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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:"VAR-Modell"
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Volatilität
Exchange rate
Share price
VAR-Modell
Estimation
1,035
Schätzung
1,035
Theorie
202
Theory
202
USA
149
United States
149
Volatility
139
Cointegration
115
Kointegration
115
Börsenkurs
114
Time series analysis
112
Zeitreihenanalyse
112
Capital income
111
Kapitaleinkommen
111
Welt
109
World
109
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101
Panel study
101
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86
Prognoseverfahren
86
VAR model
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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306
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English
306
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Gupta, Rangan
11
Pierdzioch, Christian
5
Zhu, Huiming
5
Dai, Zhifeng
4
Hau, Liya
4
Kang, Sang Hoon
4
Mensi, Walid
4
Wohar, Mark E.
4
Balcilar, Mehmet
3
Beckmann, Joscha
3
Lien, Da-hsiang Donald
3
Nonejad, Nima
3
Salisu, Afees A.
3
Xuan Vinh Vo
3
Yang, Chunpeng
3
Zhou, Liyun
3
Al-Yahyaee, Khamis Hamed
2
Arin, Kerim Peren
2
Belke, Ansgar
2
Ben Omrane, Walid
2
Bowdler, Christopher
2
Caporin, Massimiliano
2
Chang, Chia-Lin
2
Chen, Mei-Ping
2
Chen, Wen-Yi
2
Cho, Hoon
2
Clements, Adam
2
Edwards, Jeffrey A.
2
Hamori, Shigeyuki
2
Ho, Kin-Yip
2
Ji, Qiang
2
Jiang, Yong
2
Jung, Hojin
2
Kanas, Angelos
2
Kempa, Bernd
2
Kim, Dong H.
2
Kim, Jong-Min
2
Klaassen, Franc
2
Lee, Chien-chiang
2
Lee, Geul
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
Applied economics
273
Economic modelling
239
International review of economics & finance : IREF
230
Finance research letters
222
NBER working paper series
210
Working paper / National Bureau of Economic Research, Inc.
208
Applied economics letters
206
Energy economics
201
Journal of international money and finance
199
NBER Working Paper
186
International review of financial analysis
184
Journal of banking & finance
168
CESifo working papers
164
Applied financial economics
156
Working paper
152
Journal of empirical finance
145
Journal of econometrics
137
Discussion paper / Centre for Economic Policy Research
136
Journal of international financial markets, institutions & money
135
Economics letters
132
Research in international business and finance
121
International journal of finance & economics : IJFE
108
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
102
Journal of risk and financial management : JRFM
98
Discussion paper / Tinbergen Institute
91
International journal of economics and finance
89
International journal of economics and financial issues : IJEFI
89
Journal of financial economics
89
The European journal of finance
89
The journal of futures markets
89
Journal of economic dynamics & control
78
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
78
Discussion papers / CEPR
76
Discussion paper
75
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
75
Cogent economics & finance
74
Pacific-Basin finance journal
74
Journal of macroeconomics
73
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ECONIS (ZBW)
306
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306
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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
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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
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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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