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subject:"Volatility"
subject:"Yield curve"
~accessRights:"restricted"
~isPartOf:"Research in international business and finance"
~subject:"Time series analysis"
~subject:"United Kingdom"
~type:"article"
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Volatility
Yield curve
Time series analysis
United Kingdom
Estimation
187
Schätzung
187
Aktienmarkt
63
Stock market
63
Börsenkurs
58
Share price
58
Volatilität
57
Capital income
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Aboura, Sofiane
3
Caporale, Guglielmo Maria
3
Chevallier, Julien
3
Gupta, Rangan
3
Gil-Alaña, Luis A.
2
Klotzle, Marcelo Cabus
2
McMillan, David G.
2
Pinto, Antônio Carlos Figueiredo
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Umar, Zaghum
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1
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1
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1
Andrikopoulos, Panagiotis
1
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1
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Bertuccelli, Pietro
1
Bokpin, Godfred A.
1
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Research in international business and finance
Finance research letters
159
Energy economics
155
Applied economics
144
Economic modelling
144
International review of economics & finance : IREF
135
Journal of econometrics
113
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
105
The North American journal of economics and finance : a journal of financial economics studies
104
International review of financial analysis
87
Applied economics letters
84
Economics letters
83
International journal of forecasting
70
Journal of banking & finance
70
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
70
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68
Journal of international financial markets, institutions & money
63
Journal of international money and finance
62
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
61
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
49
Journal of economic dynamics & control
48
International journal of finance & economics : IJFE
47
Journal of financial economics
43
Journal of financial econometrics
36
Pacific-Basin finance journal
36
Empirical economics : a quarterly journal of the Institute for Advanced Studies
34
Quantitative finance
34
Econometric reviews
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The European journal of finance
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Journal of forecasting
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Emerging markets, finance and trade : EMFT
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Computational economics
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Macroeconomic dynamics
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International journal of economics and finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Review of quantitative finance and accounting
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Empirica : journal of european economics
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ECONIS (ZBW)
75
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1
The term structure of yield curve and connectedness among ESG investments
Iqbal, Najaf
;
Umar, Zaghum
;
Ruman, Asif M.
;
Jiang, Shaohua
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014451520
Saved in:
2
Co-movements between heterogeneous crude oil and food markets : does temperature change really matter?
Cao, Yan
;
Cheng, Sheng
;
Li, Xinran
- In:
Research in international business and finance
67
(
2024
)
2
,
pp. 1-15
Persistent link: https://www.econbiz.de/10014451548
Saved in:
3
Dynamic spillover and connectedness in higher moments of European stock sector markets
Nekhili, Ramzi
;
Mensi, Walid
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
Research in international business and finance
68
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014451818
Saved in:
4
Volatility spillovers between sovereign CDS and futures markets in various volatility states : evidence from an emerging economy around the pandemic
Gök, Remzi
;
Bouri, Elie
;
Gemici, Eray
- In:
Research in international business and finance
66
(
2023
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014460654
Saved in:
5
Does the source of uncertainty matter? : the impact of financial, newspaper and Twitter-based measures on U.S. banks
Bales, Stephan
;
Burghartz, Kaspar
;
Burghof, Hans-Peter
; …
- In:
Research in international business and finance
65
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014432626
Saved in:
6
Impact of fiscal stimulus on volatility : a cross-country analysis
Gu, Tiantian
;
Venkateswaran, Anand
;
Erath, Marc
- In:
Research in international business and finance
65
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014434064
Saved in:
7
Roles of stable versus nonstable cryptocurrencies in Bitcoin market dynamics
Brik, Hatem
;
El Ouakdi, Jihene
;
Ftiti, Zied
- In:
Research in international business and finance
62
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014247888
Saved in:
8
Financial market integration of emerging markets : heavy tails, structural shifts, nonlinearity, and asymmetric persistence
Nazlıoğlu, Şaban
;
Kucukkaplan, Ilhan
;
Kilic, Emre
; …
- In:
Research in international business and finance
62
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014248566
Saved in:
9
Asymmetric volatility dynamics in cryptocurrency markets on multi-time scales
Kakinaka, Shinji
;
Umeno, Ken
- In:
Research in international business and finance
62
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014248649
Saved in:
10
Non-linear cointegration between oil and stock prices : the role of interest rates
Martínez Cañete, Ana Rosa
;
Márquez De la Cruz, Elena
; …
- In:
Research in international business and finance
59
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013402061
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