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subject:"Volatility"
subject:"Yield curve"
~isPartOf:"Research in international business and finance"
~subject:"Time series analysis"
~subject:"United Kingdom"
~type:"article"
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Volatility
Yield curve
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
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32
Kointegration
32
Emerging economies
24
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88
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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
Andrikopoulos, Panagiotis
1
Antonakakis, Nikolaos
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
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
BenSaïda, Ahmed
1
Berke, Burcu
1
Bertuccelli, Pietro
1
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Research in international business and finance
Applied economics
333
Economic modelling
223
Applied economics letters
189
Journal of econometrics
179
Energy economics
178
International review of economics & finance : IREF
170
Applied financial economics
149
Finance research letters
148
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
133
Journal of banking & finance
131
The North American journal of economics and finance : a journal of financial economics studies
127
International review of financial analysis
126
Journal of empirical finance
115
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
107
International journal of forecasting
104
Journal of international financial markets, institutions & money
94
International journal of finance & economics : IJFE
90
Journal of applied econometrics
80
The journal of futures markets
80
Journal of forecasting
79
Journal of risk and financial management : JRFM
74
The European journal of finance
74
Journal of financial economics
70
Journal of economic dynamics & control
68
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
65
Econometric reviews
62
Journal of macroeconomics
57
Oxford bulletin of economics and statistics
55
Macroeconomic dynamics
53
International journal of economics and finance
52
International journal of economics and financial issues : IJEFI
50
Journal of money, credit and banking : JMCB
49
International Journal of Energy Economics and Policy : IJEEP
48
The empirical economics letters : a monthly international journal of economics
47
Journal of financial econometrics : official journal of the Society for Financial Econometrics
46
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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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
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
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
Saved in:
10
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
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