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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:"Research in international business and finance"
~isPartOf:"Review of financial economics : RFE"
~person:"Al-Khazali, Osamah"
~person:"Caporale, Guglielmo Maria"
~person:"Lucey, Brian M."
~person:"Ma, Feng"
~person:"Pesaran, M. Hashem"
~person:"Potrafke, Niklas"
~person:"Wohar, Mark E."
~subject:"Anlageverhalten"
~subject:"Deutschland"
~subject:"EU countries"
~subject:"Effizienzmarkthypothese"
~subject:"Estimation"
~subject:"Panel study"
~subject:"Stock market"
~subject:"USA"
~type_genre:"Article in journal"
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Volatilität
Anlageverhalten
Deutschland
EU countries
Effizienzmarkthypothese
Estimation
Panel study
Stock market
USA
Schätzung
35
Capital income
13
Kapitaleinkommen
13
Börsenkurs
12
Share price
12
Cointegration
11
Kointegration
11
United States
8
Aktienmarkt
7
Time series analysis
7
Volatility
7
Zeitreihenanalyse
7
Forecasting model
6
Prognoseverfahren
6
Fractional integration
4
Risiko
4
Risk
4
Theorie
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Theory
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ARCH-Modell
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Behavioural finance
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Calendar effect
3
Einheitswurzeltest
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Exchange rate
3
Geldpolitik
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Kalendereffekt
3
Long memory
3
Market integration
3
Marktintegration
3
Monetary policy
3
Unit root test
3
Wechselkurs
3
Aktienindex
2
Asia-Pacific region
2
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17
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1
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Article
35
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Article in journal
Aufsatz in Zeitschrift
35
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English
35
Author
All
Al-Khazali, Osamah
Caporale, Guglielmo Maria
Lucey, Brian M.
Ma, Feng
Pesaran, M. Hashem
Potrafke, Niklas
Wohar, Mark E.
Gil-Alaña, Luis A.
13
Gupta, Rangan
13
Bahmani-Oskooee, Mohsen
11
Brooks, Robert
7
Xuan Vinh Vo
7
Balcilar, Mehmet
6
Coakley, Jerry
6
Hamori, Shigeyuki
6
McMillan, David G.
6
Apergēs, Nikolaos
5
Belke, Ansgar
5
Bouri, Elie
5
Faff, Robert W.
5
Hudson, Robert
5
Madura, Jeff
5
Narayan, Paresh Kumar
5
Tiwari, Aviral Kumar
5
Urquhart, Andrew
5
Zaremba, Adam
5
Akhigbe, Aigbe O.
4
Antonakakis, Nikolaos
4
Barkoulas, John T.
4
Becchetti, Leonardo
4
Brooks, Chris
4
Chevallier, Julien
4
Degiannakis, Stavros
4
Klotzle, Marcelo Cabus
4
Lau, Chi Keung
4
Masih, Rumi
4
Naeem, Muhammad Abubakr
4
Payne, James E.
4
Pierdzioch, Christian
4
Sensoy, Ahmet
4
Yarovaya, Larisa
4
Abedin, Mohammad Zoynul
3
Aboura, Sofiane
3
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Published in...
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Applied financial economics
CESifo Working Paper Series
Empirica : journal of european economics
International review of financial analysis
Research in international business and finance
Review of financial economics : RFE
Applied economics letters
13
Finance research letters
12
Applied economics
10
International review of economics & finance : IREF
10
Energy economics
9
International journal of finance & economics : IJFE
9
Journal of applied econometrics
9
Economic modelling
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
Journal of international financial markets, institutions & money
6
Journal of international money and finance
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of econometrics
4
Journal of economic research
4
Journal of economics and finance
4
Open economies review
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
The North American journal of economics and finance : a journal of financial economics studies
4
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
Journal of empirical finance
3
Journal of macroeconomics
3
Journal of policy modeling : JPMOD ; a social science forum of world issues
3
Bulletin of economic research
2
Defence and peace economics
2
Econometric reviews
2
Emerging markets, finance and trade : EMFT
2
European journal of political economy
2
International journal of forecasting
2
Journal of economic integration
2
Journal of economics and finance : JEF
2
Journal of international economics
2
Journal of money, credit and banking : JMCB
2
Macroeconomic dynamics
2
Oxford bulletin of economics and statistics
2
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ECONIS (ZBW)
35
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1
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10
of
35
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date (oldest first)
1
Modelling profitability of private equity : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451482
Saved in:
2
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:
3
Are real interest rates a monetary phenomenon? : evidence from 700 years of data
Plakandaras, Vasilios
;
Gupta, Rangan
;
Karmakar, Sayar
; …
- In:
Research in international business and finance
66
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014463176
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
Housing price uncertainty and housing prices in the UK in a time-varying environment
Balcilar, Mehmet
;
Uzuner, Gizem
;
Bekun, Festus Victor
; …
- In:
Empirica : journal of european economics
50
(
2023
)
2
,
pp. 523-549
Persistent link: https://www.econbiz.de/10014251826
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
Economic policy uncertainty : persistence and cross-country linkages
Abakah, Emmanuel Joel Aikins
;
Caporale, Guglielmo Maria
; …
- In:
Research in international business and finance
58
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013286262
Saved in:
8
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:
9
Extreme spillovers across Asian-Pacific currencies : a quantile-based analysis
Bouri, Elie
;
Lucey, Brian M.
;
Saeed, Tareq
;
Xuan Vinh Vo
- In:
International review of financial analysis
72
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012437557
Saved in:
10
High and low prices and the range in the European stock markets : a long-memory approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
Research in international business and finance
52
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012543286
Saved in:
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