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subject:"Volatility"
~accessRights:"restricted"
~isPartOf:"Economics letters"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Yield curve"
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Search: subject_exact:"Estimation"
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Volatility
Yield curve
Estimation
700
Schätzung
697
Theorie
195
Theory
195
Volatilität
113
Time series analysis
110
Zeitreihenanalyse
110
Estimation theory
106
Schätztheorie
106
Panel
85
Panel study
85
Capital income
81
Kapitaleinkommen
81
VAR model
81
VAR-Modell
81
Welt
69
World
69
USA
66
United States
66
Geldpolitik
64
Monetary policy
64
Business cycle
59
Cointegration
59
Kointegration
59
Konjunktur
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58
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58
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53
Prognoseverfahren
53
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51
Wirtschaftswachstum
51
Inflation
50
Schock
50
Shock
50
Regression analysis
46
Regressionsanalyse
46
ARCH model
45
ARCH-Modell
45
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44
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Article
129
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129
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English
129
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Gupta, Rangan
6
Ma, Feng
3
Bekiros, Stelios
2
Chevallier, Julien
2
Dimitrakopoulos, Stefanos
2
Jawadi, Fredj
2
Popiel, Michal Ksawery
2
Salisu, Afees A.
2
Vázquez, Jesús
2
Wei, Yu
2
Abdymomunov, Azamat
1
Abosedra, Salah S.
1
Acquah, Benjamin K.
1
Agnello, Luca
1
Ajide, Kazeem Bello
1
Alimi, Olorunfemi Yasiru
1
Anatolyev, Stanislav
1
Angelini, Giovanni
1
Annaert, Jan
1
Aquilante, Tommaso
1
Arfaoui, Mongi
1
Argyropoulos, Efthymios
1
Asai, Manabu
1
Audrino, Francesco
1
Avdoulas, Christos
1
Avdulaj, Krenar
1
Bai, Lan
1
Bak, Yuhyeon
1
Balcilar, Mehmet
1
Barnett, William A.
1
Barunik, Jozef
1
Bathia, Deven
1
Baur, Dirk G.
1
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1
Becker, Ralf
1
Bekierman, Jeremias
1
Berisha, Edmond
1
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1
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Economics letters
International journal of finance & economics : IJFE
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Finance research letters
127
Energy economics
126
International review of economics & finance : IREF
106
Applied economics
90
The North American journal of economics and finance : a journal of financial economics studies
90
Economic modelling
86
International review of financial analysis
80
Journal of econometrics
74
Research in international business and finance
62
Journal of banking & finance
61
Journal of empirical finance
58
Journal of international financial markets, institutions & money
54
Discussion paper / Centre for Economic Policy Research
53
Journal of international money and finance
51
Working paper / National Bureau of Economic Research, Inc.
45
Applied economics letters
44
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
43
International journal of forecasting
39
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
36
Journal of financial economics
36
Discussion papers / CEPR
34
Journal of economic dynamics & control
32
Pacific-Basin finance journal
31
Journal of financial econometrics
30
Quantitative finance
29
The European journal of finance
28
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
27
Emerging markets, finance and trade : EMFT
26
Journal of financial markets
24
Management science : journal of the Institute for Operations Research and the Management Sciences
22
Review of quantitative finance and accounting
21
Econometric reviews
19
Empirical economics : a quarterly journal of the Institute for Advanced Studies
19
International journal of economics and finance
19
Global finance journal
17
International journal of emerging markets
16
Macroeconomic dynamics
16
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ECONIS (ZBW)
129
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1
How different are monetary unions to national economies according to prices?
Glushenkova, Marina
;
Zachariadis, Marios
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 684-702
Persistent link: https://www.econbiz.de/10014469049
Saved in:
2
Does the tail risk index matter in forecasting downside risk?
Hung, Jui-Cheng
;
Liu, Hung-Chun
;
Yang, J. Jimmy
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 3451-3466
Persistent link: https://www.econbiz.de/10014327761
Saved in:
3
Analysis of stock markets risk spillover with copula models under the background of Chinese financial opening
Du, Jiangze
;
Chen, Xizhuo
;
Gong, Jincheng
;
Lin, Xiao
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 3997-4019
Persistent link: https://www.econbiz.de/10014429264
Saved in:
4
Score-driven multi-regime Markov-switching EGARCH : empirical evidence using the Meixner distribution
Blazsek, Szabolcs
;
Haddad, Michel Ferreira Cardia
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
4
,
pp. 589-634
Persistent link: https://www.econbiz.de/10014372917
Saved in:
5
Beyond rocket science : a factor model for convertible bond returns
Li, Zhiyong
;
Wang, Haixu
;
Yu, Mei
- In:
Economics letters
233
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014505094
Saved in:
6
Is central bank news good news for loan interest rates volatility?
Chrysanthopoulou, Xakousti
;
Tsioutsios, Alexandros
; …
- In:
Economics letters
233
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014506275
Saved in:
7
Financial development and business cycle volatility nexus in the UAE : evidence from non-linear regime-shift and asymmetric tests
Abosedra, Salah S.
;
Fakih, Ali
;
Ghosh, Sajal
;
Kanjilal, …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 2729-2741
Persistent link: https://www.econbiz.de/10014327582
Saved in:
8
Causal relationship among international crude oil, gold, exchange rate, and stock market : fresh evidence from NARDL testing approach
Kumar, Suresh
;
Kumar, Ankit
;
Singh, Gurcharan
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 47-57
Persistent link: https://www.econbiz.de/10014253145
Saved in:
9
The impact of exchange rate and exchange rate volatility on Mauritius foreign direct investment : a sector-wise analysis
Moraghen, Warren
;
Seetanah, Boopen
;
Sookia, Noor Ul Hacq
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 208-224
Persistent link: https://www.econbiz.de/10014253175
Saved in:
10
Banks' holdings of and trading in government bonds
Manna, Michele
;
Nobili, Stefano
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 257-283
Persistent link: https://www.econbiz.de/10014253185
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