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subject:"Volatility"
subject:"Yield curve"
~isPartOf:"Research in international business and finance"
~subject:"CAPM"
~subject:"United Kingdom"
~subject:"Volatilität"
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Volatility
Yield curve
CAPM
United Kingdom
Volatilität
Estimation
226
Schätzung
226
Aktienmarkt
72
Stock market
72
Börsenkurs
67
Capital income
67
Kapitaleinkommen
67
Share price
67
Welt
44
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44
ARCH model
33
ARCH-Modell
33
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32
Kointegration
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24
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18
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18
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18
Time series analysis
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18
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17
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86
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Aboura, Sofiane
3
Caporale, Guglielmo Maria
3
Chevallier, Julien
3
Gupta, Rangan
3
Kitamura, Yoshihiro
2
Papadamou, Stephanos
2
Umar, Zaghum
2
Agarwal, Vineet
1
Agudelo, Diego A.
1
Akbar, Muhammad
1
Akbar, Saeed
1
Al-Shboul, Mohammad
1
Ali Shah, Syed Zulfiqar
1
Almahadin, Hamed Ahmad
1
Alsarhan, Abdulwahab A.
1
Andrikopoulos, Panagiotis
1
Antell, Jan
1
Antonakakis, Nikolaos
1
Antypas, Antonios
1
Anwar, Sajid
1
Assaf, Ata
1
Aydoğan, Berna
1
Bajo Rubio, Oscar
1
Baklaci, Hasan Fehmi
1
Balcilar, Mehmet
1
Bales, Stephan
1
Barbedo, Claudio Henrique da Silveira
1
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1
Bellelah, M. A.
1
Bellelah, M. O.
1
Ben Ameur, Hachmi
1
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1
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1
Ben Rejeb, Aymen
1
BenSaïda, Ahmed
1
Berke, Burcu
1
Bertuccelli, Pietro
1
Biekpe, Nicholas
1
Boukhatem, Jamel
1
Bouraoui, Omar
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Research in international business and finance
Applied economics
288
Discussion paper series / IZA
248
Working paper / National Bureau of Economic Research, Inc.
224
NBER working paper series
213
Discussion paper / Centre for Economic Policy Research
187
NBER Working Paper
184
Finance research letters
180
Economic modelling
174
International review of economics & finance : IREF
173
Journal of banking & finance
155
International review of financial analysis
153
Applied financial economics
152
Energy economics
152
Journal of international money and finance
140
Journal of empirical finance
138
Applied economics letters
137
Working paper
134
CESifo working papers
129
The North American journal of economics and finance : a journal of financial economics studies
129
Journal of econometrics
127
Journal of financial economics
117
Journal of international financial markets, institutions & money
108
Discussion paper
101
Economics letters
97
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
97
IZA Discussion Paper
92
International journal of finance & economics : IJFE
90
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
85
The European journal of finance
82
Discussion paper / Tinbergen Institute
80
The journal of futures markets
80
Journal of risk and financial management : JRFM
69
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
65
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
64
The journal of finance : the journal of the American Finance Association
63
Discussion papers in economics
61
Pacific-Basin finance journal
60
International journal of forecasting
59
Journal of economic dynamics & control
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ECONIS (ZBW)
86
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86
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1
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:
2
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:
3
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:
4
Countercyclical and time-varying reward to risk and the equity premium
Antell, Jan
;
Vaihekoski, Mika
- In:
Research in international business and finance
66
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014460255
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
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:
9
Asymmetric volatility dynamics in cryptocurrency markets on multi-time scales
Kakinaka, Shinji
;
Umeno, Ken
- In:
Research in international business and finance
62
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014248649
Saved in:
10
Nonlinear dynamic correlation between geopolitical risk and oil prices : a study based on high-frequency data
Huang, Jianbai
;
Ding, Qian
;
Zhang, Hongwei
;
Guo, Yaoqi
; …
- In:
Research in international business and finance
56
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013266166
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