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subject:"Volatility"
subject:"Yield curve"
~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"Südafrika"
~type_genre:"Aufsatz in Zeitschrift"
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Volatility
Yield curve
Südafrika
Estimation
250
Schätzung
250
Capital income
79
Kapitaleinkommen
79
Börsenkurs
72
Share price
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Volatilität
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Welt
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Aufsatz in Zeitschrift
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Narayan, Paresh Kumar
3
Antonakakis, Nikolaos
2
Balcilar, Mehmet
2
Bley, Jorg
2
Bouri, Elie
2
Filis, George
2
Floros, Christos
2
Hou, Ai Jun
2
Kanas, Angelos
2
McKenzie, Michael D.
2
Saad, Mohsen M.
2
Smales, Lee A.
2
Sosvilla-Rivero, Simón
2
Stenfors, Alexis
2
Wohar, Mark E.
2
Afonso, António
1
Akhtaruzzaman, Md.
1
Aloui, Chaker
1
Anagnostidis, Panagiotis
1
Andrada Félix, Julián
1
Antell, Jan
1
Apostolakis, George N.
1
Ariff, Mohamed
1
Asgharian, Hossein
1
Atenga, Eric Martial Etoundi
1
Aydemir, Resul
1
Babalos, Vassilios
1
Bilgin, Mehmet Huseyin
1
Bohl, Martin T.
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Broadstock, David C.
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Brooks, Robert
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Brzeszczyński, Janusz
1
Bu, Ruijun
1
Byrne, Joseph P.
1
Carroll, Rachael
1
Celov, Dmitrij
1
Chakraborty, Sandip
1
Chang, Shu-Lien
1
Chatziantoniou, Ioannis
1
Chatzivgeri, Eleni
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Journal of international financial markets, institutions & money
Applied economics
151
Finance research letters
150
Energy economics
146
International review of economics & finance : IREF
143
Economic modelling
135
International review of financial analysis
116
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
Applied financial economics
94
Journal of international money and finance
94
Research in international business and finance
74
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
71
Economics letters
66
International journal of finance & economics : IJFE
66
The journal of futures markets
63
Journal of risk and financial management : JRFM
60
Journal of financial economics
58
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
55
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
54
International journal of forecasting
53
The European journal of finance
53
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
45
International Journal of Energy Economics and Policy : IJEEP
39
International journal of economics and finance
39
Journal of financial econometrics : official journal of the Society for Financial Econometrics
39
International journal of economics and financial issues : IJEFI
38
Pacific-Basin finance journal
37
Quantitative finance
37
Journal of forecasting
36
Cogent economics & finance
35
The journal of finance : the journal of the American Finance Association
35
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
34
The South African journal of economics
33
Journal of applied econometrics
32
Journal of financial econometrics
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ECONIS (ZBW)
81
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1
International stock market volatility : a global tail risk sight
Lu, Xinjie
;
Zeng, Qing
;
Zhong, Juandan
;
Zhu, Bo
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014494749
Saved in:
2
International stock volatility predictability : new evidence from uncertainties
Wang, Jiqian
;
Ma, Feng
;
Wang, Tianyang
;
Wu, Lan
- In:
Journal of international financial markets, …
85
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014433290
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3
Alarming contagion effects : the dangerous ripple effect of extreme price spillovers across crude oil, carbon emission allowance, and agriculture futures markets
Wei, Yu
;
Wang, Yizhi
;
Vigne, Samuel A.
;
Ma, Zhenyu
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-33
Persistent link: https://www.econbiz.de/10014482920
Saved in:
4
Do world stock markets "jump" together? : a measure of high-frequency volatility risk spillover networks
Zhou, Dong-hai
;
Liu, Xiao-xing
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-31
Persistent link: https://www.econbiz.de/10014483183
Saved in:
5
European stock market volatility connectedness : the role of country and sector membership
Vidal-Llana, Xenxo
;
Uribe, Jorge
;
Guillén, Montserrat
- In:
Journal of international financial markets, …
82
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014245900
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6
Average tail risk and aggregate stock returns
Dai, Yingtong
;
Harris, Richard D. F.
- In:
Journal of international financial markets, …
82
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014245903
Saved in:
7
Spreading of cross-market volatility information : evidence from multiplex network analysis of volatility spillovers
Gong, Jue
;
Wang, Gang-Jin
;
Zhou, Yang
;
Zhu, You
;
Chi, Xie
; …
- In:
Journal of international financial markets, …
83
(
2023
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014306328
Saved in:
8
Dynamic connectedness between investors' sentiment and asset prices : a comparison between major markets in Europe and USA
Sakariyahu, Rilwan
;
Johan, Sofia Atiqah
;
Lawal, Rodiat
; …
- In:
Journal of international financial markets, …
89
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014490069
Saved in:
9
The size of good and bad volatility shocks does matter for spillovers
Bouri, Elie
;
Harb, Etienne
- In:
Journal of international financial markets, …
80
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013533155
Saved in:
10
Independent policy, dependent outcomes : a game of cross-country dominoes across European yield curves
Stenfors, Alexis
;
Chatziantoniou, Ioannis
;
Gabauer, David
- In:
Journal of international financial markets, …
81
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013533377
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