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subject:"Volatility"
~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"Börsenkurs"
~subject:"Portfolio-Management"
~subject:"Time series analysis"
~subject:"Wirtschaftswachstum"
~type_genre:"Aufsatz in Zeitschrift"
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Volatility
Börsenkurs
Portfolio-Management
Time series analysis
Wirtschaftswachstum
Estimation
246
Schätzung
246
Capital income
78
Kapitaleinkommen
78
Share price
72
Volatilität
68
Aktienmarkt
61
Stock market
61
Welt
47
World
47
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
Portfolio selection
22
EU countries
21
EU-Staaten
21
Spillover effect
21
Spillover-Effekt
21
Cointegration
20
Kointegration
20
Financial market
17
Finanzmarkt
17
Risk
17
Zeitreihenanalyse
17
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Article
137
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Aufsatz in Zeitschrift
Article in journal
137
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English
137
Author
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Narayan, Paresh Kumar
5
Sosvilla-Rivero, Simón
3
Zaremba, Adam
3
Bley, Jorg
2
Bouri, Elie
2
Brooks, Robert
2
Cakici, Nusret
2
Dinh Hoang Bach Phan
2
Filis, George
2
Floros, Christos
2
Gómez Puig, Marta
2
Hammoudeh, Shawkat
2
Hou, Ai Jun
2
Kanas, Angelos
2
Kinateder, Harald
2
McKenzie, Michael D.
2
Morelli, David
2
Papavassiliou, Vassilios G.
2
Saad, Mohsen M.
2
Sharma, Susan Sunila
2
Smales, Lee A.
2
Vozlyublennaia, Nadia
2
Wohar, Mark E.
2
Abdou, Hussein A.
1
Akhtaruzzaman, Md.
1
Al-Khazali, Osamah
1
Alaoui, Abdelkader O. el
1
Aloui, Chaker
1
An, Yahui
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
Assefa, Tibebe Abebe
1
Atenga, Eric Martial Etoundi
1
Babalos, Vassilios
1
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Journal of international financial markets, institutions & money
Applied economics
388
Economic modelling
327
Applied economics letters
304
International review of economics & finance : IREF
240
Energy economics
239
Finance research letters
232
Journal of banking & finance
213
International review of financial analysis
193
Economics letters
184
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
183
Journal of econometrics
183
The North American journal of economics and finance : a journal of financial economics studies
175
Journal of empirical finance
165
Applied financial economics
163
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
149
Research in international business and finance
137
Journal of international money and finance
135
International journal of economics and financial issues : IJEFI
129
International journal of economics and finance
127
International Journal of Energy Economics and Policy : IJEEP
122
The empirical economics letters : a monthly international journal of economics
120
Journal of risk and financial management : JRFM
117
Journal of financial economics
116
International journal of forecasting
113
Cogent economics & finance
111
International journal of finance & economics : IJFE
104
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
101
The European journal of finance
98
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
94
The journal of futures markets
93
Pacific-Basin finance journal
87
Journal of forecasting
85
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
80
Review of quantitative finance and accounting
80
Journal of applied econometrics
78
Journal of macroeconomics
74
Theoretical and applied economics : GAER review
72
Journal of economic dynamics & control
71
The journal of finance : the journal of the American Finance Association
66
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ECONIS (ZBW)
137
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41
Exchange rate comovements, hedging and volatility spillovers on new EU forex markets
Kočenda, Evžen
;
Moravcová, Michala
- In:
Journal of international financial markets, …
58
(
2019
),
pp. 42-64
Persistent link: https://www.econbiz.de/10012127823
Saved in:
42
Intraday effects of the currency market
Khademalomoom, Siroos
;
Narayan, Paresh Kumar
- In:
Journal of international financial markets, …
58
(
2019
),
pp. 65-77
Persistent link: https://www.econbiz.de/10012127824
Saved in:
43
Central bank announcements and realized volatility of stock markets in G7 countries
Lyócsa, Štefan
;
Molnár, Peter
;
Plíhal, Tomáš
- In:
Journal of international financial markets, …
58
(
2019
),
pp. 117-135
Persistent link: https://www.econbiz.de/10012127844
Saved in:
44
Carry trades and endogenous regime switches in exchange rate volatility
Cho, Dooyeon
;
Han, Heejoon
;
Lee, Na Kyeong
- In:
Journal of international financial markets, …
58
(
2019
),
pp. 255-268
Persistent link: https://www.econbiz.de/10012127854
Saved in:
45
Liquidity withdrawal in the FX spot market : a cross-country study using high-frequency data
Stenfors, Alexis
;
Susai, Masayuki
- In:
Journal of international financial markets, …
59
(
2019
),
pp. 36-57
Persistent link: https://www.econbiz.de/10012127871
Saved in:
46
Which kind of investor causes comovement?
Li, Jie
;
Zhang, Yongjie
;
Feng, Xu
;
An, Yahui
- In:
Journal of international financial markets, …
61
(
2019
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012128268
Saved in:
47
Does the volatility of volatility risk forecast future stock returns?
Bu, Ruijun
;
Fu, Xi
;
Jawadi, Fredj
- In:
Journal of international financial markets, …
61
(
2019
),
pp. 16-36
Persistent link: https://www.econbiz.de/10012128269
Saved in:
48
The impact of terrorist attacks in G7 countries on international stock markets and the role of investor sentiment
Papakyriakou, Panayiotis
;
Sakkas, Athanasios
; …
- In:
Journal of international financial markets, …
61
(
2019
),
pp. 143-160
Persistent link: https://www.econbiz.de/10012128288
Saved in:
49
Sovereign bond return prediction with realized higher moments
Kinateder, Harald
;
Papavassiliou, Vassilios G.
- In:
Journal of international financial markets, …
62
(
2019
),
pp. 53-73
Persistent link: https://www.econbiz.de/10012262440
Saved in:
50
Exogenous drivers of Bitcoin and Cryptocurrency volatility : a mixed data sampling approach to forecasting
Walther, Thomas
;
Klein, Tony
;
Bouri, Elie
- In:
Journal of international financial markets, …
63
(
2019
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012263290
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