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subject:"Volatility"
subject:"Yield curve"
~accessRights:"restricted"
~subject:"Börsenkurs"
~subject:"Panel study"
~subject:"Theory"
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Volatility
Yield curve
Börsenkurs
Panel study
Theory
Estimation
22,612
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22,442
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4,548
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2,744
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2,654
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1,685
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1,660
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1,658
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1,498
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1,481
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1,480
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1,420
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1,298
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1,298
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1,194
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1,191
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Gupta, Rangan
92
Tiwari, Aviral Kumar
34
Ma, Feng
32
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31
Zaremba, Adam
31
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30
Balcilar, Mehmet
29
Apergēs, Nikolaos
28
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26
Bouri, Elie
25
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25
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24
Pierdzioch, Christian
23
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21
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Xuan Vinh Vo
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20
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19
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18
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18
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17
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17
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17
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14
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1
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Discussion paper / Centre for Economic Policy Research
334
Economic modelling
270
Applied economics
262
Finance research letters
253
Energy economics
222
International review of economics & finance : IREF
216
Working paper / National Bureau of Economic Research, Inc.
209
Economics letters
186
Journal of econometrics
183
The North American journal of economics and finance : a journal of financial economics studies
169
Applied economics letters
166
Discussion papers / CEPR
158
International review of financial analysis
155
Journal of banking & finance
124
Journal of empirical finance
123
Journal of international money and finance
121
Research in international business and finance
117
SpringerLink / Bücher
113
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
113
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
109
Journal of international financial markets, institutions & money
98
Journal of economic dynamics & control
97
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
95
Journal of financial economics
81
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
79
International journal of forecasting
78
International journal of finance & economics : IJFE
75
Pacific-Basin finance journal
74
International journal of economics and finance
71
Journal of macroeconomics
70
Macroeconomic dynamics
68
Management science : journal of the Institute for Operations Research and the Management Sciences
68
The European journal of finance
60
Empirical economics : a quarterly journal of the Institute for Advanced Studies
56
Review of quantitative finance and accounting
54
Emerging markets, finance and trade : EMFT
52
Quantitative finance
52
Econometric reviews
50
European economic review : EER
50
Journal of applied econometrics
49
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ECONIS (ZBW)
9,594
RePEc
1
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1
Threshold mixed data sampling models with a covariate-dependent threshold
Yang, Lixiong
;
Zhang, Chunli
- In:
Applied economics letters
30
(
2023
)
12
,
pp. 1708-1716
Persistent link: https://www.econbiz.de/10014304954
Saved in:
2
Time-varying threshold cointegration with an application to the Fisher hypothesis
Yang, Lixiong
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
2
,
pp. 257-274
Persistent link: https://www.econbiz.de/10013334720
Saved in:
3
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:
4
Hedging gas in a multi-frequency semiparametric CVaR portfolio
Živkov, Dejan
;
Balaban, Suzana
;
Simić, Milica
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10014451522
Saved in:
5
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:
6
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:
7
Market reactions to COVID-19 : does systemic risk vary across industries? a Markov-Switching CAPM approach
Bulut, Emre
;
Marangoz, Cumali
;
Daştan, Muhammet
- In:
Eastern European economics : EEE
62
(
2024
)
1
,
pp. 69-88
Persistent link: https://www.econbiz.de/10014450713
Saved in:
8
Technology diffusion and international business cycles
Aysun, Uluc
- In:
Journal of international money and finance
140
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014451377
Saved in:
9
Estimating shadow policy rates in a small open economy and the role of foreign factors
Fornero, Jorge
;
Kirchner, Markus
;
Molina, Carlos
- In:
Journal of international money and finance
140
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014451378
Saved in:
10
News implied volatility and aggregate economic activity : evidence from the Japanese government bond market
Goshima, Keiichi
;
Ishijima, Hiroshi
;
Shintani, Mototsugu
- In:
Applied economics letters
31
(
2024
)
6
,
pp. 568-573
Persistent link: https://www.econbiz.de/10014470544
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