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subject:"Volatility"
~isPartOf:"Journal of international money and finance"
~isPartOf:"The European journal of finance"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~subject:"ARCH-Modell"
~subject:"United Kingdom"
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Volatility
ARCH-Modell
United Kingdom
Estimation
837
Schätzung
836
Theorie
263
Theory
263
Capital income
163
Kapitaleinkommen
163
Volatilität
153
Welt
146
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Gupta, Rangan
6
Koutmos, Gregory
5
Bohl, Martin T.
3
Bouri, Elie
3
Caporale, Guglielmo Maria
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Copeland, Laurence S.
3
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Ap Gwilym, Owain
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2
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2
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Demirer, Rıza
2
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2
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2
Milas, Costas
2
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2
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1
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1
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1
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1
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Journal of international money and finance
The European journal of finance
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Applied economics
253
Discussion paper series / IZA
246
Working paper / National Bureau of Economic Research, Inc.
155
Discussion paper / Centre for Economic Policy Research
153
Economic modelling
150
Energy economics
148
NBER working paper series
146
NBER Working Paper
133
Finance research letters
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International review of economics & finance : IREF
129
Applied financial economics
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120
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International review of financial analysis
115
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The North American journal of economics and finance : a journal of financial economics studies
110
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106
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101
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97
IZA Discussion Paper
91
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87
Economics letters
86
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
84
Journal of international financial markets, institutions & money
82
The journal of futures markets
82
Research in international business and finance
78
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
76
Discussion paper / Tinbergen Institute
74
International journal of finance & economics : IJFE
65
International journal of forecasting
59
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59
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
59
Discussion papers in economics
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Journal of applied econometrics
46
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46
Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit
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ECONIS (ZBW)
223
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1
The information content of currency option-implied volatilities : implications for ex-ante forecasts of global equity correlations
Figueiredo, Antonio
;
Parhizgari, Ali M.
;
Dupoyet, Brice
- In:
The European journal of finance
29
(
2023
)
18
,
pp. 2128-2153
Persistent link: https://www.econbiz.de/10014418133
Saved in:
2
Is the Bank of Canada concerned about inflation or the state of the economy?
Pang, Ke
;
Shiamptanis, Christos
- In:
Journal of international money and finance
140
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014451379
Saved in:
3
Improving financial volatility nowcasts
Kruse-Becher, Robinson
;
Liu, Yuze
- In:
The European journal of finance
30
(
2024
)
2
,
pp. 101-126
Persistent link: https://www.econbiz.de/10014547345
Saved in:
4
Do term premiums matter? : transmission via exchange rate dynamics
Katagiri, Mitsuru
;
Takahashi, Koji
- In:
Journal of international money and finance
139
(
2023
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014478224
Saved in:
5
The effects of uncertainty on the dynamics of stock market interdependence : evidence from the time-varying cointegration of the G7 stock markets
Babaei, Hamid
;
Hübner, Georges
;
Muller, Aline
- In:
Journal of international money and finance
139
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014478229
Saved in:
6
Liquidity shocks and the negative premium of liquidity volatility around the world
Feng, Frank Y.
;
Kang, Wenjin
;
Zhang, Huiping
- In:
Journal of international money and finance
139
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014478240
Saved in:
7
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
Saved in:
8
The impact of uncertainty on money demand in the UK, US and Euro area
Bissoondeeal, Rakesh K.
;
Binner, Jane M.
;
Karoglou, Michail
- In:
The European journal of finance
29
(
2023
)
16
,
pp. 1866-1884
Persistent link: https://www.econbiz.de/10014388514
Saved in:
9
The pricing of unexpected volatility in the currency market
Lu, Wenna
;
Copeland, Laurence S.
;
Xu, Yongdeng
- In:
The European journal of finance
29
(
2023
)
17
,
pp. 2032-2046
Persistent link: https://www.econbiz.de/10014388546
Saved in:
10
Volatility feedback effect and risk-return tradeoff
Chelikani, Surya
;
Marks, Joseph M.
;
Nam, Kiseok
- In:
The quarterly review of economics and finance : journal …
92
(
2023
),
pp. 49-65
Persistent link: https://www.econbiz.de/10014490242
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