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subject:"Volatility"
subject:"Yield curve"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"International review of financial analysis"
~isPartOf:"The European journal of finance"
~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
794
Schätzung
793
Capital income
247
Kapitaleinkommen
247
Theorie
204
Theory
204
Volatilität
200
Börsenkurs
198
Share price
198
Aktienmarkt
169
Stock market
169
Forecasting model
120
Prognoseverfahren
120
Welt
95
World
95
Exchange rate
88
Wechselkurs
88
ARCH model
85
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85
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75
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75
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72
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69
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69
Risk
63
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57
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54
Risk premium
54
Panel
53
Panel study
53
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52
Behavioural finance
52
Time series analysis
52
Zeitreihenanalyse
52
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42
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236
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Article in journal
Aufsatz in Zeitschrift
Conference paper
2
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2
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English
236
Author
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Gupta, Rangan
7
Ma, Feng
5
Ap Gwilym, Owain
3
Copeland, Laurence S.
3
Degiannakis, Stavros
3
Hammoudeh, Shawkat
3
Umar, Zaghum
3
Audrino, Francesco
2
Balcilar, Mehmet
2
Bouri, Elie
2
Chortareas, Georgios E.
2
Choudhry, Taufiq
2
Cipollini, Andrea
2
Corbet, Shaen
2
Cummins, Mark
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
Karanasos, Menelaos
2
Kearney, Fearghal
2
Koutmos, Gregory
2
Lau, Chi Keung
2
Liu, Jia
2
Liu, Zhenya
2
McMillan, David G.
2
Nonejad, Nima
2
Pierdzioch, Christian
2
Roubaud, David
2
Salisu, Afees A.
2
Sensoy, Ahmet
2
Serdengeçti, Süleyman
2
Shahzad, Syed Jawad Hussain
2
Sheng, Xin
2
Smales, Lee A.
2
Subramaniam, Sowmya
2
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International journal of finance & economics : IJFE
International review of financial analysis
The European journal of finance
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
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 economic dynamics & control
46
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)
236
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1
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10
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236
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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
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:
3
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:
4
The information content of currency option-implied volatilities : implications for ex-ante forecasts of global equity correlations
Figueiredo, Antonio
;
Parhizgari, Ali M.
;
Dupoyet, Brice
- In:
The European journal of finance
29
(
2023
)
18
,
pp. 2128-2153
Persistent link: https://www.econbiz.de/10014418133
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
Improving financial volatility nowcasts
Kruse-Becher, Robinson
;
Liu, Yuze
- In:
The European journal of finance
30
(
2024
)
2
,
pp. 101-126
Persistent link: https://www.econbiz.de/10014547345
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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