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subject:"Volatility"
~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"Capital income"
~subject:"Time series analysis"
~type_genre:"Aufsatz in Zeitschrift"
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Volatility
Capital income
Time series analysis
Estimation
250
Schätzung
250
Kapitaleinkommen
79
Börsenkurs
72
Share price
72
Volatilität
68
Aktienmarkt
62
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Welt
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Aufsatz in Zeitschrift
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Narayan, Paresh Kumar
7
Zaremba, Adam
4
Cakici, Nusret
3
Sharma, Susan Sunila
3
Bilgin, Mehmet Huseyin
2
Bley, Jorg
2
Bouri, Elie
2
Brooks, Robert
2
Chiah, Mardy
2
Devpura, Neluka
2
Dinh Hoang Bach Phan
2
Filis, George
2
Floros, Christos
2
Hou, Ai Jun
2
Long, Huaigang
2
McKenzie, Michael D.
2
Nguyen, Duc Khuong
2
Saad, Mohsen M.
2
Sakemoto, Ryuta
2
Smales, Lee A.
2
Sosvilla-Rivero, Simón
2
Vithessonthi, Chaiporn
2
Wohar, Mark E.
2
Akhtaruzzaman, Md.
1
Al-Khazali, Osamah
1
Aloui, Chaker
1
Anagnostidis, Panagiotis
1
Andrada Félix, Julián
1
Antell, Jan
1
Antonakakis, Nikolaos
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Apostolakis, George N.
1
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Asgharian, Hossein
1
Assefa, Tibebe Abebe
1
Atenga, Eric Martial Etoundi
1
Azad, A. S. M. Sohel
1
Babalos, Vassilios
1
Balcilar, Mehmet
1
Bekaert, Geert
1
Bhambhwani, Siddharth M.
1
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Journal of international financial markets, institutions & money
Applied economics
272
Finance research letters
239
Economic modelling
232
International review of economics & finance : IREF
208
Applied economics letters
207
Energy economics
199
International review of financial analysis
193
Journal of banking & finance
193
Journal of econometrics
182
Journal of empirical finance
163
Applied financial economics
158
The North American journal of economics and finance : a journal of financial economics studies
158
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
154
Economics letters
142
Journal of financial economics
142
Journal of international money and finance
128
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
124
Research in international business and finance
122
International journal of forecasting
109
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
100
The European journal of finance
98
International journal of finance & economics : IJFE
92
Pacific-Basin finance journal
89
Journal of risk and financial management : JRFM
86
Journal of forecasting
84
Review of quantitative finance and accounting
76
The journal of futures markets
76
International journal of economics and finance
74
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
73
Cogent economics & finance
66
International journal of economics and financial issues : IJEFI
65
Management science : journal of the Institute for Operations Research and the Management Sciences
65
Journal of economic dynamics & control
64
Econometric reviews
63
Journal of applied econometrics
57
Journal of financial econometrics : official journal of the Society for Financial Econometrics
57
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
55
Quantitative finance
54
Journal of financial markets
52
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ECONIS (ZBW)
124
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1
Macroeconomic momentum and cross-sectional equity market indices
Zhang, Yu
;
Kappou, Konstantina
;
Urquhart, Andrew
- In:
Journal of international financial markets, …
92
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014535728
Saved in:
2
Changes in shares outstanding and country stock returns around the world
Long, Huaigang
;
Chiah, Mardy
;
Zaremba, Adam
;
Umar, Zaghum
- In:
Journal of international financial markets, …
90
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014494713
Saved in:
3
ESG investing in good and bad times : an international study
Long, Huaigang
;
Chiah, Mardy
;
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014494745
Saved in:
4
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
Saved in:
5
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:
6
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:
7
Recency bias and the cross-section of international stock returns
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of international financial markets, …
84
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014333637
Saved in:
8
Hedging effectiveness of cryptocurrencies in the European stock market
Gambarelli, Luca
;
Marchi, Gianluca
;
Muzzioli, Silvia
- In:
Journal of international financial markets, …
84
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014333731
Saved in:
9
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:
10
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
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