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subject:"Volatilität"
~isPartOf:"Journal of international money and finance"
~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
9
Schätzung
9
Volatility
5
Exchange rate
4
Wechselkurs
4
Time series analysis
3
Zeitreihenanalyse
3
ARCH model
2
ARCH-Modell
2
Bond flows
2
Capital mobility
2
Equity flows
2
Foreign portfolio investment
2
Kapitalmobilität
2
Kointegration
2
Portfolio-Investition
2
Schock
2
Shock
2
Theorie
2
Theory
2
VAR model
2
VAR-Modell
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Welt
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World
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1960-1991
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1980-2006
1
Aktienmarkt
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Announcement effect
1
Arabische Golf-Staaten
1
Asia
1
Asien
1
Asymmetric adjustment
1
Außenhandel
1
BEKK-GARCH
1
Business cycle synchronization
1
Börsenkurs
1
CVAR (Cointegrated VAR)
1
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5
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1
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Article
7
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7
Conference paper
1
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English
7
Author
All
Al-Khazali, Osamah
Becchetti, Leonardo
Caporale, Guglielmo Maria
Degiannakis, Stavros
Jawadi, Fredj
Ma, Feng
Pesaran, M. Hashem
Xuan Vinh Vo
Chinn, Menzie David
3
Haan, Jakob de
3
Lyons, Richard K.
3
Spagnolo, Nicola
3
Ali, Faek Menla
2
Amano, Robert A.
2
Baillie, Richard
2
Bekaert, Geert
2
Bergin, Paul R.
2
Chang, Yuanchen
2
Cheung, Yin-Wong
2
Florackis, Chris
2
Frankel, Jeffrey A.
2
Gupta, Rangan
2
Hall, Stephen G.
2
Koutmos, Gregory
2
MacDonald, Ronald
2
Milas, Costas
2
Miller, Stephen M.
2
Neely, Christopher J.
2
Papell, David H.
2
Scharler, Johann
2
Serletis, Apostolos
2
Sornette, Didier
2
Spierdijk, Laura
2
Tavlas, George S.
2
Vu, Nam T.
2
Wohar, Mark E.
2
Wu, Yangru
2
Yun, Jaeho
2
Afonso, António
1
Ahrens, Ralf
1
Almonacid, Ruben Dario
1
Ambler, Steve
1
Ames, Matthew
1
Anderegg, Benjamin
1
Anderl, Christina
1
Anthony, Myrvin L.
1
Arezki, Rabah
1
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Journal of international money and finance
Open economies review
International review of financial analysis
15
Applied economics letters
10
Applied economics
8
International review of economics & finance : IREF
7
Applied financial economics
6
Energy economics
6
Finance research letters
6
International journal of finance & economics : IJFE
6
Research in international business and finance
6
Economic modelling
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
Econometric reviews
4
Journal of applied econometrics
4
Journal of international financial markets, institutions & money
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)
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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
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:
3
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:
4
International portfolio flows and exchange rate volatility in emerging Asian markets
Caporale, Guglielmo Maria
;
Ali, Faek Menla
;
Spagnolo, Fabio
- In:
Journal of international money and finance
76
(
2017
),
pp. 1-15
Persistent link: https://www.econbiz.de/10011788040
Saved in:
5
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:
6
Exchange rate uncertainty and international portfolio flows : a multivariate GARCH-in-mean approach
Caporale, Guglielmo Maria
;
Ali, Faek Menla
;
Spagnolo, Nicola
- In:
Journal of international money and finance
54
(
2015
),
pp. 70-92
Persistent link: https://www.econbiz.de/10011476078
Saved in:
7
Fiscal shocks and real exchange rate dynamics : some evidence for Latin America
Caporale, Guglielmo Maria
;
Ciferri, Davide
;
Girardi, …
- In:
Journal of international money and finance
30
(
2011
)
5
,
pp. 709-723
Persistent link: https://www.econbiz.de/10009268779
Saved in:
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