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subject:"Volatilität"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Exchange rate"
~subject:"Share price"
~subject:"United States"
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Volatilität
Exchange rate
Share price
United States
Estimation
1,035
Schätzung
1,035
Theorie
202
Theory
202
USA
149
Volatility
139
Cointegration
115
Kointegration
115
Börsenkurs
114
Time series analysis
112
Zeitreihenanalyse
112
Capital income
111
Kapitaleinkommen
111
Welt
109
World
109
Panel
101
Panel study
101
Forecasting model
86
Prognoseverfahren
86
VAR model
82
VAR-Modell
82
Deutschland
77
Germany
77
Aktienmarkt
74
Stock market
74
Geldpolitik
73
Monetary policy
73
Economic growth
68
Wirtschaftswachstum
68
ARCH model
67
ARCH-Modell
67
EU countries
65
EU-Staaten
65
Wechselkurs
64
Inflation
61
Estimation theory
60
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Article
357
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357
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357
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English
357
Author
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Gupta, Rangan
15
Pierdzioch, Christian
5
Wohar, Mark E.
5
Zhu, Huiming
5
Dai, Zhifeng
4
Gil-Alaña, Luis A.
4
Hau, Liya
4
Kang, Sang Hoon
4
Mensi, Walid
4
Balcilar, Mehmet
3
Beckmann, Joscha
3
Caporin, Massimiliano
3
Chen, Wen-Yi
3
Ji, Qiang
3
Larue, Bruno
3
Lien, Da-hsiang Donald
3
Nonejad, Nima
3
Salisu, Afees A.
3
Tiwari, Aviral Kumar
3
Xuan Vinh Vo
3
Yang, Chunpeng
3
Yoon, Seong-min
3
Zhou, Liyun
3
Al-Yahyaee, Khamis Hamed
2
Beard, Thomas Randolph
2
Belke, Ansgar
2
Ben Omrane, Walid
2
Caporale, Guglielmo Maria
2
Chang, Chia-Lin
2
Chen, Mei-Ping
2
Cho, Hoon
2
Clements, Adam
2
Cuñado Eizaguirre, Juncal
2
Edwards, Jeffrey A.
2
Gervais, Jean-Philippe
2
Hamori, Shigeyuki
2
Ho, Kin-Yip
2
Jiang, Yong
2
Jung, Hojin
2
Kanas, Angelos
2
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
The North American journal of economics and finance : a journal of financial economics studies
Working paper / National Bureau of Economic Research, Inc.
1,575
Applied economics
457
Discussion paper / Centre for Economic Policy Research
446
Discussion paper series / IZA
439
NBER working paper series
335
Applied economics letters
292
CESifo working papers
253
NBER Working Paper
253
Economic modelling
238
International review of economics & finance : IREF
237
Finance research letters
227
Applied financial economics
219
Journal of international money and finance
218
Working paper
207
Energy economics
200
Journal of banking & finance
200
International review of financial analysis
193
Finance and economics discussion series
179
The review of economics and statistics
174
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
165
Journal of econometrics
163
The journal of finance : the journal of the American Finance Association
161
The American economic review
155
Economics letters
154
Journal of empirical finance
154
Journal of international financial markets, institutions & money
142
The journal of futures markets
135
Journal of applied econometrics
125
Journal of financial economics
120
International journal of finance & economics : IJFE
117
Research in international business and finance
117
Discussion paper
114
Discussion paper / Tinbergen Institute
113
Journal of money, credit and banking : JMCB
102
Review of quantitative finance and accounting
100
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
96
The review of financial studies
96
Journal of risk and financial management : JRFM
95
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ECONIS (ZBW)
357
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1
The risk spillover between China's economic policy uncertainty and commodity markets : evidence from frequency spillover and quantile connectedness approaches
Jiang, Yonghong
;
Ao, Zhiming
;
Mo, Bin
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014483627
Saved in:
2
The fluctuation correlation between investor sentiment and stock index using VMD-LSTM : evidence from China stock market
Gao, Zhenbin
;
Zhang, Jie
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014483735
Saved in:
3
Effects of macroeconomic factors on stock prices for BRICS using the variational mode decomposition and quantile method
Wang, Xiangning
;
Huang, Qian
;
Zhang, Shuguang
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014484008
Saved in:
4
Forecasting VIX using two-component realized EGARCH model
Wu, Xinyu
;
Zhao, An
;
Liu, Li
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014484064
Saved in:
5
Stock-level sentiment contagion and the cross-section of stock returns
Zhou, Liyun
;
Chen, Dongqiao
;
Huang, Jialiang
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014485274
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6
Does the Central Bank of Peru respond to exchange rate movements? : a Bayesian estimation of a New Keynesian DSGE model with FX interventions
Rodriguez, Gabriel
;
Castillo B., Paul
;
Hasegawa, Harumi
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014485281
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7
Foreign portfolio investment and the US macroeconomic conditions
Motie, Golnaz Baradaran
;
Zeng, Zheng
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014485286
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8
Extreme dependence and spillovers between uncertainty indices and stock markets : does the US market play a major role?
Mensi, Walid
;
Kamal, Md Rajib
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014485327
Saved in:
9
Uncertainty about interest rates and the real economy
Qadan, Mahmoud
;
Shuval, Kerem
;
David, Or
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014485443
Saved in:
10
Cross-market information transmission and stock market volatility prediction
Wang, Yide
;
Chen, Zan
;
Ji, Xiaodong
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014485465
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