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subject:"Volatility"
~isPartOf:"International journal of finance & economics : IJFE"
~subject:"ARCH model"
~subject:"Yield curve"
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Volatility
ARCH model
Yield curve
Estimation
249
Schätzung
249
Theorie
68
Theory
68
Volatilität
47
Exchange rate
44
Wechselkurs
44
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Gupta, Rangan
5
Ma, Feng
3
Salisu, Afees A.
2
Subramaniam, Sowmya
2
Wei, Yu
2
Abosedra, Salah S.
1
Acquah, Benjamin K.
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Afonso, António
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Ahmed, Rizwan
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1
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International journal of finance & economics : IJFE
Applied economics
163
Finance research letters
156
International review of economics & finance : IREF
151
Energy economics
148
Economic modelling
140
International review of financial analysis
122
Journal of banking & finance
119
Journal of econometrics
119
The North American journal of economics and finance : a journal of financial economics studies
116
Working paper / National Bureau of Economic Research, Inc.
116
NBER working paper series
111
Applied economics letters
108
Journal of empirical finance
107
Applied financial economics
103
Working paper
99
NBER Working Paper
98
Journal of international money and finance
96
Journal of international financial markets, institutions & money
89
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
80
Research in international business and finance
79
Discussion paper / Centre for Economic Policy Research
73
The journal of futures markets
72
Discussion paper / Tinbergen Institute
71
Economics letters
71
CESifo working papers
68
Journal of risk and financial management : JRFM
64
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
61
International journal of forecasting
60
The European journal of finance
60
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
58
Journal of financial economics
58
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
52
Journal of financial econometrics : official journal of the Society for Financial Econometrics
46
Discussion paper
45
Finance and economics discussion series
45
Journal of economic dynamics & control
45
International journal of economics and finance
44
International journal of economics and financial issues : IJEFI
42
Pacific-Basin finance journal
42
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ECONIS (ZBW)
68
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1
Directional predictability from energy markets to exchange rates and stock markets in the emerging market countries (E7 + 1) : new evidence from cross-quantilogram approach
Tiwari, Aviral Kumar
;
Shahbaz, Muhammad
;
Khalfaoui, Rabeh
; …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 719-789
Persistent link: https://www.econbiz.de/10014469052
Saved in:
2
Are lower interest rates really associated with higher growth? : new empirical evidence on the interest rate thesis from 19 countries
Lee, Kang-Soek
;
Werner, Richard A.
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 3960-3975
Persistent link: https://www.econbiz.de/10014429221
Saved in:
3
From Black Wednesday to Brexit : macroeconomic shocks and correlations of equity returns in France, Germany, Italy, Spain, and the United Kingdom
Gottschalk, Sylvia
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 2843-2873
Persistent link: https://www.econbiz.de/10014327598
Saved in:
4
The role of oil and risk shocks in the high-frequency movements of the term structure of interest rates : evidence from the U.S. Treasury market
Gupta, Rangan
;
Shahzad, Syed Jawad Hussain
;
Sheng, Xin
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1845-1857
Persistent link: https://www.econbiz.de/10014253453
Saved in:
5
How different are monetary unions to national economies according to prices?
Glushenkova, Marina
;
Zachariadis, Marios
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 684-702
Persistent link: https://www.econbiz.de/10014469049
Saved in:
6
Forecasting the Asian stock market volatility : evidence from WTI and INE oil futures
Ghani, Maria
;
Ma, Feng
;
Huang, Dengshi
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 1496-1512
Persistent link: https://www.econbiz.de/10014533268
Saved in:
7
Inventory information arrival and the crude oil futures market
Chebbi, Tarek
;
Hmedat, Waleed
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 1513-1533
Persistent link: https://www.econbiz.de/10014533269
Saved in:
8
Breaks in term structures : evidence from the oil futures markets
Horváth, Lajos
;
Liu, Zhenya
;
Miller, Curtis
;
Tang, Weiqing
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 2317-2341
Persistent link: https://www.econbiz.de/10014533420
Saved in:
9
Does the tail risk index matter in forecasting downside risk?
Hung, Jui-Cheng
;
Liu, Hung-Chun
;
Yang, J. Jimmy
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 3451-3466
Persistent link: https://www.econbiz.de/10014327761
Saved in:
10
Financial development and business cycle volatility nexus in the UAE : evidence from non-linear regime-shift and asymmetric tests
Abosedra, Salah S.
;
Fakih, Ali
;
Ghosh, Sajal
;
Kanjilal, …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 2729-2741
Persistent link: https://www.econbiz.de/10014327582
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