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subject:"Volatility"
~isPartOf:"Journal of international financial markets, institutions & money"
~person:"Antonakakis, Nikolaos"
~person:"Vozlyublennaia, Nadia"
~subject:"Börsenkurs"
~subject:"Financial market"
~subject:"Portfolio-Management"
~subject:"Time series analysis"
~subject:"Wirtschaftswachstum"
~type_genre:"Aufsatz in Zeitschrift"
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Volatility
Börsenkurs
Financial market
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Time series analysis
Wirtschaftswachstum
Estimation
4
Schätzung
4
Decomposition method
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Dekompositionsverfahren
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EU countries
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Spillover effect
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Variance decomposition
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Characteristics sorting
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Antonakakis, Nikolaos
Vozlyublennaia, Nadia
Narayan, Paresh Kumar
5
Sosvilla-Rivero, Simón
3
Zaremba, Adam
3
Bley, Jorg
2
Bouri, Elie
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Brooks, Robert
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Cakici, Nusret
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Dinh Hoang Bach Phan
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Filis, George
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Floros, Christos
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Gómez Puig, Marta
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Hammoudeh, Shawkat
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Hou, Ai Jun
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Kanas, Angelos
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Kenourgios, Dimitris
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Morelli, David
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Nguyen, Duc Khuong
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Papavassiliou, Vassilios G.
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Saad, Mohsen M.
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Sharma, Susan Sunila
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Smales, Lee A.
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Wohar, Mark E.
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Abdou, Hussein A.
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Akhtaruzzaman, Md.
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Journal of international financial markets, institutions & money
Applied financial economics
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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ECONIS (ZBW)
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When do characteristics-sorted factors mechanically explain returns?
Murtazashvili, Irina
;
Vozlyublennaia, Nadia
- In:
Journal of international financial markets, …
25
(
2013
),
pp. 119-143
Persistent link: https://www.econbiz.de/10009762798
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2
Do firm characteristics matter for the dynamics of idiosyncratic risk?
Vozlyublennaia, Nadia
- In:
Journal of international financial markets, …
27
(
2013
),
pp. 35-46
Persistent link: https://www.econbiz.de/10010411754
Saved in:
3
Exchange return co-movements and volatility spillovers before and after the introduction of euro
Antonakakis, Nikolaos
- In:
Journal of international financial markets, …
22
(
2012
)
5
,
pp. 1091-1109
Persistent link: https://www.econbiz.de/10010220182
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