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subject:"Volatility"
~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"Konsumentenverhalten"
~subject:"Wirtschaftswachstum"
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Volatility
Konsumentenverhalten
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
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Risikoprämie
33
Risk premium
33
Forecasting model
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Prognoseverfahren
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CAPM
28
Financial crisis
24
Finanzkrise
24
USA
24
United States
24
EU countries
22
EU-Staaten
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Portfolio selection
22
Portfolio-Management
22
Spillover effect
21
Spillover-Effekt
21
Cointegration
20
Kointegration
20
Risk
18
Financial market
17
Finanzmarkt
17
Risiko
17
Time series analysis
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Article
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English
77
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Sosvilla-Rivero, Simón
3
Bley, Jorg
2
Bouri, Elie
2
Filis, George
2
Floros, Christos
2
Gómez Puig, Marta
2
Hou, Ai Jun
2
McKenzie, Michael D.
2
Narayan, Paresh Kumar
2
Saad, Mohsen M.
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
Apostolakis, George N.
1
Ariff, Mohamed
1
Asgharian, Hossein
1
Atenga, Eric Martial Etoundi
1
Babalos, Vassilios
1
Baharumshah, Ahmad Zubaidi
1
Balcilar, Mehmet
1
Bilgin, Mehmet Huseyin
1
Bohl, Martin T.
1
Broadstock, David C.
1
Brooks, Robert
1
Brzeszczyński, Janusz
1
Bu, Ruijun
1
Byrne, Joseph P.
1
Carroll, Rachael
1
Castle, Jennifer
1
Celov, Dmitrij
1
Chakraborty, Sandip
1
Chang, Ming-Jen
1
Chang, Shu-Lien
1
Chatzivgeri, Eleni
1
Cheng, Su-Yin
1
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Journal of international financial markets, institutions & money
Applied economics
259
Working paper / National Bureau of Economic Research, Inc.
213
Economic modelling
209
NBER working paper series
197
Energy economics
193
NBER Working Paper
189
Applied economics letters
170
CESifo working papers
162
International review of economics & finance : IREF
148
Finance research letters
140
Discussion paper / Centre for Economic Policy Research
128
Working paper
120
Economics letters
113
International review of financial analysis
112
International Journal of Energy Economics and Policy : IJEEP
109
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
107
Journal of econometrics
107
The North American journal of economics and finance : a journal of financial economics studies
101
International journal of economics and financial issues : IJEFI
100
Discussion paper series / IZA
99
Journal of banking & finance
91
Applied financial economics
83
Journal of empirical finance
83
Journal of international money and finance
83
Discussion paper / Tinbergen Institute
82
The empirical economics letters : a monthly international journal of economics
81
International journal of economics and finance
80
Research in international business and finance
79
Journal of risk and financial management : JRFM
74
Cogent economics & finance
70
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
66
Discussion paper
64
International journal of finance & economics : IJFE
63
The journal of futures markets
61
International journal of forecasting
58
Theoretical and applied economics : GAER review
57
CESifo Working Paper Series
56
Economies : open access journal
55
The European journal of finance
54
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ECONIS (ZBW)
77
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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
Saved in:
2
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
Saved in:
3
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:
4
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:
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
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:
8
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:
9
The size of good and bad volatility shocks does matter for spillovers
Bouri, Elie
;
Harb, Etienne
- In:
Journal of international financial markets, …
80
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013533155
Saved in:
10
On the heterogeneous link between public debt and economic growth
Gómez Puig, Marta
;
Sosvilla-Rivero, Simón
; …
- In:
Journal of international financial markets, …
77
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013357238
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