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subject:"Volatility"
~isPartOf:"Economics letters"
~isPartOf:"Journal of international financial markets, institutions & money"
~isPartOf:"The empirical economics letters : a monthly international journal of economics"
~subject:"Time series analysis"
~subject:"Wirtschaftswachstum"
~type_genre:"Aufsatz in Zeitschrift"
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Volatility
Time series analysis
Wirtschaftswachstum
Estimation
1,228
Schätzung
1,223
Theorie
290
Theory
290
Panel
161
Panel study
161
Welt
157
World
157
Volatilität
145
Capital income
136
Kapitaleinkommen
136
Börsenkurs
135
Share price
135
Estimation theory
127
Schätztheorie
127
USA
123
United States
123
Cointegration
118
Kointegration
118
Economic growth
115
Zeitreihenanalyse
111
Aktienmarkt
100
Stock market
100
Exchange rate
82
Forecasting model
82
Prognoseverfahren
82
Wechselkurs
82
VAR model
76
VAR-Modell
76
Business cycle
70
Geldpolitik
70
Konjunktur
70
Monetary policy
70
Inflation
68
ARCH model
66
ARCH-Modell
66
Regression analysis
62
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344
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Aufsatz in Zeitschrift
Article in journal
344
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English
344
Author
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Chang, Tsangyao
5
Narayan, Paresh Kumar
5
Sosvilla-Rivero, Simón
4
Gupta, Rangan
3
Impawe, Augustin
3
Mitra, Rajarshi
3
Antonakakis, Nikolaos
2
Bhandari, Avishek
2
Bley, Jorg
2
Bouri, Elie
2
Chang, Seong Yeon
2
Cho, Dooyeon
2
Christou, Christina
2
Coakley, Jerry
2
Dimitrakopoulos, Stefanos
2
Dinh Hoang Bach Phan
2
Fernández Rodríguez, Fernando
2
Filis, George
2
Floros, Christos
2
Gil-Alaña, Luis A.
2
Guérin, Pierre
2
Gómez Puig, Marta
2
Han, Heejoon
2
Hossain, Md. Sharif
2
Hou, Ai Jun
2
Kapetanios, George
2
Karlsson, Sune
2
Koulakiotis, Athanasios
2
Lai, Yu-Sheng
2
Li, Chen
2
Li, Luyang
2
Lütkepohl, Helmut
2
McKenzie, Michael D.
2
Nicolau, João
2
Papasyriopoulos, Nicholas
2
Saad, Mohsen M.
2
Sharma, Susan Sunila
2
Sibbertsen, Philipp
2
Sirimon Treepongkaruna
2
Smales, Lee A.
2
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Economics letters
Journal of international financial markets, institutions & money
The empirical economics letters : a monthly international journal of economics
Applied economics
316
Economic modelling
273
Applied economics letters
221
Energy economics
217
Journal of econometrics
167
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
166
International review of economics & finance : IREF
162
Finance research letters
141
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
129
International Journal of Energy Economics and Policy : IJEEP
119
International review of financial analysis
118
The North American journal of economics and finance : a journal of financial economics studies
116
Journal of banking & finance
105
International journal of economics and financial issues : IJEFI
104
International journal of forecasting
104
Applied financial economics
101
Journal of international money and finance
98
Journal of empirical finance
94
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
93
International journal of economics and finance
89
Research in international business and finance
89
Journal of risk and financial management : JRFM
85
Cogent economics & finance
79
International journal of finance & economics : IJFE
75
Journal of forecasting
71
Journal of applied econometrics
70
Journal of macroeconomics
68
The journal of futures markets
65
Theoretical and applied economics : GAER review
62
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
60
Economies : open access journal
59
Econometric reviews
58
Macroeconomic dynamics
58
The European journal of finance
55
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
51
Journal of economic dynamics & control
51
Empirical economics : a quarterly journal of the Institute for Advanced Studies
49
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ECONIS (ZBW)
344
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344
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1
International stock market volatility : a global tail risk sight
Lu, Xinjie
;
Zeng, Qing
;
Zhong, Juandan
;
Zhu, Bo
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014494749
Saved in:
2
Forecasting national recessions of the United States with state-level climate risks : evidence from model averaging in Markov-switching models
Cepni, Oguzhan
;
Christou, Christina
;
Gupta, Rangan
- In:
Economics letters
227
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014335747
Saved in:
3
Inflation and real GDP growth in the U.S. : demand or supply driven?
Chang, Jui-chuan Della
;
Jansen, Dennis W.
;
Pagliacci, …
- In:
Economics letters
231
(
2023
),
pp. 1-3
Persistent link: https://www.econbiz.de/10014460681
Saved in:
4
Inflation dynamics in the frequency domain
Martins, Manuel Mota Freitas
;
Verona, Fabio
- In:
Economics letters
231
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014461250
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
Have the effects of shocks to oil price expectations changed? : evidence from heteroskedastic proxy vector autoregressions
Bruns, Martin
;
Lütkepohl, Helmut
- In:
Economics letters
233
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014506905
Saved in:
8
International stock volatility predictability : new evidence from uncertainties
Wang, Jiqian
;
Ma, Feng
;
Wang, Tianyang
;
Wu, Lan
- In:
Journal of international financial markets, …
85
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014433290
Saved in:
9
Alarming contagion effects : the dangerous ripple effect of extreme price spillovers across crude oil, carbon emission allowance, and agriculture futures markets
Wei, Yu
;
Wang, Yizhi
;
Vigne, Samuel A.
;
Ma, Zhenyu
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-33
Persistent link: https://www.econbiz.de/10014482920
Saved in:
10
Do world stock markets "jump" together? : a measure of high-frequency volatility risk spillover networks
Zhou, Dong-hai
;
Liu, Xiao-xing
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-31
Persistent link: https://www.econbiz.de/10014483183
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