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subject:"Volatility"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Research in international business and finance"
~subject:"Business cycle"
~subject:"Capital income"
~subject:"United Kingdom"
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Volatility
Business cycle
Capital income
United Kingdom
Estimation
660
Schätzung
659
Kapitaleinkommen
206
Börsenkurs
161
Share price
161
Volatilität
151
Theorie
139
Theory
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Aktienmarkt
114
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Forecasting model
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Prognoseverfahren
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Zaremba, Adam
6
Gupta, Rangan
5
Prokopczuk, Marcel
5
Wese Simen, Chardin
4
Aboura, Sofiane
3
Cakici, Nusret
3
Caporale, Guglielmo Maria
3
Chevallier, Julien
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Chiang, Thomas C.
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Gil-Alaña, Luis A.
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Guo, Hui
3
Li, Junye
3
Narayan, Paresh Kumar
3
Papadamou, Stephanos
3
Tiwari, Aviral Kumar
3
Abedin, Mohammad Zoynul
2
Berkman, Henk
2
Bohl, Martin T.
2
Bouteska, Ahmed
2
Chen, Jie
2
Chou, Pin-huang
2
Clare, Andrew D.
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DeLisle, R. Jared
2
Hammami, Yacine
2
Hamori, Shigeyuki
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Hautsch, Nikolaus
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Hwang, Soosung
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Liu, Xiaochun
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Maio, Paulo
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Min, Byoung-Kyu
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Møller, Stig Vinther
2
Paschke, Raphael
2
Philip, Dennis
2
Rudolf, Markus
2
Sidiropoulos, Moïse
2
Spyromitros, Eleftherios
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Journal of banking & finance
Research in international business and finance
Applied economics
353
Discussion paper series / IZA
332
Working paper / National Bureau of Economic Research, Inc.
332
NBER working paper series
322
NBER Working Paper
286
Discussion paper / Centre for Economic Policy Research
245
Economic modelling
240
Finance research letters
215
Applied economics letters
213
International review of economics & finance : IREF
197
CESifo working papers
196
International review of financial analysis
192
Applied financial economics
184
Energy economics
168
Journal of empirical finance
163
The North American journal of economics and finance : a journal of financial economics studies
160
Working paper
160
Economics letters
157
Journal of financial economics
148
Journal of international money and finance
144
Journal of econometrics
135
IZA Discussion Paper
124
Journal of international financial markets, institutions & money
124
Discussion paper
114
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
114
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
107
The European journal of finance
106
Discussion paper / Tinbergen Institute
92
Journal of economic dynamics & control
89
International journal of finance & economics : IJFE
88
Discussion papers / CEPR
87
Pacific-Basin finance journal
84
The journal of futures markets
82
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
81
Review of quantitative finance and accounting
79
Journal of risk and financial management : JRFM
77
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
76
International journal of forecasting
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ECONIS (ZBW)
313
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1
Modelling profitability of private equity : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451482
Saved in:
2
The term structure of yield curve and connectedness among ESG investments
Iqbal, Najaf
;
Umar, Zaghum
;
Ruman, Asif M.
;
Jiang, Shaohua
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014451520
Saved in:
3
Co-movements between heterogeneous crude oil and food markets : does temperature change really matter?
Cao, Yan
;
Cheng, Sheng
;
Li, Xinran
- In:
Research in international business and finance
67
(
2024
)
2
,
pp. 1-15
Persistent link: https://www.econbiz.de/10014451548
Saved in:
4
Dynamic spillover and connectedness in higher moments of European stock sector markets
Nekhili, Ramzi
;
Mensi, Walid
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
Research in international business and finance
68
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014451818
Saved in:
5
Countercyclical and time-varying reward to risk and the equity premium
Antell, Jan
;
Vaihekoski, Mika
- In:
Research in international business and finance
66
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014460255
Saved in:
6
Volatility spillovers between sovereign CDS and futures markets in various volatility states : evidence from an emerging economy around the pandemic
Gök, Remzi
;
Bouri, Elie
;
Gemici, Eray
- In:
Research in international business and finance
66
(
2023
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014460654
Saved in:
7
Misery on Main Street, victory on Wall Street : economic discomfort and the cross-section of global stock returns
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014462426
Saved in:
8
Term premium in a fractionally cointegrated yield curve
Abbritti, Mirko
;
Carcel, Hector
;
Gil-Alaña, Luis A.
; …
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014462435
Saved in:
9
Price discovery in equity markets : a state-dependent analysis of spot and futures markets
Kuck, Konstantin
;
Schweikert, Karsten
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462550
Saved in:
10
Human capital quality and stock returns
Bae, Jaewan
;
Kang, Jangkoo
- In:
Journal of banking & finance
152
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014463267
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