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type_genre:"Article in journal"
type_genre:"Survey"
~accessRights:"restricted"
~isPartOf:"International journal of finance & economics : IJFE"
~subject:"Fractional integration"
~subject:"Geldpolitik"
~subject:"Risiko"
~subject:"VAR-Modell"
~type_genre:"Conference paper"
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Fractional integration
Geldpolitik
Risiko
VAR-Modell
Estimation
118
Schätzung
118
Volatility
31
Volatilität
31
Capital income
26
Kapitaleinkommen
26
Börsenkurs
24
Share price
24
Theorie
22
Theory
22
Aktienmarkt
21
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Portfolio selection
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VAR model
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financial development
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English
22
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Acquah, Benjamin K.
1
Adewuyi, Adeolu O.
1
Afonso, António
1
Arunachal Hegde, Apoorva
1
Azimli, Asil
1
Balli, Faruk
1
Bathia, Deven
1
Bein, Murad A.
1
Belazreg, Walid
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Bredin, Donal
1
Brou, Jean Marcelin Bosson
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Caglayan, Mustafa
1
Cha, H. E.
1
Chen, Jiaqi
1
Chen, Xizhuo
1
Cuestas, Juan Carlos
1
Du, Jiangze
1
Duan, Kun
1
Elsayed, Ahmed H.
1
Glushenkova, Marina
1
Gong, Jincheng
1
Gozgor, Giray
1
He, Zhifang
1
Huang, MeiChi
1
Hung, Jui-Cheng
1
Jehan, Zainab
1
Kame Babilla, Thierry
1
Khalifa, Wagdi
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Kouassi, Eugene
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Kyriakou, Ioannis
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Lim, Raymond Jay
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Lin, Xiao
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Liu, Hung-Chun
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Lucotte, Yannick
1
Martins, Luís
1
Masoud, Serag
1
Mougoué, Mbodja
1
Mtar, Kais
1
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International journal of finance & economics : IJFE
Economic modelling
116
Applied economics
104
Economics letters
88
Journal of international money and finance
84
Finance research letters
81
International review of economics & finance : IREF
67
Applied economics letters
59
Energy economics
58
Journal of economic dynamics & control
58
Journal of macroeconomics
55
The North American journal of economics and finance : a journal of financial economics studies
55
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
48
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
47
International review of financial analysis
46
Journal of banking & finance
40
European economic review : EER
38
Macroeconomic dynamics
38
Journal of monetary economics
35
Research in international business and finance
35
Journal of international financial markets, institutions & money
30
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
27
Journal of econometrics
26
Journal of empirical finance
26
Open economies review
25
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
24
Pacific-Basin finance journal
24
Empirical economics : a quarterly journal of the Institute for Advanced Studies
23
Journal of financial economics
22
Journal of international economics
22
Journal of quantitative economics
21
Emerging markets, finance and trade : EMFT
19
International journal of forecasting
18
Journal of policy modeling : JPMOD ; a social science forum of world issues
17
Review of economic dynamics
17
The B.E. journal of macroeconomics
17
Journal of economic behavior & organization : JEBO
16
Management science : journal of the Institute for Operations Research and the Management Sciences
16
Economic systems
15
Journal of applied econometrics
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ECONIS (ZBW)
22
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1
How different are monetary unions to national economies according to prices?
Glushenkova, Marina
;
Zachariadis, Marios
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 684-702
Persistent link: https://www.econbiz.de/10014469049
Saved in:
2
Bank-lending channel of monetary policy transmission in WAEMU : an estimated DSGE model approach
Kame Babilla, Thierry
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 1277-1300
Persistent link: https://www.econbiz.de/10014532659
Saved in:
3
Model-based estimation in monetary policy inertia and it's another possibility
Cha, H. E.
;
Lim, Raymond Jay
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 2077-2094
Persistent link: https://www.econbiz.de/10014533396
Saved in:
4
A risk-return trade-off or co-movement? : are food processing firms risk-averse?
Mukherjee, Subhadip
;
Mukherjee, Soumyatanu
;
Parhi, Mamata
; …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 2176-2192
Persistent link: https://www.econbiz.de/10014533403
Saved in:
5
Does the tail risk index matter in forecasting downside risk?
Hung, Jui-Cheng
;
Liu, Hung-Chun
;
Yang, J. Jimmy
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 3451-3466
Persistent link: https://www.econbiz.de/10014327761
Saved in:
6
Analysis of stock markets risk spillover with copula models under the background of Chinese financial opening
Du, Jiangze
;
Chen, Xizhuo
;
Gong, Jincheng
;
Lin, Xiao
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 3997-4019
Persistent link: https://www.econbiz.de/10014429264
Saved in:
7
On the nexus of innovation, trade openness, financial development and economic growth in European countries : new perspective from a GMM panel VAR approach
Mtar, Kais
;
Belazreg, Walid
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 766-791
Persistent link: https://www.econbiz.de/10014253299
Saved in:
8
Receptivity of capital structure with financial flexibility : a study on manufacturing firms
Panda, Ajaya Kumar
;
Nanda, Swagatika
;
Arunachal Hegde, …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1981-1993
Persistent link: https://www.econbiz.de/10014253635
Saved in:
9
Modelling cryptocurrency high-low prices using fractional cointegrating VAR
Yaya, OlaOluwa S.
;
Xuan Vinh Vo
;
Ogbonna, Ahamuefula E.
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 489-505
Persistent link: https://www.econbiz.de/10012814609
Saved in:
10
The evolution and heterogeneity of credit procyclicality in Central and Eastern Europe
Cuestas, Juan Carlos
;
Lucotte, Yannick
;
Reigl, Nicolas
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 911-942
Persistent link: https://www.econbiz.de/10012814951
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