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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:"Zeitreihenanalyse"
~type_genre:"Aufsatz in Zeitschrift"
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Volatilität
Exchange rate
Zeitreihenanalyse
Estimation
1,035
Schätzung
1,035
Theorie
202
Theory
202
USA
149
United States
149
Volatility
139
Cointegration
115
Kointegration
115
Börsenkurs
114
Share price
114
Time series analysis
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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Undetermined
160
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Article
262
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Aufsatz in Zeitschrift
Article in journal
262
Language
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English
262
Author
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Gupta, Rangan
10
Gil-Alaña, Luis A.
5
Pierdzioch, Christian
5
Zhu, Huiming
5
Hau, Liya
4
Kang, Sang Hoon
4
Mensi, Walid
4
Nonejad, Nima
4
Beckmann, Joscha
3
Caporale, Guglielmo Maria
3
Lien, Da-hsiang Donald
3
Meng, Ming
3
Murasawa, Yasutomo
3
Wohar, Mark E.
3
Al-Yahyaee, Khamis Hamed
2
Balcilar, Mehmet
2
Belke, Ansgar
2
Ben Omrane, Walid
2
Caporin, Massimiliano
2
Chang, Chia-Lin
2
Chen, Wen-Yi
2
Clements, Adam
2
Cuñado Eizaguirre, Juncal
2
Dai, Zhifeng
2
Edwards, Jeffrey A.
2
Hassler, Uwe
2
Herwartz, Helmut
2
Ho, Kin-Yip
2
Ji, Qiang
2
Juan Fernández, Aránzazu de
2
Jung, Hojin
2
Jönsson, Kristian
2
Kanas, Angelos
2
Kempa, Bernd
2
Kim, Dong H.
2
Kim, Jong-Min
2
Klaassen, Franc
2
Lee, Geul
2
Lee, Hyejin
2
Li, Yang
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
246
Economic modelling
216
Energy economics
185
Applied economics letters
173
International review of economics & finance : IREF
171
Journal of econometrics
166
Journal of international money and finance
163
Finance research letters
147
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
138
International review of financial analysis
132
Economics letters
124
Applied financial economics
116
International journal of forecasting
105
Journal of banking & finance
104
Journal of empirical finance
102
Journal of international financial markets, institutions & money
95
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
93
Research in international business and finance
86
International journal of finance & economics : IJFE
85
Journal of risk and financial management : JRFM
74
International journal of economics and financial issues : IJEFI
73
Journal of forecasting
73
The journal of futures markets
70
The empirical economics letters : a monthly international journal of economics
65
Journal of applied econometrics
62
International journal of economics and finance
61
The European journal of finance
59
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
58
Econometric reviews
57
International Journal of Energy Economics and Policy : IJEEP
57
Journal of economic dynamics & control
57
Journal of macroeconomics
56
Macroeconomic dynamics
49
Cogent economics & finance
48
Journal of financial economics
47
Pacific-Basin finance journal
43
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
42
Empirical economics : a quarterly journal of the Institute for Advanced Studies
42
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ECONIS (ZBW)
262
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262
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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
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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6
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:
7
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:
8
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
Saved in:
9
Inflation risk and stock returns : evidence from US aggregate and sectoral markets
Chiang, Thomas C.
;
Chen, Pei-Ying
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014485580
Saved in:
10
Multiperiod portfolio allocation : a study of volatility clustering, non-normalities and predictable returns
Simonato, Jean-Guy
;
Denault, Michel
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014486271
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