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subject:"Volatility"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"International journal of finance & economics : IJFE"
~subject:"World"
~subject:"Yield curve"
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Volatility
World
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Estimation
977
Schätzung
977
Theorie
210
Theory
210
USA
130
United States
130
Panel
112
Panel study
112
Cointegration
108
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103
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90
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Gupta, Rangan
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
International journal of finance & economics : IJFE
Working paper / National Bureau of Economic Research, Inc.
386
NBER working paper series
353
NBER Working Paper
321
CESifo working papers
310
Applied economics
284
Discussion paper / Centre for Economic Policy Research
269
Energy economics
216
Economic modelling
215
Applied economics letters
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188
Journal of international money and finance
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International review of economics & finance : IREF
181
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167
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148
International review of financial analysis
145
Discussion paper series / IZA
139
Economics letters
137
The North American journal of economics and finance : a journal of financial economics studies
132
Journal of econometrics
118
Journal of international financial markets, institutions & money
115
Journal of empirical finance
114
Applied financial economics
113
CESifo Working Paper Series
110
Discussion paper / Tinbergen Institute
99
Research in international business and finance
99
Discussion paper
91
Discussion papers / CEPR
83
IMF working papers
81
The journal of futures markets
79
Journal of risk and financial management : JRFM
77
International Journal of Energy Economics and Policy : IJEEP
76
Journal of financial economics
74
Kiel working paper
74
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
72
Journal of international economics
64
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
63
IZA Discussion Paper
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Journal of applied econometrics
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ECONIS (ZBW)
205
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41
Forecasting stock market (realized) volatility in the United Kingdom : is there a role of inequality?
Hassani, Hossein
;
Yeganegi, Mohammad Reza
;
Gupta, Rangan
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 2146-2152
Persistent link: https://www.econbiz.de/10013184696
Saved in:
42
A GARCH approach to model short-term interest rates : evidence from Spanish economy
Sánchez García, Javier
;
Cruz Rambaud, Salvador
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 1621-1632
Persistent link: https://www.econbiz.de/10013184367
Saved in:
43
Momentum crashes and variations to market liquidity
Butt, Hilal Anwar
;
Virk, Nader Shahzad
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 1899-1911
Persistent link: https://www.econbiz.de/10013184407
Saved in:
44
The predictive power of the term spread on inequality in the United Kingdom : an empirical analysis
Balcilar, Mehmet
;
Berisha, Edmond
;
Çepni, Oğuzhan
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 1979-1988
Persistent link: https://www.econbiz.de/10013184598
Saved in:
45
Regional integration and bilateral FDI stocks in the OECD
Barrell, Ray
;
Nahhas, Abdulkader
- In:
International journal of finance & economics : IJFE
27
(
2022
)
3
,
pp. 3032-3050
Persistent link: https://www.econbiz.de/10013329848
Saved in:
46
Does crude oil futures price really help to predict spot oil price? : new evidence from density forecasting
Bai, Lan
;
Li, Xiafei
;
Wei, Yu
;
Wei, Guiwu
- In:
International journal of finance & economics : IJFE
27
(
2022
)
3
,
pp. 3694-3712
Persistent link: https://www.econbiz.de/10013330741
Saved in:
47
Does the price of crude oil help predict the conditional distribution of aggregate equity return?
Nonejad, Nima
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
1
,
pp. 313-349
Persistent link: https://www.econbiz.de/10012218998
Saved in:
48
Economic volatility and sovereign yields' determinants : a time-varying approach
Afonso, António
;
Jalles, João Tovar
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
2
,
pp. 427-451
Persistent link: https://www.econbiz.de/10012219023
Saved in:
49
Institutional quality and the relationship between inflation and economic growth
Khan, Muhammad
;
Hanif, Waqas
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
2
,
pp. 627-649
Persistent link: https://www.econbiz.de/10012219142
Saved in:
50
Realized volatility and jump testing in the Japanese electricity spot market
Ciarreta, Aitor
;
Muniain, Peru
;
Zarraga, Ainhoa
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
3
,
pp. 1143-1166
Persistent link: https://www.econbiz.de/10012219535
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