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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:"Hou, Ai Jun"
~person:"McKenzie, Michael D."
~subject:"Share price"
~subject:"Time series analysis"
~subject:"Wirtschaftswachstum"
~type_genre:"Aufsatz in Zeitschrift"
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Volatility
Share price
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Wirtschaftswachstum
Estimation
6
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6
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6
ARCH model
3
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3
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Bohl, Martin T.
Hou, Ai Jun
McKenzie, Michael D.
Kanas, Angelos
6
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5
Gil-Alaña, Luis A.
4
Hammoudeh, Shawkat
4
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3
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International journal of finance & economics : IJFE
Journal of international financial markets, institutions & money
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Journal of banking & finance
2
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1
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ECONIS (ZBW)
6
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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
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