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subject:"Volatility"
~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"Time series analysis"
~subject:"USA"
~subject:"Wirtschaftswachstum"
~type_genre:"Aufsatz in Zeitschrift"
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Volatility
Time series analysis
USA
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
United States
24
EU countries
22
EU-Staaten
22
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
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Undetermined
61
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Article
102
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Aufsatz in Zeitschrift
Article in journal
102
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English
102
Author
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Narayan, Paresh Kumar
5
Kanas, Angelos
3
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
Apostolakis, George N.
1
Ariff, Mohamed
1
Asgharian, Hossein
1
Atenga, Eric Martial Etoundi
1
Babalos, Vassilios
1
Balcilar, Mehmet
1
Bessler, Wolfgang
1
Bilgin, Mehmet Huseyin
1
Bohl, Martin T.
1
Broadstock, David C.
1
Brooks, Robert
1
Brzeszczyński, Janusz
1
Bu, Ruijun
1
Buncic, Daniel
1
Byrne, Joseph P.
1
Bénassy-Quéré, Agnès
1
Caporale, Guglielmo Maria
1
Carroll, Rachael
1
Castle, Jennifer
1
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Journal of international financial markets, institutions & money
Applied economics
544
Applied economics letters
344
Economic modelling
321
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
246
Energy economics
242
Economics letters
217
Journal of econometrics
205
International review of economics & finance : IREF
203
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
193
Finance research letters
180
The review of economics and statistics
179
Applied financial economics
174
The American economic review
162
Journal of international money and finance
159
The journal of finance : the journal of the American Finance Association
155
Journal of banking & finance
151
Journal of applied econometrics
149
The North American journal of economics and finance : a journal of financial economics studies
146
International review of financial analysis
137
The journal of futures markets
123
International Journal of Energy Economics and Policy : IJEEP
121
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
118
The empirical economics letters : a monthly international journal of economics
115
International journal of economics and financial issues : IJEFI
113
International journal of forecasting
113
Journal of macroeconomics
113
Journal of empirical finance
109
International journal of finance & economics : IJFE
106
Journal of money, credit and banking : JMCB
97
Research in international business and finance
96
Journal of economic dynamics & control
92
The review of financial studies
92
International journal of economics and finance
91
Journal of risk and financial management : JRFM
90
Journal of monetary economics
89
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
87
Journal of financial economics
85
Cogent economics & finance
81
Journal of financial and quantitative analysis : JFQA
81
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ECONIS (ZBW)
102
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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
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
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
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