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type_genre:"Article in journal"
~isPartOf:"Applied economics letters"
~subject:"Cointegration"
~subject:"Deutschland"
~subject:"Volatilität"
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Cointegration
Deutschland
Volatilität
Estimation
1,171
Schätzung
1,171
Theorie
169
Theory
169
United States
141
USA
140
Welt
124
World
124
Börsenkurs
113
Share price
113
Kaufkraftparität
103
Purchasing power parity
103
Kointegration
94
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91
Panel study
91
Economic growth
88
Wirtschaftswachstum
88
Capital income
86
Kapitaleinkommen
86
Aktienmarkt
78
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78
Volatility
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Time series analysis
76
Zeitreihenanalyse
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Einheitswurzeltest
70
Unit root test
70
Business cycle
59
Germany
59
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EU countries
57
EU-Staaten
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Forecasting model
56
Prognoseverfahren
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Estimation theory
55
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China
46
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Article
225
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Article in journal
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225
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English
225
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Chang, Tsangyao
7
Gil-Alaña, Luis A.
6
Wagner, Joachim
6
Pierdzioch, Christian
4
Caporale, Guglielmo Maria
3
Hamori, Shigeyuki
3
Lee, Chia-hao
3
Olson, Eric
3
Abedin, Md. Thasinul
2
Bahmani-Oskooee, Mohsen
2
Binder, Martin
2
Esteve García, Vicente
2
Garg, Bhavesh
2
Grobys, Klaus
2
Gupta, Rangan
2
Hegerty, Scott W.
2
Herzer, Dierk
2
Jawadi, Fredj
2
Kao, Yu-sheng
2
Ma, Feng
2
Mitra, Rajarshi
2
Narayan, Paresh Kumar
2
Nieh, Chien-chung
2
Su, Chi-Wei
2
Wang, Xunxiao
2
Wohar, Mark E.
2
Woo, Kai-yin
2
Worthington, Andrew Charles
2
Wu, Xinyu
2
Yang, Chao-hsiang
2
Acosta-González, Hugo Nicolás
1
Afonso, António
1
Ahmad, Ahmad Hassan
1
Ahmed, Nasiruddin
1
Al-Rashidi, Atef
1
Albulescu, Claudiu Tiberiu
1
Anders, Sven
1
Andronescu, Andreea
1
Anger, Silke
1
Apergis, Emmanuel
1
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Applied economics letters
Applied economics
350
Economic modelling
240
Energy economics
215
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
187
International review of economics & finance : IREF
162
Finance research letters
143
Jahrbücher für Nationalökonomie und Statistik
142
The North American journal of economics and finance : a journal of financial economics studies
126
Journal of econometrics
125
Journal of international money and finance
123
Applied financial economics
122
International review of financial analysis
122
Economics letters
114
International Journal of Energy Economics and Policy : IJEEP
114
International journal of economics and financial issues : IJEFI
113
Journal of banking & finance
112
Research in international business and finance
101
International journal of economics and finance
98
Journal of empirical finance
96
The empirical economics letters : a monthly international journal of economics
94
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
88
Journal of international financial markets, institutions & money
88
International journal of finance & economics : IJFE
79
Journal of risk and financial management : JRFM
74
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
74
The journal of futures markets
73
Cogent economics & finance
72
Schmollers Jahrbuch : journal of contextual economics
64
The European journal of finance
64
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
64
Journal for labour market research
63
Theoretical and applied economics : GAER review
62
International journal of forecasting
61
Journal of applied econometrics
61
Labour economics : official journal of the European Association of Labour Economists
61
Journal of macroeconomics
49
Econometric reviews
45
German economic review
45
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
44
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ECONIS (ZBW)
225
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1
News implied volatility and aggregate economic activity : evidence from the Japanese government bond market
Goshima, Keiichi
;
Ishijima, Hiroshi
;
Shintani, Mototsugu
- In:
Applied economics letters
31
(
2024
)
6
,
pp. 568-573
Persistent link: https://www.econbiz.de/10014470544
Saved in:
2
Impacts of economic policy uncertainty on the time-varying risk-return relationship : evidence from G7 countries
He, Zhifang
;
Zheng, Jie
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 270-274
Persistent link: https://www.econbiz.de/10014468759
Saved in:
3
The day-of-the-week effect on global stock market volatility after a market shock
Kang, Taehyeon
;
Cho, Eunyoung
- In:
Applied economics letters
31
(
2024
)
8
,
pp. 696-701
Persistent link: https://www.econbiz.de/10014557841
Saved in:
4
Forecasting RMB exchange rate volatility : do time-varying higher moments and time-varying risk aversion help?
Wu, Xinyu
;
Mei, Xueting
;
Liu, Li
- In:
Applied economics letters
31
(
2024
)
8
,
pp. 757-767
Persistent link: https://www.econbiz.de/10014557859
Saved in:
5
Time-varying causality between money supply growth and inflation : new evidence from Turkey
Eroglu, İlhan
;
Yeter, Fatih
- In:
Applied economics letters
30
(
2023
)
21
,
pp. 3094-3098
Persistent link: https://www.econbiz.de/10014441925
Saved in:
6
Cryptocurrency connectedness : does controlling for the cross-correlations matter?
Wiesen, Thomas F.P.
;
Bharadwaj, Lakshya
- In:
Applied economics letters
30
(
2023
)
20
,
pp. 2873-2880
Persistent link: https://www.econbiz.de/10014413964
Saved in:
7
The VolCo index : a measure of the transition from pandemic to equity market
Wang, Kun
;
Han, Chuan-Hsiang
- In:
Applied economics letters
30
(
2023
)
15
,
pp. 2004-2008
Persistent link: https://www.econbiz.de/10014324852
Saved in:
8
Sukuk returns dynamics under bullish and bearish market conditions : do COVID-19 related news and government measures matter?
Naifar, Nader
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 875-883
Persistent link: https://www.econbiz.de/10014303590
Saved in:
9
Newspaper-based equity uncertainty or implied volatility index : new evidence from oil market volatility predictability
Lu, Xinjie
;
Ma, Feng
;
Li, Pan
;
Li, Tao
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 960-964
Persistent link: https://www.econbiz.de/10014303607
Saved in:
10
Forecasting exchange rate markets' volatility of G7 countries : will stock market volatility help?
Zhang, Feipeng
;
Zhang, Zhao
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 991-999
Persistent link: https://www.econbiz.de/10014303619
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