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subject:"Volatility"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Journal of international financial markets, institutions & money"
~person:"Bohl, Martin T."
~person:"Floros, Christos"
~person:"Hou, Ai Jun"
~person:"McKenzie, Michael D."
~person:"Orlov, Alexei G."
~subject:"Share price"
~subject:"Time series analysis"
~subject:"Wirtschaftswachstum"
~type_genre:"Aufsatz in Zeitschrift"
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Volatility
Share price
Time series analysis
Wirtschaftswachstum
Estimation
10
Schätzung
10
Volatilität
10
ARCH model
7
ARCH-Modell
7
Börsenkurs
5
Exchange rate
5
Wechselkurs
5
Theorie
4
Theory
4
Aktienmarkt
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Capital income
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1969-1995
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Bohl, Martin T.
Floros, Christos
Hou, Ai Jun
McKenzie, Michael D.
Orlov, Alexei G.
Kanas, Angelos
6
Narayan, Paresh Kumar
5
Gil-Alaña, Luis A.
4
Hammoudeh, Shawkat
4
Caporale, Guglielmo Maria
3
Gupta, Rangan
3
Hyde, Stuart
3
Ma, Feng
3
McMillan, David G.
3
Shahbaz, Muhammad
3
Sosvilla-Rivero, Simón
3
Wei, Yu
3
Wohar, Mark E.
3
Zaremba, Adam
3
Bley, Jorg
2
Bouri, Elie
2
Bredin, Donal
2
Brooks, Robert
2
Cakici, Nusret
2
Cheung, Yin-Wong
2
De Grauwe, Paul
2
Dinh Hoang Bach Phan
2
Filis, George
2
Gozgor, Giray
2
Green, Christopher J.
2
Grossmann, Axel
2
Gómez Puig, Marta
2
Kinateder, Harald
2
Lau, Chi Keung
2
Love, Inessa
2
Morelli, David
2
Mougoué, Mbodja
2
Nasir, Muhammad Ali
2
Nitzsche, Dirk
2
Ogbonna, Ahamuefula E.
2
Papavassiliou, Vassilios G.
2
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International journal of finance & economics : IJFE
Journal of international financial markets, institutions & money
International review of financial analysis
3
Journal of banking & finance
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Finance research letters
2
Global finance journal
2
International review of economics & finance : IREF
2
Journal of empirical finance
2
The journal of futures markets
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Applied financial economics
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Economic modelling
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Energy economics
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Journal of agricultural and applied economics
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Journal of economic surveys
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Kredit und Kapital
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Operational research : an international journal
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Research in international business and finance
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Risks : open access journal
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
10
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1
Political uncertainty, COVID-19 pandemic and stock market volatility transmission
Apostolakis, George N.
;
Floros, Christos
;
Gillas, …
- In:
Journal of international financial markets, …
74
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012803182
Saved in:
2
Long- and short-run components of factor betas : implications for stock pricing
Asgharian, Hossein
;
Christiansen, Charlotte
;
Hou, Ai Jun
; …
- In:
Journal of international financial markets, …
74
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012803274
Saved in:
3
The dynamics of exchange rate volatility : a panel VAR approach
Grossmann, Axel
;
Love, Inessa
;
Orlov, Alexei G.
- In:
Journal of international financial markets, …
33
(
2014
),
pp. 1-27
Persistent link: https://www.econbiz.de/10011299874
Saved in:
4
A panel-regressions investigation of exchange rate volatility
Grossmann, Axel
;
Orlov, Alexei G.
- In:
International journal of finance & economics : IJFE
19
(
2014
)
4
,
pp. 303-326
Persistent link: https://www.econbiz.de/10010471892
Saved in:
5
Oil and stock returns : evidence from European industrial sector indices in a time-varying environment
Degiannakisa, Stavros
;
Filis, George
;
Floros, Christos
- In:
Journal of international financial markets, …
26
(
2013
),
pp. 175-191
Persistent link: https://www.econbiz.de/10010234924
Saved in:
6
Asymmetry effects of shocks in Chinese stock markets volatility : a generalized additive nonparametric approach
Hou, Ai Jun
- In:
Journal of international financial markets, …
23
(
2013
),
pp. 12-32
Persistent link: https://www.econbiz.de/10009707516
Saved in:
7
Do institutional investors destabilize stock prices? Evidence from an emerging market
Bohl, Martin T.
;
Brzeszczyński, Janusz
- In:
Journal of international financial markets, …
16
(
2006
)
4
,
pp. 370-383
Persistent link: https://www.econbiz.de/10003371900
Saved in:
8
The economics of exchange rate volatility asymmetry
McKenzie, Michael D.
- In:
International journal of finance & economics : IJFE
7
(
2002
)
3
,
pp. 247-260
Persistent link: https://www.econbiz.de/10001694050
Saved in:
9
The impact of exchange rate volatility on Australian trade flows
McKenzie, Michael D.
- In:
Journal of international financial markets, …
8
(
1998
)
1
,
pp. 21-38
Persistent link: https://www.econbiz.de/10001246203
Saved in:
10
The impact of exchange rate volatility on German-US trade flows
McKenzie, Michael D.
- In:
Journal of international financial markets, …
7
(
1997
)
1
,
pp. 73-87
Persistent link: https://www.econbiz.de/10001230294
Saved in:
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