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subject:"Volatility"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of international money and finance"
~isPartOf:"The European journal of finance"
~source:"econis"
~subject:"Shock"
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Volatility
Shock
Estimation
1,464
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1,462
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411
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411
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244
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244
Volatilität
230
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Caporale, Guglielmo Maria
4
Gupta, Rangan
4
Copeland, Laurence S.
3
Koutmos, Gregory
3
Pierdzioch, Christian
3
Ali, Faek Menla
2
Ap Gwilym, Owain
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2
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De, Kuhelika
2
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2
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2
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2
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2
Hou, Chenghan
2
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2
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2
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2
Sornette, Didier
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2
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2
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Economic modelling
Journal of international money and finance
The European journal of finance
Applied economics
181
Energy economics
167
Working paper / National Bureau of Economic Research, Inc.
166
NBER working paper series
163
NBER Working Paper
149
International review of economics & finance : IREF
130
Finance research letters
129
Working paper
126
Discussion paper / Centre for Economic Policy Research
124
CESifo working papers
113
Journal of econometrics
110
The North American journal of economics and finance : a journal of financial economics studies
110
International review of financial analysis
108
Applied economics letters
102
Economics letters
97
Journal of banking & finance
96
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88
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84
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80
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73
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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69
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69
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67
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66
The journal of futures markets
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60
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56
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54
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51
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
50
International journal of forecasting
49
Journal of monetary economics
47
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
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Does exchange rate volatility affect the impact of appreciation and depreciation on the trade balance? : a nonlinear bivariate approach
Bosupeng, Mpho
;
Naranpanawa, Athula
;
Su, Jen-je
- In:
Economic modelling
130
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014451157
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2
The information content of currency option-implied volatilities : implications for ex-ante forecasts of global equity correlations
Figueiredo, Antonio
;
Parhizgari, Ali M.
;
Dupoyet, Brice
- In:
The European journal of finance
29
(
2023
)
18
,
pp. 2128-2153
Persistent link: https://www.econbiz.de/10014418133
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3
Monetary policy surprises and corporate investment growth in China
Jiang, Lunan
;
Chen, Yinghui
;
Zhang, Lin
- In:
Economic modelling
131
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014451187
Saved in:
4
Regional fiscal spillovers : the role of trade linkages
Bettarelli, Luca
;
Furceri, Davide
;
Pizzuto, Pietro
; …
- In:
Journal of international money and finance
140
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014451424
Saved in:
5
Improving financial volatility nowcasts
Kruse-Becher, Robinson
;
Liu, Yuze
- In:
The European journal of finance
30
(
2024
)
2
,
pp. 101-126
Persistent link: https://www.econbiz.de/10014547345
Saved in:
6
Dissecting the Moroccan business cycle : a trade-based identification of agricultural supply shocks
Elguellab, Ali
;
Ezzahid, Elhadj
- In:
Economic modelling
129
(
2023
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014472011
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7
Risk-return tradeoff and serial correlation in the Chinese stock market : a bailout-driven crash feedback hypothesis
Yao, Jing
;
Yang, Yiwen
- In:
Economic modelling
129
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014472100
Saved in:
8
On the role of interest rate differentials in the dynamic asymmetry of exchange rates
Hambuckers, J.
;
Ulm, M.
- In:
Economic modelling
129
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014472153
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9
Liquidity shocks and the negative premium of liquidity volatility around the world
Feng, Frank Y.
;
Kang, Wenjin
;
Zhang, Huiping
- In:
Journal of international money and finance
139
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014478240
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10
Flexible inflation targeting and stock market volatility : evidence from emerging market economies
Dridi, Ichrak
;
Boughrara, Adel
- In:
Economic modelling
126
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462464
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