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subject:"Volatilität"
~isPartOf:"Applied financial economics"
~isPartOf:"DAE working paper"
~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:"Hamori, Shigeyuki"
~person:"Ma, Feng"
~person:"Pesaran, M. Hashem"
~person:"Potrafke, Niklas"
~subject:"Deutschland"
~subject:"Effizienzmarkthypothese"
~subject:"Estimation"
~subject:"Germany"
~subject:"Großbritannien"
~subject:"Market integration"
~subject:"Panel study"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"USA"
~subject:"Welt"
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Volatilität
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Al-Khazali, Osamah
Caporale, Guglielmo Maria
Hamori, Shigeyuki
Ma, Feng
Pesaran, M. Hashem
Potrafke, Niklas
Bahmani-Oskooee, Mohsen
11
Gil-Alaña, Luis A.
8
Belke, Ansgar
7
Brooks, Robert
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Coakley, Jerry
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Marcellino, Massimiliano
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Satchell, Stephen
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Taylor, Mark P.
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Wohar, Mark E.
7
Beckmann, Joscha
6
Koop, Gary
6
Lee, Kevin C.
6
MacDonald, Ronald
6
Papell, David H.
6
Shin, Yongcheol
6
Xuan Vinh Vo
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Chinn, Menzie David
5
Faff, Robert W.
5
Hall, Stephen G.
5
Kilian, Lutz
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Lucey, Brian M.
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Madura, Jeff
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5
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Akhigbe, Aigbe O.
4
Apergēs, Nikolaos
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Brooks, Chris
4
Cheung, Yin-Wong
4
Chortareas, Georgios E.
4
Choudhry, Taufiq
4
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4
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Applied financial economics
DAE working paper
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
CESifo working papers
114
Economics and finance working paper series
53
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46
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35
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Econometric reviews
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IDE discussion papers
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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Journal of economics and finance
3
Journal of empirical finance
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
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ECONIS (ZBW)
47
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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
Crude oil market and stock markets during the COVID-19 pandemic : evidence from the US, Japan, and Germany
Zhang, Wenting
;
Hamori, Shigeyuki
- In:
International review of financial analysis
74
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012803936
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 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:
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
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
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