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subject:"Volatility"
subject:"Yield curve"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of economic dynamics & control"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation"
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Volatility
Yield curve
Estimation
844
Schätzung
839
Theorie
260
Theory
260
Capital income
200
Kapitaleinkommen
200
Volatilität
183
Börsenkurs
164
Share price
164
Aktienmarkt
141
Stock market
141
Forecasting model
109
Prognoseverfahren
109
Welt
97
World
97
USA
96
United States
96
Exchange rate
78
Wechselkurs
78
Time series analysis
76
Zeitreihenanalyse
76
Monetary policy
75
Geldpolitik
74
ARCH model
72
ARCH-Modell
72
Portfolio selection
72
Portfolio-Management
72
Schock
72
Shock
72
CAPM
66
Risk
66
VAR model
66
VAR-Modell
66
Business cycle
64
Konjunktur
64
Risiko
62
Risikoprämie
57
Risk premium
57
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Undetermined
152
Free
5
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Article
228
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Article in journal
Aufsatz in Zeitschrift
Language
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English
228
Author
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Gupta, Rangan
5
Ma, Feng
5
Degiannakis, Stavros
3
Hammoudeh, Shawkat
3
Umar, Zaghum
3
Audrino, Francesco
2
Bouri, Elie
2
Chortareas, Georgios E.
2
Cipollini, Andrea
2
Fabozzi, Frank J.
2
Fang, Victor
2
Floros, Christos
2
Gil-Alaña, Luis A.
2
Gong, Xue
2
Gozgor, Giray
2
Gubareva, Mariya
2
In, Francis Haeuck
2
Kearney, Fearghal
2
Lau, Chi Keung
2
Liu, Jia
2
Liu, Xiaochun
2
Liu, Zhenya
2
Nonejad, Nima
2
Roubaud, David
2
Salisu, Afees A.
2
Sarno, Lucio
2
Sensoy, Ahmet
2
Serdengeçti, Süleyman
2
Shahzad, Syed Jawad Hussain
2
Sheng, Xin
2
Smales, Lee A.
2
Stengos, Thanasēs
2
Subramaniam, Sowmya
2
Tzavalis, Elias
2
Wang, Jiqian
2
Wei, Yu
2
Wu, Eliza
2
Xuan Vinh Vo
2
Abad Díaz, David
1
Abosedra, Salah S.
1
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International journal of finance & economics : IJFE
International review of financial analysis
Journal of economic dynamics & control
Energy economics
155
Finance research letters
150
Applied economics
148
International review of economics & finance : IREF
143
Economic modelling
130
Journal of banking & finance
112
Journal of econometrics
110
The North American journal of economics and finance : a journal of financial economics studies
107
Applied economics letters
98
Journal of empirical finance
96
Journal of international money and finance
94
Applied financial economics
93
Journal of international financial markets, institutions & money
80
Research in international business and finance
78
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
72
Economics letters
66
The journal of futures markets
63
Journal of risk and financial management : JRFM
60
Journal of financial economics
58
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
54
The European journal of finance
54
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
53
International journal of forecasting
53
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
48
Journal of financial econometrics : official journal of the Society for Financial Econometrics
39
International Journal of Energy Economics and Policy : IJEEP
38
International journal of economics and finance
38
Pacific-Basin finance journal
37
Quantitative finance
37
Journal of forecasting
36
International journal of economics and financial issues : IJEFI
35
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
34
The journal of finance : the journal of the American Finance Association
34
Journal of financial econometrics
33
Econometric reviews
32
Journal of applied econometrics
31
Cogent economics & finance
30
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ECONIS (ZBW)
228
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228
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1
The impact of macroeconomic news sentiment on interest rates
Audrino, Francesco
;
Offner, Eric A.
- In:
International review of financial analysis
94
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014543983
Saved in:
2
Risks and risk premia in the US Treasury market
Li, Junye
;
Sarno, Lucio
;
Zinna, Gabriele
- In:
Journal of economic dynamics & control
158
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014532189
Saved in:
3
Directional predictability from energy markets to exchange rates and stock markets in the emerging market countries (E7 + 1) : new evidence from cross-quantilogram approach
Tiwari, Aviral Kumar
;
Shahbaz, Muhammad
;
Khalfaoui, Rabeh
; …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 719-789
Persistent link: https://www.econbiz.de/10014469052
Saved in:
4
The role of oil and risk shocks in the high-frequency movements of the term structure of interest rates : evidence from the U.S. Treasury market
Gupta, Rangan
;
Shahzad, Syed Jawad Hussain
;
Sheng, Xin
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1845-1857
Persistent link: https://www.econbiz.de/10014253453
Saved in:
5
Are lower interest rates really associated with higher growth? : new empirical evidence on the interest rate thesis from 19 countries
Lee, Kang-Soek
;
Werner, Richard A.
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 3960-3975
Persistent link: https://www.econbiz.de/10014429221
Saved in:
6
Global financial risk and market connectedness : An empirical analysis of COVOL and major financial markets
Lang, Chunlin
;
Xu, Danyang
;
Corbet, Shaen
;
Hu, Yang
; …
- In:
International review of financial analysis
93
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014543425
Saved in:
7
The term structure of monetary policy uncertainty
Bundick, Brent
;
Herriford, Trenton
;
Smith, Andrew Lee
- In:
Journal of economic dynamics & control
160
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014532440
Saved in:
8
Forecasting the Asian stock market volatility : evidence from WTI and INE oil futures
Ghani, Maria
;
Ma, Feng
;
Huang, Dengshi
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 1496-1512
Persistent link: https://www.econbiz.de/10014533268
Saved in:
9
Inventory information arrival and the crude oil futures market
Chebbi, Tarek
;
Hmedat, Waleed
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 1513-1533
Persistent link: https://www.econbiz.de/10014533269
Saved in:
10
Breaks in term structures : evidence from the oil futures markets
Horváth, Lajos
;
Liu, Zhenya
;
Miller, Curtis
;
Tang, Weiqing
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 2317-2341
Persistent link: https://www.econbiz.de/10014533420
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