SSE 50ETF option
Jiang, Zhengyun
;
Zhou, Xin
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 378-399
Persistent link: https://www.econbiz.de/10014492161
Saved in:
10
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
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