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subject:"Volatility"
subject:"Yield curve"
~isPartOf:"Research in international business and finance"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Time series analysis"
~subject:"United Kingdom"
~type:"article"
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Volatility
Yield curve
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United Kingdom
Estimation
426
Schätzung
426
Volatilität
110
Theorie
100
Theory
100
Capital income
98
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Chevallier, Julien
5
Gupta, Rangan
5
Caporale, Guglielmo Maria
4
Aboura, Sofiane
3
Gil-Alaña, Luis A.
3
McMillan, David G.
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Péguin-Feissolle, Anne
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Račev, Svetlozar T.
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Umar, Zaghum
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Vázquez, Jesús
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1
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Research in international business and finance
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Applied economics
333
Economic modelling
224
Applied economics letters
192
Energy economics
180
Journal of econometrics
179
International review of economics & finance : IREF
176
Finance research letters
166
Applied financial economics
149
Economics letters
145
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
145
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
143
Journal of international money and finance
136
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131
International review of financial analysis
130
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Journal of applied econometrics
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Journal of risk and financial management : JRFM
74
The European journal of finance
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Journal of economic dynamics & control
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Econometric reviews
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Oxford bulletin of economics and statistics
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Macroeconomic dynamics
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International journal of economics and finance
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International journal of economics and financial issues : IJEFI
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International Journal of Energy Economics and Policy : IJEEP
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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ECONIS (ZBW)
196
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1
Modelling profitability of private equity : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451482
Saved in:
2
On testing for bubbles during hyperinflations
Morita, Rubens
;
Psaradakis, Zacharias G.
;
Sola, Martin
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 25-37
Persistent link: https://www.econbiz.de/10014506885
Saved in:
3
Bayesian multivariate Beveridge-Nelson decomposition of I(1) and I(2) series with cointegration
Murasawa, Yasutomo
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
3
,
pp. 387-415
Persistent link: https://www.econbiz.de/10013334834
Saved in:
4
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:
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
Co-jumping of treasury yield curve rates
Baruník, Jozef
;
Fišer, Pavel
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
3
,
pp. 481-506
Persistent link: https://www.econbiz.de/10014632034
Saved in:
8
Volatility spillovers between sovereign CDS and futures markets in various volatility states : evidence from an emerging economy around the pandemic
Gök, Remzi
;
Bouri, Elie
;
Gemici, Eray
- In:
Research in international business and finance
66
(
2023
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014460654
Saved in:
9
Clean energy consumption and economic growth in China : a time-varying analysis
Bahramian, Pejman
;
Saliminezhad, Andisheh
;
Fethi, Sami
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
3
,
pp. 299-313
Persistent link: https://www.econbiz.de/10014372879
Saved in:
10
Score-driven multi-regime Markov-switching EGARCH : empirical evidence using the Meixner distribution
Blazsek, Szabolcs
;
Haddad, Michel Ferreira Cardia
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
4
,
pp. 589-634
Persistent link: https://www.econbiz.de/10014372917
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