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subject:"Volatilität"
~isPartOf:"Applied financial economics"
~isPartOf:"CESifo Working Paper Series"
~isPartOf:"Empirica : journal of european economics"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of international money and finance"
~isPartOf:"Review of financial economics : RFE"
~person:"Al-Khazali, Osamah"
~person:"Caporale, Guglielmo Maria"
~person:"Cheung, Yin-Wong"
~person:"Ma, Feng"
~person:"Pesaran, M. Hashem"
~person:"Potrafke, Niklas"
~subject:"Deutschland"
~subject:"Effizienzmarkthypothese"
~subject:"Estimation"
~subject:"Großbritannien"
~subject:"Market integration"
~subject:"Panel study"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"USA"
~type_genre:"Aufsatz in Zeitschrift"
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Volatilität
Deutschland
Effizienzmarkthypothese
Estimation
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Panel study
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Time series analysis
USA
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33
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11
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33
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Al-Khazali, Osamah
Caporale, Guglielmo Maria
Cheung, Yin-Wong
Ma, Feng
Pesaran, M. Hashem
Potrafke, Niklas
Bahmani-Oskooee, Mohsen
11
Gil-Alaña, Luis A.
8
Belke, Ansgar
7
Brooks, Robert
7
Coakley, Jerry
7
Marcellino, Massimiliano
7
Taylor, Mark P.
7
Wohar, Mark E.
7
Beckmann, Joscha
6
Koop, Gary
6
MacDonald, Ronald
6
Papell, David H.
6
Xuan Vinh Vo
6
Chinn, Menzie David
5
Faff, Robert W.
5
Hall, Stephen G.
5
Hamori, Shigeyuki
5
Kilian, Lutz
5
Lucey, Brian M.
5
Madura, Jeff
5
Phillips, Peter C. B.
5
Phylaktis, Kate
5
Akhigbe, Aigbe O.
4
Apergēs, Nikolaos
4
Barkoulas, John T.
4
Baum, Christopher F.
4
Becchetti, Leonardo
4
Bouri, Elie
4
Brooks, Chris
4
Chortareas, Georgios E.
4
Choudhry, Taufiq
4
Clark, Todd E.
4
Darné, Olivier
4
Engsted, Tom
4
Fatum, Rasmus
4
Fuertes, Ana María
4
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Applied financial economics
CESifo Working Paper Series
Empirica : journal of european economics
International review of financial analysis
Journal of applied econometrics
Journal of international money and finance
Review of financial economics : RFE
International journal of finance & economics : IJFE
10
Applied economics
9
Applied economics letters
9
Energy economics
7
Finance research letters
7
Economic modelling
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Journal of econometrics
5
Research in international business and finance
5
Journal of empirical finance
4
Review of international economics
4
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
International review of economics & finance : IREF
3
Journal of international financial markets, institutions & money
3
Pacific economic review
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Bulletin of economic research
2
China economic review : an international journal
2
Defence and peace economics
2
Econometric reviews
2
European journal of political economy
2
Journal of economic integration
2
Journal of economics and finance
2
Journal of economics and finance : JEF
2
Journal of international economics
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
2
Open economies review
2
Oxford bulletin of economics and statistics
2
Scottish journal of political economy : the journal of the Scottish Economic Society
2
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
2
African development review
1
Applied financial economics letters
1
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ECONIS (ZBW)
33
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1
Short T dynamic panel data models with individual, time and interactive effects
Hayakawa, Kazuhiko
;
Pesaran, M. Hashem
;
Smith, L. Vanessa
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 940-967
Persistent link: https://www.econbiz.de/10014432201
Saved in:
2
Identifying the effects of sanctions on the Iranian economy using newspaper coverage
Laudati, Dario
;
Pesaran, M. Hashem
- In:
Journal of applied econometrics
38
(
2023
)
3
,
pp. 271-294
Persistent link: https://www.econbiz.de/10014287986
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
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:
5
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:
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
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
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:
9
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:
10
International portfolio flows and exchange rate volatility in emerging Asian markets
Caporale, Guglielmo Maria
;
Ali, Faek Menla
;
Spagnolo, Fabio
- In:
Journal of international money and finance
76
(
2017
),
pp. 1-15
Persistent link: https://www.econbiz.de/10011788040
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