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subject:"Volatility"
subject:"Yield curve"
~isPartOf:"Research in international business and finance"
~subject:"ARCH model"
~subject:"Time series analysis"
~subject:"United Kingdom"
~type:"article"
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Volatility
Yield curve
ARCH model
Time series analysis
United Kingdom
Estimation
226
Schätzung
226
Aktienmarkt
72
Stock market
72
Volatilität
68
Börsenkurs
67
Capital income
67
Kapitaleinkommen
67
Share price
67
Welt
44
World
44
ARCH-Modell
33
Cointegration
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24
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24
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92
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Caporale, Guglielmo Maria
4
Aboura, Sofiane
3
Chevallier, Julien
3
Gil-Alaña, Luis A.
3
Gupta, Rangan
3
Kitamura, Yoshihiro
2
Klotzle, Marcelo Cabus
2
McMillan, David G.
2
Papadamou, Stephanos
2
Pinto, Antônio Carlos Figueiredo
2
Umar, Zaghum
2
Abakah, Emmanuel Joel Aikins
1
Abedin, Mohammad Zoynul
1
Agarwal, Vineet
1
Agudelo, Diego A.
1
Akbar, Saeed
1
Al-Shboul, Mohammad
1
Ali Shah, Syed Zulfiqar
1
Almahadin, Hamed Ahmad
1
Alsarhan, Abdulwahab A.
1
Altuntas, Mehmet
1
Altıntaş, Halil
1
Andrikopoulos, Panagiotis
1
Antonakakis, Nikolaos
1
Anwar, Sajid
1
Assaf, Ata
1
Aydoğan, Berna
1
Bajo Rubio, Oscar
1
Baklaci, Hasan Fehmi
1
Balcilar, Mehmet
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Bales, Stephan
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Barbedo, Claudio Henrique da Silveira
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Bassil, Charbel
1
Bellelah, M. A.
1
Bellelah, M. O.
1
Ben Ameur, Hachmi
1
Ben Ammar, Imen
1
Ben Omrane, Walid
1
Ben Ouda, Olfa
1
Ben Rejeb, Aymen
1
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Research in international business and finance
Applied economics
343
Economic modelling
230
Applied economics letters
201
International review of economics & finance : IREF
184
Journal of econometrics
184
Energy economics
182
Finance research letters
175
Applied financial economics
157
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
150
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
149
Economics letters
148
Journal of banking & finance
138
Journal of international money and finance
138
International review of financial analysis
134
The North American journal of economics and finance : a journal of financial economics studies
134
Journal of empirical finance
124
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
112
International journal of forecasting
111
Journal of international financial markets, institutions & money
101
International journal of finance & economics : IJFE
97
The journal of futures markets
90
Journal of applied econometrics
81
Journal of forecasting
80
The European journal of finance
79
Journal of risk and financial management : JRFM
77
Journal of financial economics
70
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
69
Journal of economic dynamics & control
68
Econometric reviews
64
Journal of macroeconomics
59
International journal of economics and financial issues : IJEFI
58
Oxford bulletin of economics and statistics
55
International journal of economics and finance
54
Macroeconomic dynamics
54
Journal of financial econometrics : official journal of the Society for Financial Econometrics
51
Journal of money, credit and banking : JMCB
49
The empirical economics letters : a monthly international journal of economics
49
International Journal of Energy Economics and Policy : IJEEP
48
Pacific-Basin finance journal
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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
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:
3
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:
4
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:
5
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:
6
Does the source of uncertainty matter? : the impact of financial, newspaper and Twitter-based measures on U.S. banks
Bales, Stephan
;
Burghartz, Kaspar
;
Burghof, Hans-Peter
; …
- In:
Research in international business and finance
65
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014432626
Saved in:
7
Impact of fiscal stimulus on volatility : a cross-country analysis
Gu, Tiantian
;
Venkateswaran, Anand
;
Erath, Marc
- In:
Research in international business and finance
65
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014434064
Saved in:
8
COVID-19 and stock returns : evidence from the Markov switching dependence approach
Bouteska, Ahmed
;
Sharif, Taimur
;
Abedin, Mohammad Zoynul
- In:
Research in international business and finance
64
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014279046
Saved in:
9
Roles of stable versus nonstable cryptocurrencies in Bitcoin market dynamics
Brik, Hatem
;
El Ouakdi, Jihene
;
Ftiti, Zied
- In:
Research in international business and finance
62
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014247888
Saved in:
10
Financial market integration of emerging markets : heavy tails, structural shifts, nonlinearity, and asymmetric persistence
Nazlıoğlu, Şaban
;
Kucukkaplan, Ilhan
;
Kilic, Emre
; …
- In:
Research in international business and finance
62
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014248566
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