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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:"Pacific-Basin finance journal"
~isPartOf:"Review of Economic Analysis : REA"
~isPartOf:"Review of quantitative finance and accounting"
~subject:"ARCH-Modell"
~subject:"Börse"
~subject:"Erwartungsbildung"
~subject:"Herd behaviour"
~subject:"Leverage effect"
~subject:"Regressionsanalyse"
~subject:"Volatilität"
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ARCH-Modell
Börse
Erwartungsbildung
Herd behaviour
Leverage effect
Regressionsanalyse
Volatilität
Estimation
947
Schätzung
942
Theorie
212
Theory
212
Capital income
177
Kapitaleinkommen
177
Welt
150
World
150
Volatility
146
Börsenkurs
129
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129
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105
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Estimation theory
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Panel study
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Schock
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Aktienmarkt
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Exchange rate
68
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Risikoprämie
63
Risk premium
63
CAPM
61
Business cycle
59
EU countries
58
EU-Staaten
58
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58
USA
53
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Ali, Faek Menla
2
Bekiros, Stelios
2
Brooks, Robert
2
Caporale, Guglielmo Maria
2
Chiang, Thomas C.
2
Cho, Dooyeon
2
Dimitrakopoulos, Stefanos
2
Gupta, Rangan
2
Jiang, Fuwei
2
Kang, Sang Hoon
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Li, Bingxin
2
Lin, Qi
2
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2
Louhichi, Waël
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Nonejad, Nima
2
Pan, Zhiyuan
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Sornette, Didier
2
Spagnolo, Nicola
2
Thornton, John
2
Wang, Yudong
2
Westerlund, Joakim
2
Zhang, Yaojie
2
Ahmed Hannan, Swarnali
1
Ahmed, Mohamed S.
1
Akpiliç, Ferdi
1
Alomari, Mohammad
1
Altamimi, Sohale
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Altunbaş, Yener
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Ames, Matthew
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Andrada Félix, Julián
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Andriansyah, Andriansyah
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Ang, Tze Chuan
1
Angelini, Giovanni
1
Annaert, Jan
1
Aquilante, Tommaso
1
Areola Hernandez, Jose
1
Aslan, Caglayan
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Economics letters
Empirical economics : a quarterly journal of the Institute for Advanced Studies
Journal of international money and finance
Pacific-Basin finance journal
Review of Economic Analysis : REA
Review of quantitative finance and accounting
Finance research letters
162
Energy economics
150
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
89
Applied economics letters
77
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
71
Research in international business and finance
71
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
Quantitative finance
36
The European journal of finance
33
Journal of financial econometrics
32
Econometric reviews
30
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
30
Journal of economic dynamics & control
28
International journal of economics and finance
27
Journal of financial economics
27
Journal of financial markets
27
Macroeconomic dynamics
26
Computational economics
25
Management science : journal of the Institute for Operations Research and the Management Sciences
23
Journal of risk
21
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)
201
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201
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1
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:
2
Can mutual fund investors benefit from volatility managing? : evidence from China
Zhang, Xili
;
Zheng, Yiran
;
Lien, Da-hsiang Donald
;
Yu, …
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014491107
Saved in:
3
Forecasting Chinese stock market volatility with option-implied risk aversion : evidence from extended realized EGARCH-MIDAS approach
Wu, Xinyu
;
Qian, Jia
;
Zhao, Xiaohan
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014491122
Saved in:
4
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:
5
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:
6
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:
7
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:
8
Policy uncertainty, investor sentiment, and good and bad volatilities in the stock market : evidence from China
Xiao, Jihong
;
Jiang, Jiajie
;
Zhang, Yaojie
- In:
Pacific-Basin finance journal
84
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014534542
Saved in:
9
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:
10
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
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