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subject:"Welt"
~isPartOf:"Kiel working paper"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Aktienmarkt"
~subject:"VAR model"
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Welt
Aktienmarkt
VAR model
Estimation
630
Schätzung
630
Volatility
115
Volatilität
115
Börsenkurs
106
Share price
106
Theorie
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104
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Nunnenkamp, Peter
12
Gundlach, Erich
9
Buch, Claudia M.
8
Gupta, Rangan
8
Pierdzioch, Christian
7
Thiele, Rainer
5
Woessmann, Ludger
5
Gottschalk, Jan
4
Hau, Liya
4
Kang, Sang Hoon
4
Zhu, Huiming
4
Balcilar, Mehmet
3
Carstensen, Kai
3
Chen, Mei-Ping
3
Dai, Zhifeng
3
Dreher, Axel
3
Döpke, Jörg
3
Lee, Chien-chiang
3
Mensi, Walid
3
Adediran, Idris A.
2
Ahmed, Walid M. A.
2
Berger, Axel
2
Busse, Matthias
2
Chen, Qitong
2
Dash, Saumya Ranjan
2
Guerello, Chiara
2
Hamori, Shigeyuki
2
Ji, Qiang
2
Jiang, Cuixia
2
Kamps, Christophe
2
Lux, Thomas
2
Maitra, Debasish
2
Morales-Arias, Leonardo
2
Motegi, Kaiji
2
Paldam, Martin
2
Potjagailo, Galina
2
Raddant, Matthias
2
Rehdanz, Katrin
2
Reitz, Stefan
2
Roy, Martin
2
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Institut für Weltwirtschaft
4
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Kiel working paper
The North American journal of economics and finance : a journal of financial economics studies
Working paper / National Bureau of Economic Research, Inc.
342
CESifo working papers
324
NBER working paper series
311
NBER Working Paper
288
Applied economics
281
Discussion paper / Centre for Economic Policy Research
242
Economic modelling
238
Applied economics letters
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International review of economics & finance : IREF
176
Energy economics
172
Journal of international money and finance
169
Finance research letters
157
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152
Economics letters
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128
International review of financial analysis
128
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
125
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116
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104
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104
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94
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87
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87
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86
International journal of finance & economics : IJFE
80
IMF working papers
77
International Journal of Energy Economics and Policy : IJEEP
74
Journal of empirical finance
69
Journal of international economics
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Journal of macroeconomics
65
IZA Discussion Paper
64
Cogent economics & finance
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Journal of risk and financial management : JRFM
63
Open economies review
62
The empirical economics letters : a monthly international journal of economics
62
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
61
Journal of applied econometrics
60
Discussion paper / Tinbergen Institute
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ECONIS (ZBW)
192
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192
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1
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:
2
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
Saved in:
3
Foreign portfolio investment and the US macroeconomic conditions
Motie, Golnaz Baradaran
;
Zeng, Zheng
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014485286
Saved in:
4
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
Saved in:
5
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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6
Inflation risk and stock returns : evidence from US aggregate and sectoral markets
Chiang, Thomas C.
;
Chen, Pei-Ying
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014485580
Saved in:
7
Inter-regional dependence of J-REIT stock prices : a heteroscedasticity-robust time series approach
Motegi, Kaiji
;
Iitsuka, Yoshitaka
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014246819
Saved in:
8
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
Saved in:
9
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
Saved in:
10
US structural drivers of international portfolio returns
Jang, Bosung
;
So, Inhwan
;
Tong, Eric
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014247012
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