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subject:"Volatility"
subject:"Yield curve"
~isPartOf:"Research in international business and finance"
~subject:"Forecasting model"
~subject:"Time series analysis"
~subject:"United Kingdom"
~type:"article"
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Search: subject_exact:"Estimation"
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Volatility
Yield curve
Forecasting 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 model
33
ARCH-Modell
33
Cointegration
32
Kointegration
32
Emerging economies
24
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24
Portfolio-Management
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Schwellenländer
24
Prognoseverfahren
20
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Theory
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Behavioural finance
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18
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101
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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
Agarwal, Vineet
1
Agudelo, Diego A.
1
Akbar, Saeed
1
Ali Shah, Syed Zulfiqar
1
Almahadin, Hamed Ahmad
1
Alsarhan, Abdulwahab A.
1
Altuntas, Mehmet
1
Altıntaş, Halil
1
Amidu, Mohammed
1
Andrikopoulos, Panagiotis
1
Antonakakis, Nikolaos
1
Assaf, Ata
1
Awijen, Haithem
1
Aydoğan, Berna
1
Bajo Rubio, Oscar
1
Baklaci, Hasan Fehmi
1
Balcilar, Mehmet
1
Bales, Stephan
1
Barbedo, Claudio Henrique da Silveira
1
Bassil, Charbel
1
Bellelah, M. A.
1
Bellelah, M. O.
1
Ben Ameur, Hachmi
1
Ben Ammar, Imen
1
Ben Lahouel, Bechir
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
375
Economic modelling
256
Applied economics letters
224
Finance research letters
203
Journal of econometrics
200
Energy economics
196
International review of economics & finance : IREF
191
Journal of banking & finance
179
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
168
International journal of forecasting
166
Economics letters
165
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
163
Applied financial economics
161
International review of financial analysis
157
Journal of empirical finance
151
Journal of international money and finance
151
The North American journal of economics and finance : a journal of financial economics studies
147
Journal of forecasting
127
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
110
Journal of financial economics
106
Journal of international financial markets, institutions & money
106
Journal of applied econometrics
99
International journal of finance & economics : IJFE
97
The European journal of finance
91
The journal of futures markets
90
Journal of risk and financial management : JRFM
84
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
78
Journal of economic dynamics & control
75
Econometric reviews
72
Journal of macroeconomics
69
Oxford bulletin of economics and statistics
63
Pacific-Basin finance journal
63
Journal of money, credit and banking : JMCB
62
Macroeconomic dynamics
61
International journal of economics and finance
59
Journal of financial econometrics : official journal of the Society for Financial Econometrics
53
International journal of economics and financial issues : IJEFI
51
Review of quantitative finance and accounting
51
The empirical economics letters : a monthly international journal of economics
50
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ECONIS (ZBW)
101
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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
Credit risk prediction based on loan profit : evidence from Chinese SMEs
Li, Zhe
;
Liang, Shuguang
;
Pan, Xianyou
;
Pang, Meng
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10014451525
Saved in:
4
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:
5
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:
6
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:
7
Predictability and forecasting performance of major euro exchange rates using a relative PPP-based equilibrium model
Grossmann, Axel
;
Simpson, Marc W.
- In:
Research in international business and finance
66
(
2023
),
pp. 1-35
Persistent link: https://www.econbiz.de/10014462207
Saved in:
8
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:
9
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:
10
Machine learning for US cross-industry return predictability under information uncertainty
Awijen, Haithem
;
Zaied, Younes Ben
;
Ben Lahouel, Bechir
; …
- In:
Research in international business and finance
64
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014279809
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