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subject:"Volatility"
~isPartOf:"Journal of international financial markets, institutions & money"
~language:"eng"
~subject:"Portfolio-Management"
~subject:"Time series analysis"
~subject:"Wirtschaftswachstum"
~type_genre:"Aufsatz in Zeitschrift"
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Volatility
Portfolio-Management
Time series analysis
Wirtschaftswachstum
Estimation
250
Schätzung
250
Capital income
79
Kapitaleinkommen
79
Börsenkurs
72
Share price
72
Volatilität
68
Aktienmarkt
62
Stock market
62
Welt
48
World
48
Theorie
38
Theory
38
Exchange rate
37
Wechselkurs
37
ARCH model
36
ARCH-Modell
36
Risikoprämie
33
Risk premium
33
Forecasting model
30
Prognoseverfahren
30
CAPM
28
Financial crisis
24
Finanzkrise
24
USA
24
United States
24
EU countries
22
EU-Staaten
22
Portfolio selection
22
Spillover effect
21
Spillover-Effekt
21
Cointegration
20
Kointegration
20
Risk
18
Financial market
17
Finanzmarkt
17
Risiko
17
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Article
101
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Aufsatz in Zeitschrift
Article in journal
101
Language
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English
Author
All
Narayan, Paresh Kumar
5
Sosvilla-Rivero, Simón
3
Bley, Jorg
2
Bouri, Elie
2
Dinh Hoang Bach Phan
2
Filis, George
2
Floros, Christos
2
Gómez Puig, Marta
2
Hou, Ai Jun
2
McKenzie, Michael D.
2
Saad, Mohsen M.
2
Sharma, Susan Sunila
2
Smales, Lee A.
2
Wohar, Mark E.
2
Akhtaruzzaman, Md.
1
Aloui, Chaker
1
Anagnostidis, Panagiotis
1
Andrada Félix, Julián
1
Antell, Jan
1
Antonakakis, Nikolaos
1
Apergēs, Nikolaos
1
Apostolakis, George N.
1
Ariff, Mohamed
1
Asgharian, Hossein
1
Atenga, Eric Martial Etoundi
1
Babalos, Vassilios
1
Balcilar, Mehmet
1
Bekaert, Geert
1
Bilgin, Mehmet Huseyin
1
Bohl, Martin T.
1
Bonizzi, Bruno
1
Broadstock, David C.
1
Brooks, Robert
1
Brzeszczyński, Janusz
1
Bu, Ruijun
1
Buncic, Daniel
1
Byrne, Joseph P.
1
Byström, Hans N. E.
1
Bénassy-Quéré, Agnès
1
Carroll, Rachael
1
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Journal of international financial markets, institutions & money
Applied economics
341
Economic modelling
287
Energy economics
242
Applied economics letters
234
International review of economics & finance : IREF
201
Finance research letters
189
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
172
Journal of econometrics
171
Economics letters
169
Journal of banking & finance
160
International review of financial analysis
156
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
144
The North American journal of economics and finance : a journal of financial economics studies
140
Journal of empirical finance
127
Journal of international money and finance
121
International Journal of Energy Economics and Policy : IJEEP
120
Applied financial economics
118
International journal of economics and financial issues : IJEFI
114
Research in international business and finance
113
International journal of forecasting
110
The empirical economics letters : a monthly international journal of economics
100
International journal of economics and finance
97
Journal of risk and financial management : JRFM
97
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
96
International journal of finance & economics : IJFE
90
Cogent economics & finance
89
Journal of financial economics
76
The journal of futures markets
76
Journal of forecasting
75
Journal of applied econometrics
72
The European journal of finance
72
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
70
Journal of macroeconomics
68
Journal of economic dynamics & control
65
Theoretical and applied economics : GAER review
65
Economies : open access journal
63
Econometric reviews
61
Macroeconomic dynamics
61
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
59
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ECONIS (ZBW)
101
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1
International stock market volatility : a global tail risk sight
Lu, Xinjie
;
Zeng, Qing
;
Zhong, Juandan
;
Zhu, Bo
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014494749
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2
European stock market volatility connectedness : the role of country and sector membership
Vidal-Llana, Xenxo
;
Uribe, Jorge
;
Guillén, Montserrat
- In:
Journal of international financial markets, …
82
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014245900
Saved in:
3
Average tail risk and aggregate stock returns
Dai, Yingtong
;
Harris, Richard D. F.
- In:
Journal of international financial markets, …
82
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014245903
Saved in:
4
Alarming contagion effects : the dangerous ripple effect of extreme price spillovers across crude oil, carbon emission allowance, and agriculture futures markets
Wei, Yu
;
Wang, Yizhi
;
Vigne, Samuel A.
;
Ma, Zhenyu
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-33
Persistent link: https://www.econbiz.de/10014482920
Saved in:
5
Do world stock markets "jump" together? : a measure of high-frequency volatility risk spillover networks
Zhou, Dong-hai
;
Liu, Xiao-xing
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-31
Persistent link: https://www.econbiz.de/10014483183
Saved in:
6
Dynamic connectedness between investors' sentiment and asset prices : a comparison between major markets in Europe and USA
Sakariyahu, Rilwan
;
Johan, Sofia Atiqah
;
Lawal, Rodiat
; …
- In:
Journal of international financial markets, …
89
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014490069
Saved in:
7
International stock volatility predictability : new evidence from uncertainties
Wang, Jiqian
;
Ma, Feng
;
Wang, Tianyang
;
Wu, Lan
- In:
Journal of international financial markets, …
85
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014433290
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8
Spreading of cross-market volatility information : evidence from multiplex network analysis of volatility spillovers
Gong, Jue
;
Wang, Gang-Jin
;
Zhou, Yang
;
Zhu, You
;
Chi, Xie
; …
- In:
Journal of international financial markets, …
83
(
2023
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014306328
Saved in:
9
Terrorism and international stock returns
Narayan, Paresh Kumar
;
Narayan, Seema
;
Dinh Hoang Bach Phan
- In:
Journal of international financial markets, …
76
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013412765
Saved in:
10
Understanding idiosyncratic momentum in the Chinese stock market
Lin, Qi
- In:
Journal of international financial markets, …
76
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013412807
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