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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:"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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ARCH-Modell
Börse
Erwartungsbildung
Herd behaviour
Leverage effect
Regressionsanalyse
Volatilität
Estimation
524
Schätzung
521
Theorie
122
Theory
122
Estimation theory
88
Schätztheorie
88
Panel
73
Panel study
73
Welt
64
World
64
Volatility
62
VAR model
61
VAR-Modell
61
Time series analysis
57
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Schock
48
Shock
48
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Monetary policy
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Capital income
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Forecasting model
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Prognoseverfahren
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Inflation
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Nichtparametrisches Verfahren
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Nonparametric statistics
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USA
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United States
34
Impact assessment
33
Wirkungsanalyse
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Börsenkurs
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Share price
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EU countries
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EU-Staaten
30
Regression analysis
30
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Article
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Article in journal
Survey
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99
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Bekiros, Stelios
2
Dimitrakopoulos, Stefanos
2
Gupta, Rangan
2
Lin, Qi
2
Lin, Xi
2
Nonejad, Nima
2
Thornton, John
2
Akpiliç, Ferdi
1
Altamimi, Sohale
1
Altunbaş, Yener
1
Anatolyev, Stanislav
1
Andrada Félix, Julián
1
Angelini, Giovanni
1
Annaert, Jan
1
Aquilante, Tommaso
1
Aslan, Caglayan
1
Assaf, Ata
1
Ben Haddad, Hedi
1
Bera, Anil K.
1
Bertelsen, Kristoffer Pons
1
Borup, Daniel
1
Bresson, Georges
1
Caferra, Rocco
1
Cai, Biqing
1
Capehart, Kevin W.
1
Carr, Michael D.
1
Castro, Luciano I. de
1
Cepni, Oguzhan
1
Chaabouni, Manel Mazioud
1
Chavas, Jean-Paul
1
Chen, Sihong
1
Cho, Dooyeon
1
Choi, Sun-Yong
1
Christou, Christina
1
Chrysanthopoulou, Xakousti
1
Claes, Anouk G. P.
1
Clavijo-Cortes, Pedro
1
De Ceuster, Marc J.
1
Demetrescu, Matei
1
Deniz, Pinar
1
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Economics letters
Empirical economics : a quarterly journal of the Institute for Advanced Studies
Review of Economic Analysis : REA
Finance research letters
143
Journal of econometrics
139
Energy economics
138
Applied economics
129
Economic modelling
116
International review of economics & finance : IREF
101
The North American journal of economics and finance : a journal of financial economics studies
101
International review of financial analysis
87
Applied economics letters
74
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
Journal of international money and finance
43
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
39
Pacific-Basin finance journal
36
Quantitative finance
35
International journal of finance & economics : IJFE
34
Journal of financial econometrics
32
The European journal of finance
31
Emerging markets, finance and trade : EMFT
29
International journal of economics and finance
27
Journal of economic dynamics & control
27
Journal of financial economics
27
Econometric reviews
26
Journal of financial markets
26
Macroeconomic dynamics
26
Management science : journal of the Institute for Operations Research and the Management Sciences
22
Computational economics
21
Journal of risk
20
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
Journal of applied econometrics
18
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ECONIS (ZBW)
99
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99
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1
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:
2
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:
3
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:
4
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:
5
Multivariate models of commodity futures markets : a dynamic copula approach
Chen, Sihong
;
Li, Qi
;
Wang, Qiaoyu
;
Zhang, Yu Yvette
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 3037-3057
Persistent link: https://www.econbiz.de/10014329023
Saved in:
6
Is unemployment hysteretic or structural? : a Bayesian model selection approach
Clavijo-Cortes, Pedro
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
6
,
pp. 2837-2866
Persistent link: https://www.econbiz.de/10014388985
Saved in:
7
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:
8
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
Saved in:
9
Revisiting vulnerable growth in the euro area : identifying the role of financial conditions in the distribution
Szendrei, Tibor
;
Varga, Katalin
- In:
Economics letters
223
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014234171
Saved in:
10
Time-varying predictability of the long horizon equity premium based on semiparametric regressions
Yu, Deshui
;
Li, Chen
;
Li, Luyang
- In:
Economics letters
224
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014307887
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