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subject:"Volatility"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Business cycle"
~subject:"United Kingdom"
~subject:"World"
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Volatility
Business cycle
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Estimation
307
Schätzung
307
Volatilität
96
Capital income
89
Kapitaleinkommen
89
Börsenkurs
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Gupta, Rangan
8
Kang, Sang Hoon
6
Zhu, Huiming
6
Hau, Liya
5
Mensi, Walid
5
Pierdzioch, Christian
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Chen, Mei-Ping
4
Lee, Chien-chiang
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Salisu, Afees A.
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Wohar, Mark E.
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Al-Yahyaee, Khamis Hamed
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Dash, Saumya Ranjan
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Guerello, Chiara
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Ho, Kin-Yip
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Kim, Dong H.
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Kim, Jong-Min
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Lien, Da-hsiang Donald
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Liu, Qiang
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Maitra, Debasish
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McAleer, Michael
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Nonejad, Nima
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Xuan Vinh Vo
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1
Aiube, Fernando Antônio Lucena
1
Akdeniz, Levent
1
Al-Jarrah, Idries Mohammad Wanas
1
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The North American journal of economics and finance : a journal of financial economics studies
Working paper / National Bureau of Economic Research, Inc.
517
NBER working paper series
480
Discussion paper series / IZA
441
NBER Working Paper
440
Applied economics
429
Discussion paper / Centre for Economic Policy Research
420
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Economic modelling
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Applied economics letters
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Energy economics
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Economics letters
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International review of economics & finance : IREF
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Discussion paper
153
CESifo Working Paper Series
148
International review of financial analysis
147
Journal of banking & finance
145
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140
Discussion paper / Tinbergen Institute
126
Journal of econometrics
125
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Journal of international financial markets, institutions & money
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Journal of empirical finance
109
Research in international business and finance
108
Kiel working paper
107
International journal of finance & economics : IJFE
104
IMF working papers
95
The journal of futures markets
92
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
90
Journal of economic dynamics & control
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Journal of macroeconomics
88
Journal of applied econometrics
85
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
84
International Journal of Energy Economics and Policy : IJEEP
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ECONIS (ZBW)
137
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1
Time-varying risk spillovers in Chinese stock market : new evidence from high-frequency data
Zhou, Dong-hai
;
Liu, Xiao-xing
;
Tang, Chun
;
Yang, Guang-yi
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014246902
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2
Financial development, financial instability, and fiscal policy volatility : international evidence
Ma, Yong
;
Lv, Lin
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-32
Persistent link: https://www.econbiz.de/10014246920
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3
The risk spillover between China's economic policy uncertainty and commodity markets : evidence from frequency spillover and quantile connectedness approaches
Jiang, Yonghong
;
Ao, Zhiming
;
Mo, Bin
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014483627
Saved in:
4
The fluctuation correlation between investor sentiment and stock index using VMD-LSTM : evidence from China stock market
Gao, Zhenbin
;
Zhang, Jie
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014483735
Saved in:
5
Spillover and connectedness among G7 real estate investment trusts : the effects of investor sentiment and global factors
Mensi, Walid
;
Gubareva, Mariya
;
Teplova, Tamara V.
; …
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014483749
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6
Effects of macroeconomic factors on stock prices for BRICS using the variational mode decomposition and quantile method
Wang, Xiangning
;
Huang, Qian
;
Zhang, Shuguang
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014484008
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7
Forecasting VIX using two-component realized EGARCH model
Wu, Xinyu
;
Zhao, An
;
Liu, Li
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014484064
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8
Extreme dependence and spillovers between uncertainty indices and stock markets : does the US market play a major role?
Mensi, Walid
;
Kamal, Md Rajib
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014485327
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9
Uncertainty about interest rates and the real economy
Qadan, Mahmoud
;
Shuval, Kerem
;
David, Or
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014485443
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10
Cross-market information transmission and stock market volatility prediction
Wang, Yide
;
Chen, Zan
;
Ji, Xiaodong
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014485465
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