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subject:"Volatility"
subject:"Yield curve"
~accessRights:"restricted"
~isPartOf:"Economic modelling"
~isPartOf:"Pacific-Basin finance journal"
~source:"econis"
~subject:"Börsenkurs"
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Volatility
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Börsenkurs
Estimation
651
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651
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135
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135
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127
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127
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Jiang, Yuexiang
3
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2
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Economic modelling
Pacific-Basin finance journal
Finance research letters
207
International review of economics & finance : IREF
157
Energy economics
142
The North American journal of economics and finance : a journal of financial economics studies
135
Applied economics
125
International review of financial analysis
124
Journal of empirical finance
97
Journal of banking & finance
96
Research in international business and finance
95
Discussion paper / Centre for Economic Policy Research
92
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85
Journal of international financial markets, institutions & money
76
Applied economics letters
71
Working paper / National Bureau of Economic Research, Inc.
67
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64
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
62
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60
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
60
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57
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49
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26
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25
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ECONIS (ZBW)
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1
Can mutual fund investors benefit from volatility managing? : evidence from China
Zhang, Xili
;
Zheng, Yiran
;
Lien, Da-hsiang Donald
;
Yu, …
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014491107
Saved in:
2
Forecasting Chinese stock market volatility with option-implied risk aversion : evidence from extended realized EGARCH-MIDAS approach
Wu, Xinyu
;
Qian, Jia
;
Zhao, Xiaohan
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014491122
Saved in:
3
Policy uncertainty, investor sentiment, and good and bad volatilities in the stock market : evidence from China
Xiao, Jihong
;
Jiang, Jiajie
;
Zhang, Yaojie
- In:
Pacific-Basin finance journal
84
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014534542
Saved in:
4
Market price determination : Interpreting quote order imbalance under zero-profit equilibrium
Long, Yunshen
;
Yan, Jingzhou
;
Wu, Liang
;
Long, Xingchen
- In:
Economic modelling
134
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014548479
Saved in:
5
What drives the tail risk effect in the Chinese stock market?
Sun, Kaisi
;
Wang, Hui
;
Zhu, Yifeng
- In:
Economic modelling
132
(
2024
)
Persistent link: https://www.econbiz.de/10014547938
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6
Risk-return tradeoff and serial correlation in the Chinese stock market : a bailout-driven crash feedback hypothesis
Yao, Jing
;
Yang, Yiwen
- In:
Economic modelling
129
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014472100
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7
On the role of interest rate differentials in the dynamic asymmetry of exchange rates
Hambuckers, J.
;
Ulm, M.
- In:
Economic modelling
129
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014472153
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8
Flexible inflation targeting and stock market volatility : evidence from emerging market economies
Dridi, Ichrak
;
Boughrara, Adel
- In:
Economic modelling
126
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462464
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9
Sequential Bayesian analysis for semiparametric stochastic volatility model with applications
Wang, Nianling
;
Lou, Zhusheng
- In:
Economic modelling
123
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014462582
Saved in:
10
Stock price reactions to corporate cash holdings in mitigating predictable and unpredictable negative shocks
Aono, Kohei
;
Hori, Keiichi
- In:
Pacific-Basin finance journal
79
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014463159
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