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subject:"Volatility"
subject:"Yield curve"
~accessRights:"restricted"
~subject:"Exchange rate"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Collection of articles of several authors"
~type_genre:"Übersichtsarbeit"
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Search: subject_exact:"Estimation"
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Volatility
Yield curve
Exchange rate
Estimation
18,054
Schätzung
18,010
Theorie
3,506
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3,506
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2,511
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2,485
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2,484
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2,205
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1,527
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1,524
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1,459
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1,455
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1,371
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1,371
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1,357
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1,352
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1,260
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1,129
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1,045
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1,000
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1,000
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992
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987
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983
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940
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940
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935
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Gupta, Rangan
58
Bahmani-Oskooee, Mohsen
38
Ma, Feng
24
Bouri, Elie
23
Balcilar, Mehmet
20
Wohar, Mark E.
19
Xuan Vinh Vo
19
Pierdzioch, Christian
16
Todorov, Viktor
16
Kang, Sang Hoon
14
Mensi, Walid
14
Zhu, Huiming
14
Gil-Alaña, Luis A.
13
Li, Jia
13
Tiwari, Aviral Kumar
13
Wei, Yu
13
Bollerslev, Tim
12
Kumar, Dilip
12
Salisu, Afees A.
12
Wu, Xinyu
12
Yoon, Seong-min
12
Demirer, Rıza
11
Lee, Chien-chiang
11
Nonejad, Nima
11
Umar, Zaghum
11
Wang, Yudong
11
Hammoudeh, Shawkat
10
Jawadi, Fredj
10
Zhang, Yaojie
10
Brooks, Robert
9
Chevallier, Julien
9
McAleer, Michael
9
Sehgal, Sanjay
9
Shahbaz, Muhammad
9
Bekiros, Stelios
8
Caporale, Guglielmo Maria
8
Chiang, Thomas C.
8
Clements, Adam
8
Ji, Qiang
8
Lucey, Brian M.
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Energy economics
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Finance research letters
135
International review of economics & finance : IREF
129
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107
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101
The North American journal of economics and finance : a journal of financial economics studies
99
International review of financial analysis
89
Journal of international money and finance
86
Journal of econometrics
74
Research in international business and finance
69
Journal of banking & finance
65
Journal of empirical finance
64
Journal of international financial markets, institutions & money
61
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
57
Applied economics letters
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
51
Economics letters
49
International journal of forecasting
42
International journal of finance & economics : IJFE
40
Journal of financial economics
40
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36
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
36
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34
Pacific-Basin finance journal
32
Emerging markets, finance and trade : EMFT
31
Quantitative finance
31
Journal of financial econometrics
30
The European journal of finance
29
Journal of financial markets
25
International journal of economics and finance
24
Management science : journal of the Institute for Operations Research and the Management Sciences
24
Open economies review
22
Review of quantitative finance and accounting
22
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20
Econometric reviews
19
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Economic systems
18
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
18
Global finance journal
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3,368
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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
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:
5
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:
6
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
Saved in:
7
A market sentiment indicator, behaviourally grounded, for the analysis and forecast of volatility and bubbles
Ciaschini, Clio
;
Recchioni, Maria Cristina
- In:
Review of behavioral finance : RBF
16
(
2024
)
1
,
pp. 17-38
Persistent link: https://www.econbiz.de/10014471744
Saved in:
8
Forecasting Value at Risk and expected shortfall of foreign exchange rate volatility of major African currencies via GARCH and dynamic conditional correlation analysis
Afuecheta, Emmanuel
;
Okorie, Idika E.
;
Nadarajah, Saralees
- In:
Computational economics
63
(
2024
)
1
,
pp. 271-304
Persistent link: https://www.econbiz.de/10014472109
Saved in:
9
Forecasting exchange rate volatility : is economic policy uncertainty better?
Ruan, Qingsong
;
Zhang, Jiarui
;
Lv, Dayong
- In:
Applied economics
56
(
2024
)
13
,
pp. 1526-1544
Persistent link: https://www.econbiz.de/10014473121
Saved in:
10
Flexible markov-switching models with evolving regime-specific parameters : an application to Brazilian business cycles
Gomes, Fábio A.
;
Melo, Lívia C. M.
;
Soave, Gian Paulo
- In:
Applied economics
56
(
2024
)
14
,
pp. 1705-1722
Persistent link: https://www.econbiz.de/10014473203
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