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subject:"Volatilität"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Open economies review"
~person:"Al-Khazali, Osamah"
~person:"Becchetti, Leonardo"
~person:"Caporale, Guglielmo Maria"
~person:"Degiannakis, Stavros"
~person:"Jawadi, Fredj"
~person:"Ma, Feng"
~person:"Pesaran, M. Hashem"
~person:"Xuan Vinh Vo"
~subject:"Ankündigungseffekt"
~subject:"Cointegration"
~subject:"Effizienzmarkthypothese"
~subject:"Stock market"
~subject:"USA"
~type_genre:"Article in journal"
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Volatilität
Ankündigungseffekt
Cointegration
Effizienzmarkthypothese
Stock market
USA
Estimation
22
Schätzung
22
Theorie
7
Theory
7
Time series analysis
5
United States
5
VAR model
5
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12
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Al-Khazali, Osamah
Becchetti, Leonardo
Caporale, Guglielmo Maria
Degiannakis, Stavros
Jawadi, Fredj
Ma, Feng
Pesaran, M. Hashem
Xuan Vinh Vo
Gupta, Rangan
5
Marcellino, Massimiliano
5
Serletis, Apostolos
5
Lee, Chien-chiang
4
Narayan, Seema
4
Arouri, Mohamed
3
Chang, Chun Ping
3
Gil-Alaña, Luis A.
3
Huang, Ho-chuan
3
Huang, Zhuo
3
Liu, Li
3
Minford, Patrick
3
Tiwari, Aviral Kumar
3
Truchis, Gilles de
3
Urbain, Jean-Pierre
3
Apergēs, Nikolaos
2
Arčabić, Vladimir
2
Bacchiocchi, Emanuele
2
Bahmani-Oskooee, Mohsen
2
Balcilar, Mehmet
2
Baum, Christopher F.
2
Caglayan, Mustafa
2
Chesher, Andrew
2
Chien, Mei-Se
2
Clements, Adam
2
Cross, Jamie
2
Fan, Jingwen
2
Feng, Yun
2
Ferrara, Laurent
2
Fleissig, Adrian R.
2
Francois, John Nana
2
Garratt, Anthony
2
Gatfaoui, Hayette
2
Haan, Jakob de
2
Hamori, Shigeyuki
2
Hatemi-J, Abdulnasser
2
Hou, Chenghan
2
Hunter, John
2
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Economic modelling
Journal of applied econometrics
Open economies review
International review of financial analysis
15
Applied economics letters
10
Applied economics
8
Energy economics
8
International review of economics & finance : IREF
7
Applied financial economics
6
Finance research letters
6
International journal of finance & economics : IJFE
6
Research in international business and finance
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
Econometric reviews
4
Journal of international financial markets, institutions & money
4
Journal of international money and finance
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Computational economics
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
The North American journal of economics and finance : a journal of financial economics studies
3
Afro-Asian Journal of Finance and Accounting : AAJFA
2
Empirica : journal of european economics
2
Global finance journal
2
International journal of forecasting
2
Journal of empirical finance
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Macroeconomic dynamics
2
Review of financial economics : RFE
2
Review of international economics
2
Review of quantitative finance and accounting
2
Annals of finance
1
Applied financial economics letters
1
Australian economic papers
1
Borsa Istanbul Review
1
Cogent economics & finance
1
Comparative economic studies
1
Defence and peace economics
1
Eastern economic journal
1
Economics and Business Letters : EBL
1
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ECONIS (ZBW)
12
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1
Testing for UIP-type relationships : nonlinearities, monetary announcements and interest rate expectations
Anderl, Christina
;
Caporale, Guglielmo Maria
- In:
Open economies review
33
(
2022
)
4
,
pp. 705-749
Persistent link: https://www.econbiz.de/10013455611
Saved in:
2
Financial integration in the GCC region : market size versus national effects
Arin, Kerim Peren
;
Caporale, Guglielmo Maria
;
Kyriacou, …
- In:
Open economies review
31
(
2020
)
2
,
pp. 309-316
Persistent link: https://www.econbiz.de/10012229747
Saved in:
3
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:
4
Analyzing heterogeneous stock price comovements through hybrid approaches
Chlibi, Souhir
;
Jawadi, Fredj
;
Sellami, Mohamed
- In:
Open economies review
27
(
2016
)
3
,
pp. 541-559
Persistent link: https://www.econbiz.de/10011716947
Saved in:
5
Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 929-960
Persistent link: https://www.econbiz.de/10011686163
Saved in:
6
Persistence and cycles in US hours worked
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Economic modelling
38
(
2014
),
pp. 504-511
Persistent link: https://www.econbiz.de/10010418982
Saved in:
7
Money demand in the euro area, the US and the UK : assessing the role of nonlinearity
Jawadi, Fredj
;
Sousa, Ricardo M.
- In:
Economic modelling
32
(
2013
),
pp. 507-512
Persistent link: https://www.econbiz.de/10009762065
Saved in:
8
Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash
Pesaran, Bahram
;
Pesaran, M. Hashem
- In:
Economic modelling
27
(
2010
)
6
,
pp. 1398-1416
Persistent link: https://www.econbiz.de/10008825760
Saved in:
9
Exploring the international linkages of the euro area : a global VAR analysis
Dées, Stéphane
;
Di Mauro, Filippo
;
Pesaran, M. Hashem
; …
- In:
Journal of applied econometrics
22
(
2007
)
1
,
pp. 1-38
Persistent link: https://www.econbiz.de/10003448504
Saved in:
10
Bounds testing approaches to the analysis of level relationships
Pesaran, M. Hashem
;
Shin, Yongcheol
;
Smith, Richard J.
- In:
Journal of applied econometrics
16
(
2001
)
3
,
pp. 289-326
Persistent link: https://www.econbiz.de/10001591901
Saved in:
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