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type_genre:"Article in journal"
type_genre:"Survey"
~accessRights:"restricted"
~isPartOf:"Economics letters"
~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~isPartOf:"Journal of international money and finance"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"Review of Economic Analysis : REA"
~subject:"ARCH-Modell"
~subject:"Börse"
~subject:"Erwartungsbildung"
~subject:"Herd behaviour"
~subject:"Leverage effect"
~subject:"Regressionsanalyse"
~subject:"Volatilität"
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Search: subject_exact:"Estimation"
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ARCH-Modell
Börse
Erwartungsbildung
Herd behaviour
Leverage effect
Regressionsanalyse
Volatilität
Estimation
855
Schätzung
851
Theorie
215
Theory
215
Welt
148
World
148
Volatility
121
Capital income
114
Kapitaleinkommen
114
Estimation theory
96
Schätztheorie
96
Geldpolitik
94
Monetary policy
94
Panel
91
Panel study
91
VAR model
90
VAR-Modell
89
Schock
85
Shock
85
Forecasting model
83
Prognoseverfahren
83
Börsenkurs
78
Share price
78
Exchange rate
66
Wechselkurs
66
Risk
64
Time series analysis
64
Zeitreihenanalyse
64
Risiko
63
Business cycle
59
Konjunktur
59
EU countries
56
EU-Staaten
56
Risikoprämie
55
Risk premium
55
Economic growth
51
Impact assessment
51
Wirkungsanalyse
51
Wirtschaftswachstum
51
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Article
167
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Article in journal
Survey
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167
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English
167
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Ali, Faek Menla
2
Bekiros, Stelios
2
Caporale, Guglielmo Maria
2
Cho, Dooyeon
2
Dimitrakopoulos, Stefanos
2
Gupta, Rangan
2
Joslin, Scott
2
Lin, Qi
2
Lin, Xi
2
Nonejad, Nima
2
Sornette, Didier
2
Spagnolo, Nicola
2
Thornton, John
2
Trojani, Fabio
2
Ahmed Hannan, Swarnali
1
Akpiliç, Ferdi
1
Altamimi, Sohale
1
Altunbaş, Yener
1
Ames, Matthew
1
Anastasiou, Dimitris
1
Anatolyev, Stanislav
1
Anderegg, Benjamin
1
Andrada Félix, Julián
1
Angelini, Giovanni
1
Annaert, Jan
1
Aquilante, Tommaso
1
Aslan, Caglayan
1
Assaf, Ata
1
Ataurima Arellano, Miguel
1
Bagnarosa, Guillaume
1
Baillie, Richard
1
Bakas, Dimitrios
1
Bakshi, Gurdip S.
1
Bali, Turan G.
1
Baruník, Jozef
1
Ben Haddad, Hedi
1
Ben-David, Itzhak
1
Benchimol, Jonathan
1
Bera, Anil K.
1
Berg, Kimberly A.
1
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Economics letters
Empirical economics : a quarterly journal of the Institute for Advanced Studies
Journal of international money and finance
Management science : journal of the Institute for Operations Research and the Management Sciences
Review of Economic Analysis : REA
Finance research letters
160
Energy economics
139
Journal of econometrics
139
Applied economics
129
Economic modelling
116
International review of economics & finance : IREF
107
The North American journal of economics and finance : a journal of financial economics studies
101
International review of financial analysis
90
Applied economics letters
77
Research in international business and finance
71
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
68
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
66
Journal of banking & finance
60
Journal of empirical finance
59
International journal of forecasting
57
Journal of international financial markets, institutions & money
57
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
44
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
39
International journal of finance & economics : IJFE
39
Pacific-Basin finance journal
37
Quantitative finance
36
The European journal of finance
33
Journal of financial econometrics
32
Econometric reviews
29
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
29
International journal of economics and finance
27
Journal of economic dynamics & control
27
Journal of financial economics
27
Journal of financial markets
27
Macroeconomic dynamics
26
Computational economics
25
Journal of risk
21
Review of quantitative finance and accounting
20
Journal of quantitative economics
19
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
18
Global finance journal
18
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ECONIS (ZBW)
167
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1
On the nature of (jump) skewness risk premia
Orłowski, Piotr
;
Schneider, Paul
;
Trojani, Fabio
- In:
Management science : journal of the Institute for …
70
(
2024
)
2
,
pp. 1154-1174
Persistent link: https://www.econbiz.de/10014513916
Saved in:
2
Evolution of the exchange rate pass-through into prices in Peru : an empirical application using TVP-VAR-SV models
Rodriguez, Gabriel
;
Castillo B., Paul
;
Calero, Roberto
; …
- In:
Journal of international money and finance
142
(
2024
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014549830
Saved in:
3
The volatility of capital flows in emerging markets : measures and determinants
Pagliari, Maria Sole
;
Ahmed Hannan, Swarnali
- In:
Journal of international money and finance
145
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014551409
Saved in:
4
Cross-sectional variation of option-implied volatility skew
Wu, Liuren
;
Tian, Meng
- In:
Management science : journal of the Institute for …
70
(
2024
)
6
,
pp. 3566-3580
Persistent link: https://www.econbiz.de/10014551903
Saved in:
5
Spillover effects of disaggregated macroeconomic uncertainties on U.S. real activity : evidence from the quantile vector autoregressive connectedness approach
Ben Haddad, Hedi
;
Mezghani, Imed
;
Medhioub, Imed
; …
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
2
,
pp. 829-858
Persistent link: https://www.econbiz.de/10014519714
Saved in:
6
Do the export reactions to exchange rate and exchange rate volatility differ depending on technology intensity? : new evidences from the panel SVAR analysis
Aslan, Caglayan
;
Akpiliç, Ferdi
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
4
,
pp. 1587-1631
Persistent link: https://www.econbiz.de/10014519939
Saved in:
7
Inflation uncertainty
Serletis, Apostolos
;
Xu, Libo
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
5
,
pp. 1903-1920
Persistent link: https://www.econbiz.de/10014520073
Saved in:
8
Forecasting the equity premium using weighted regressions : Does the jump variation help?
Zhang, Zhikai
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
5
,
pp. 2049-2082
Persistent link: https://www.econbiz.de/10014520108
Saved in:
9
Beyond rocket science : a factor model for convertible bond returns
Li, Zhiyong
;
Wang, Haixu
;
Yu, Mei
- In:
Economics letters
233
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014505094
Saved in:
10
Is central bank news good news for loan interest rates volatility?
Chrysanthopoulou, Xakousti
;
Tsioutsios, Alexandros
; …
- In:
Economics letters
233
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014506275
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