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subject:"Volatility"
~language:"eng"
~subject:"Aktienmarkt"
~subject:"Monetary policy"
~subject:"Share price"
~subject:"Time series analysis"
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Volatility
Aktienmarkt
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Estimation
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Caporale, Guglielmo Maria
245
Gil-Alaña, Luis A.
211
Gupta, Rangan
153
McAleer, Michael
103
Belke, Ansgar
95
Pierdzioch, Christian
87
Pesaran, M. Hashem
73
Bollerslev, Tim
61
Tiwari, Aviral Kumar
57
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57
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56
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56
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53
Hautsch, Nikolaus
53
Mumtaz, Haroon
50
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49
Narayan, Paresh Kumar
49
Zaremba, Adam
47
Härdle, Wolfgang
46
Engle, Robert F.
45
Herwartz, Helmut
45
Todorov, Viktor
44
Lütkepohl, Helmut
43
Döpke, Jörg
42
Siklos, Pierre L.
40
Miller, Stephen M.
39
Allen, David E.
38
Marcellino, Massimiliano
38
Caporin, Massimiliano
37
Hayo, Bernd
37
Kapetanios, George
37
Balcilar, Mehmet
36
Bouri, Elie
35
Christiano, Lawrence J.
34
Gil-Alana, Luis A.
33
Schrimpf, Andreas
33
Chang, Chia-Lin
32
Cheung, Yin-Wong
32
Eickmeier, Sandra
32
Lettau, Martin
32
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National Bureau of Economic Research
257
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Ekonomiska forskningsinstitutet <Stockholm>
17
Institut für Weltwirtschaft
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International Monetary Fund
10
Federal Reserve Bank of St. Louis
8
Federal Reserve System / Division of Research and Statistics
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Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
7
Birkbeck College / Department of Economics
6
Institut für Höhere Studien
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University of Canterbury / Dept. of Economics and Finance
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Zentrum für Europäische Wirtschaftsforschung
6
Federal Reserve Bank of Cleveland
5
Federal Reserve Bank of San Francisco
5
Gottfried Wilhelm Leibniz Universität Hannover
5
Bonn Graduate School of Economics
4
Chambre de commerce et d'industrie de Paris
4
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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Leibniz-Institut für Wirtschaftsforschung Halle
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Johns Hopkins University / Department of Economics
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Kansantaloustieteen Laitos <Tampere>
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Narodna Banka na Republika Makedonija
3
National Institute of Economic and Social Research
3
Rodney L. White Center for Financial Research
3
School of Accounting, Finance and Economics <Perth, Western Australia>
3
Türkiye Cumhuriyet Merkez Bankası
3
University of Exeter / Department of Economics
3
University of Reading / Department of Economics
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Applied economics
343
Economic modelling
328
Applied economics letters
279
NBER working paper series
248
International review of economics & finance : IREF
246
Finance research letters
244
Working paper / National Bureau of Economic Research, Inc.
241
NBER Working Paper
226
CESifo working papers
206
International review of financial analysis
204
Energy economics
196
Applied financial economics
185
The North American journal of economics and finance : a journal of financial economics studies
184
Journal of banking & finance
183
Journal of econometrics
181
Journal of international money and finance
181
Working paper
175
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
174
Economics letters
172
Discussion paper / Centre for Economic Policy Research
163
Journal of empirical finance
158
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
148
Journal of international financial markets, institutions & money
145
Research in international business and finance
137
Discussion paper / Tinbergen Institute
113
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
113
International journal of forecasting
109
International journal of finance & economics : IJFE
108
Journal of financial economics
106
Discussion papers / CEPR
103
Journal of risk and financial management : JRFM
102
The European journal of finance
100
Discussion paper
99
International journal of economics and finance
99
Journal of economic dynamics & control
97
Journal of macroeconomics
96
Pacific-Basin finance journal
95
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
93
The journal of futures markets
89
International journal of economics and financial issues : IJEFI
86
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ECONIS (ZBW)
23,270
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1
Estimation of a production function with domestic and foreign capital stock
Ziesemer, Thomas
-
2022
Persistent link: https://www.econbiz.de/10013188417
Saved in:
2
Modelling profitability of private equity : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451482
Saved in:
3
Potential diversification benefits : a comparative study of Islamic and conventional stock market indexes
Belanes, Amel
;
Saâdaoui, Foued
;
Abedin, Mohammad Zoynul
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014451500
Saved in:
4
The value of growth : changes in profitability and future stock returns
Lim, Bryan
;
Sotes-Paladino, Juan
;
Wang, Jiaguo
;
Yao, Yaqiong
- In:
Journal of banking and finance
158
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014451974
Saved in:
5
Does exchange rate volatility affect the impact of appreciation and depreciation on the trade balance? : a nonlinear bivariate approach
Bosupeng, Mpho
;
Naranpanawa, Athula
;
Su, Jen-je
- In:
Economic modelling
130
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014451157
Saved in:
6
Nexus between inflation and inflation expectations at the zero lower bound : a tiger by the tail
Nasir, Muhammad Ali
;
Toan Luu Duc Huynh
- In:
Economic modelling
131
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014451203
Saved in:
7
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
8
Accounting for inflation dynamic in a fully optimizing macroeconomic framework : evidence from the US states
El Omari, Salaheddine
;
Benlagha, Noureddine
- In:
Applied economics
56
(
2024
)
5
,
pp. 582-598
Persistent link: https://www.econbiz.de/10014440100
Saved in:
9
Improving volatility forecasts : evidence from range-based models
Fałdziński, Marcin
;
Fiszeder, Piotr
;
Molnár, Peter
- In:
The North American journal of economics and finance : a …
69
(
2024
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014445632
Saved in:
10
A new bivariate approach for modeling the interaction between stock volatility and interest rate : an application to S&P500 returns and options
Ballestra, Luca Vincenzo
;
D'Innocenzo, Enzo
;
Guizzardi, …
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1185-1194
Persistent link: https://www.econbiz.de/10014456945
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