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subject:"Volatilität"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"EU-Staaten"
~subject:"United States"
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Volatilität
EU-Staaten
United States
Estimation
307
Schätzung
307
Volatility
96
Capital income
89
Kapitaleinkommen
89
Börsenkurs
86
Share price
86
Aktienmarkt
61
Stock market
61
Theorie
60
Theory
60
Forecasting model
48
Prognoseverfahren
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USA
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44
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37
Wechselkurs
37
Portfolio selection
34
Portfolio-Management
34
Time series analysis
34
Zeitreihenanalyse
34
Cointegration
33
Kointegration
33
Spillover effect
33
Spillover-Effekt
33
VAR model
29
VAR-Modell
29
Geldpolitik
28
Monetary policy
28
Anlageverhalten
26
Behavioural finance
26
CAPM
25
China
23
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English
139
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Gupta, Rangan
9
Kang, Sang Hoon
5
Mensi, Walid
5
Pierdzioch, Christian
5
Zhu, Huiming
5
Hau, Liya
4
Xuan Vinh Vo
4
Al-Yahyaee, Khamis Hamed
3
Ji, Qiang
3
Wohar, Mark E.
3
Balcilar, Mehmet
2
Chang, Chia-Lin
2
Chen, Mei-Ping
2
Chen, Wen-Yi
2
Dai, Zhifeng
2
Ho, Kin-Yip
2
Jung, Hojin
2
Kim, Dong H.
2
Kim, Jong-Min
2
Lien, Da-hsiang Donald
2
Liu, Qiang
2
McAleer, Michael
2
Nonejad, Nima
2
Pérez Rodríguez, Jorge V.
2
Risse, Marian
2
Ur Rehman, Mobeen
2
Yoon, Seong-min
2
Zhang, Zhaoyong
2
Afonso, António
1
Ahmad, Nasir
1
Ahmed, Walid M. A.
1
Aiube, Fernando Antônio Lucena
1
Akdeniz, Levent
1
Al Rababa'a, Abdel Razzaq
1
Al-Jarrah, Idries Mohammad Wanas
1
Alomari, Mohammad
1
Altay-Salih, Aslihan
1
An, Jiyoun
1
Andrada Félix, Julián
1
Anjum, Hassan
1
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The North American journal of economics and finance : a journal of financial economics studies
Working paper / National Bureau of Economic Research, Inc.
1,531
Discussion paper series / IZA
514
Discussion paper / Centre for Economic Policy Research
486
Applied economics
437
CESifo working papers
319
Applied economics letters
261
NBER working paper series
241
Economic modelling
240
Working paper
230
Energy economics
206
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
184
International review of economics & finance : IREF
183
The review of economics and statistics
175
Finance research letters
174
Finance and economics discussion series
173
Journal of international money and finance
169
NBER Working Paper
169
Applied financial economics
163
The American economic review
155
The journal of finance : the journal of the American Finance Association
153
Economics letters
150
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
150
Journal of banking & finance
149
Journal of econometrics
147
Discussion paper
139
International review of financial analysis
133
Journal of applied econometrics
128
The journal of futures markets
119
Discussion paper / Tinbergen Institute
118
Working paper series / European Central Bank
116
Journal of empirical finance
104
Journal of international financial markets, institutions & money
100
Journal of money, credit and banking : JMCB
99
Kiel working paper
93
The review of financial studies
93
Research in international business and finance
89
International journal of finance & economics : IJFE
88
Journal of macroeconomics
86
Journal of financial economics
82
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ECONIS (ZBW)
139
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139
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1
The impact of Twitter-based sentiment on US sectoral returns
Zeitun, Rami
;
Ur Rehman, Mobeen
;
Ahmad, Nasir
;
Xuan Vinh Vo
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014246833
Saved in:
2
Time-varying risk spillovers in Chinese stock market : new evidence from high-frequency data
Zhou, Dong-hai
;
Liu, Xiao-xing
;
Tang, Chun
;
Yang, Guang-yi
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014246902
Saved in:
3
Financial development, financial instability, and fiscal policy volatility : international evidence
Ma, Yong
;
Lv, Lin
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-32
Persistent link: https://www.econbiz.de/10014246920
Saved in:
4
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:
5
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:
6
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:
7
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:
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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