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subject:"Volatility"
~isPartOf:"Emerging markets review"
~person:"Bouri, Elie"
~person:"Gupta, Rangan"
~person:"McMillan, David G."
~subject:"Capital income"
~subject:"Großbritannien"
~subject:"Impact assessment"
~subject:"Prognoseverfahren"
~subject:"VAR-Modell"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Konferenzbeitrag"
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Volatility
Capital income
Großbritannien
Impact assessment
Prognoseverfahren
VAR-Modell
Volatilität
Estimation
2
Schätzung
2
VAR model
2
ARCH model
1
ARCH-Modell
1
Aktienmarkt
1
BRICS
1
BRICS countries
1
BRICS-Staaten
1
Bayes-Statistik
1
Bayesian Graphical Structural VAR
1
Bayesian inference
1
Börsenkurs
1
Causality analysis
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Forecasting model
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Implied volatility index
1
Inflation
1
Inflation expectations
1
Inflation uncertainty
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Inflationserwartung
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Kausalanalyse
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Long memory
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Markov chain
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Markov switching model
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Markov-Kette
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Risiko
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Risk
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Seasonality
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South Africa
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Stock market
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Strategic commodities
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Südafrika
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Time series analysis
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Time-varying causality
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VIX
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Volatility predictability
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Article in journal
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Bouri, Elie
Gupta, Rangan
McMillan, David G.
Narayan, Paresh Kumar
6
Dinh Hoang Bach Phan
4
Ajmi, Ahdi Noomen
2
Bannigidadmath, Deepa
2
Sharma, Susan Sunila
2
Abbas, Qaisar
1
Ali Shah, Syed Zulfiqar
1
Ali, Heba
1
An, Jiyoun
1
Arshad, Shaista
1
Atukeren, Erdal
1
Aye, Goodness C.
1
Aysun, Uluc
1
Balcilar, Mehmet
1
Blitz, David
1
Cakici, Nusret
1
Cepni, Oguzhan
1
Charfeddine, Lanouar
1
Cheng, Ai-ru
1
Chu, Chien Chi
1
Chuliá, Helena
1
Curatola, Giuliano
1
Demir, Ender
1
Donadelli, Michael
1
Ellis, Craig
1
Fabozzi, Frank J.
1
Fang, Liting
1
Gao, Yang
1
Gozgor, Giray
1
Grüning, Patrick
1
Guillén, Montserrat
1
Guillén, Osmani Teixeira de Carvalho
1
Güney, Ethem
1
Hanousek, Jan
1
He, Lerong
1
Ho, Kin-Yip
1
Hosseini, Seyedmehdi
1
Huang, Zhigang
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Emerging markets review
Finance research letters
11
The North American journal of economics and finance : a journal of financial economics studies
10
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
Research in international business and finance
9
Applied economics
8
International journal of finance & economics : IJFE
8
Energy economics
7
International review of economics & finance : IREF
6
Applied economics letters
5
Economic modelling
5
International review of financial analysis
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
The European journal of finance
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Applied financial economics
4
Journal of forecasting
4
Journal of international financial markets, institutions & money
4
Journal of macroeconomics
4
Economics and Business Letters : EBL
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Economics letters
3
Journal of multinational financial management
3
Structural change and economic dynamics : SC+ED
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The Manchester School
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Economics / Journal articles : the open-access, open-assessment journal
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
International review of applied economics
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International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
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Journal of economics and finance
2
Open economies review
2
Studies in economics and finance
2
The journal of asset management
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The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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Applied financial economics letters
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
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Cogent economics & finance
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Contemporary economics
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Defence and peace economics
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Economies : open access journal
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Does global fear predict fear in BRICS stock markets? : evidence from a Bayesian Graphical Structural VAR model
Bouri, Elie
;
Gupta, Rangan
;
Hosseini, Seyedmehdi
;
Lau, …
- In:
Emerging markets review
34
(
2018
),
pp. 124-142
Persistent link: https://www.econbiz.de/10012114689
Saved in:
2
Causality between inflation and inflation uncertainty in South Africa: evidence from a Markov-switching vector autoregressive model
Nasr, Adnen Ben
;
Balcilar, Mehmet
;
Ajmi, Ahdi Noomen
; …
- In:
Emerging markets review
24
(
2015
),
pp. 46-68
Persistent link: https://www.econbiz.de/10011538531
Saved in:
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