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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:"United Kingdom"
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Volatility
Yield curve
United Kingdom
Estimation
434
Schätzung
434
Volatilität
114
Theorie
101
Theory
101
Capital income
99
Kapitaleinkommen
99
Börsenkurs
87
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87
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80
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Time series analysis
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Chevallier, Julien
5
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3
Gupta, Rangan
3
Umar, Zaghum
3
Bouri, Elie
2
Caporale, Guglielmo Maria
2
Fabozzi, Frank J.
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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
262
Discussion paper series / IZA
246
Working paper / National Bureau of Economic Research, Inc.
180
Discussion paper / Centre for Economic Policy Research
175
NBER working paper series
173
Energy economics
159
Economic modelling
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NBER Working Paper
155
Finance research letters
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International review of economics & finance : IREF
152
Applied financial economics
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International review of financial analysis
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121
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120
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119
CESifo working papers
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The North American journal of economics and finance : a journal of financial economics studies
112
Journal of empirical finance
103
Discussion paper
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IZA Discussion Paper
91
Economics letters
89
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
85
Journal of international financial markets, institutions & money
84
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
81
International journal of finance & economics : IJFE
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The journal of futures markets
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Discussion paper / Tinbergen Institute
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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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ECONIS (ZBW)
145
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71
A model of the euro-area yield curve with discrete policy rates
Renne, Jean-Paul
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
1
,
pp. 99-116
Persistent link: https://www.econbiz.de/10011650234
Saved in:
72
Does the equity premium puzzle persist during financial crisis? : the case of the French equity market
Bellelah, M. A.
;
Bellelah, M. O.
;
Ben Ameur, Hachmi
; …
- In:
Research in international business and finance
39
(
2017
),
pp. 851-866
Persistent link: https://www.econbiz.de/10011912395
Saved in:
73
Oil vs. gasoline : the dark side of volatility and taxation
Aboura, Sofiane
;
Chevallier, Julien
- In:
Research in international business and finance
39
(
2017
),
pp. 976-989
Persistent link: https://www.econbiz.de/10011912421
Saved in:
74
News surprises and volatility spillover among agricultural commodities : the case of corn, wheat, soybean and soybean oil
Hamadi, Hassan
;
Bassil, Charbel
;
Nehme, Tamara
- In:
Research in international business and finance
41
(
2017
),
pp. 148-157
Persistent link: https://www.econbiz.de/10011912988
Saved in:
75
Determinants of idiosyncratic volatility : evidence from the Indian stock market
Kumari, Jyoti
;
Mahakud, Jitendra
;
Hiremath, Gourishankar S.
- In:
Research in international business and finance
41
(
2017
),
pp. 172-184
Persistent link: https://www.econbiz.de/10011912999
Saved in:
76
The behaviour of asset return and volatility spillovers in Turkey : a tale of two crises
Bajo Rubio, Oscar
;
Berke, Burcu
;
McMillan, David G.
- In:
Research in international business and finance
41
(
2017
),
pp. 577-589
Persistent link: https://www.econbiz.de/10011914596
Saved in:
77
The returns, risk and liquidity relationship in high frequency trading : evidence from the Oslo stock market
Minh Thi Hong Dinh
- In:
Research in international business and finance
39
(
2017
),
pp. 30-40
Persistent link: https://www.econbiz.de/10011876398
Saved in:
78
Volatility transmission between US and Latin American stock markets : testing the decoupling hypothesis
Cardona, Laura
;
Gutiérrez, Marcela
;
Agudelo, Diego A.
- In:
Research in international business and finance
39
(
2017
),
pp. 115-127
Persistent link: https://www.econbiz.de/10011876451
Saved in:
79
Towards an asymmetric long run equilibrium between stock market uncertainty and the yield spread : a threshold vector error correction approach
Evgenidis, Anastasios
;
Tsagkanos, Athanasios
; …
- In:
Research in international business and finance
39
(
2017
),
pp. 267-279
Persistent link: https://www.econbiz.de/10011876475
Saved in:
80
Causes and consequences of energy price shocks on petroleum-based stock market using the spillover asymmetric multiplicative error model
Khalifa, Ahmed A.
;
Alsarhan, Abdulwahab A.
; …
- In:
Research in international business and finance
39
(
2017
),
pp. 307-314
Persistent link: https://www.econbiz.de/10011876487
Saved in:
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