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subject:"Volatility"
~subject:"ARCH model"
~subject:"Konjunktur"
~subject:"Stock market"
~subject:"Wirkungsanalyse"
~type_genre:"Advisory report"
~type_genre:"Aufsatz in Zeitschrift"
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Volatility
ARCH model
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51,065
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50,998
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11,243
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11,243
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7,010
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7,009
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4,788
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4,761
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4,761
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4,706
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4,705
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4,554
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2,279
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Gupta, Rangan
91
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39
Gil-Alaña, Luis A.
36
Wohar, Mark E.
36
Tiwari, Aviral Kumar
33
Balcilar, Mehmet
32
Caporale, Guglielmo Maria
32
Zaremba, Adam
31
Pierdzioch, Christian
29
Bouri, Elie
28
Ma, Feng
28
Xuan Vinh Vo
26
McAleer, Michael
25
Todorov, Viktor
25
Apergēs, Nikolaos
24
Narayan, Paresh Kumar
24
McMillan, David G.
23
Bollerslev, Tim
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Lee, Chien-chiang
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20
Hammoudeh, Shawkat
19
Kang, Sang Hoon
19
Mensi, Walid
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Sehgal, Sanjay
19
Brooks, Robert
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Demirer, Rıza
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Rashid, Abdul
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Jalles, João Tovar
16
Salisu, Afees A.
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16
Asai, Manabu
15
Döpke, Jörg
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Jawadi, Fredj
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Serletis, Apostolos
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Wang, Yudong
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Wei, Yu
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Applied economics
297
Economic modelling
264
Applied economics letters
227
International review of economics & finance : IREF
202
Finance research letters
196
Energy economics
183
International review of financial analysis
170
The North American journal of economics and finance : a journal of financial economics studies
151
Economics letters
146
Journal of banking & finance
142
Applied financial economics
138
Journal of econometrics
132
Research in international business and finance
122
Journal of empirical finance
119
Journal of international financial markets, institutions & money
117
Journal of international money and finance
116
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
109
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94
Journal of economic dynamics & control
83
Journal of risk and financial management : JRFM
81
The European journal of finance
81
International journal of economics and finance
80
International journal of finance & economics : IJFE
75
Journal of financial economics
72
The journal of futures markets
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Cogent economics & finance
68
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Journal of macroeconomics
66
Pacific-Basin finance journal
66
International journal of economics and financial issues : IJEFI
65
International journal of forecasting
65
Journal of monetary economics
65
Macroeconomic dynamics
62
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
60
The American economic review
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The empirical economics letters : a monthly international journal of economics
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Journal of applied econometrics
53
European economic review : EER
51
International Journal of Energy Economics and Policy : IJEEP
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ECONIS (ZBW)
10,356
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1
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:
2
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:
3
The effects of heterogeneous sanctions on exporting firms : evidence from Denmark
Jäkel, Ina Charlotte
;
Østervig, Søren Aasborg
; …
- In:
Review of international economics
32
(
2024
)
1
,
pp. 161-189
Persistent link: https://www.econbiz.de/10014470976
Saved in:
4
Did marginal propensities to consume change with the housing boom and bust?
Cho, Yunho
;
Morley, James C.
;
Singh, Aarti
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 174-199
Persistent link: https://www.econbiz.de/10014474450
Saved in:
5
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:
6
The effects of parental retirement on adult children's health : evidence from China
Hao, Zhuang
;
Cheng, Huihui
;
Bärnighausen, Till
;
Chen, …
- In:
Health economics
33
(
2024
)
1
,
pp. 12-20
Persistent link: https://www.econbiz.de/10014442385
Saved in:
7
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
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8
Evaluating the impact of general versus vocational education on labor market outcomes in Egypt by means of a regression discontinuity design
Kemper, Johanna
;
Renold, Ursula
- In:
Journal of development economics
166
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014454457
Saved in:
9
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
Saved in:
10
The impact of monetary policy on income inequality : does inflation targeting matter?
Tavares Garcia, Francisco
;
Cross, Jamie
- In:
Finance research letters
61
(
2024
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014490790
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