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type_genre:"Article in journal"
~isPartOf:"International review of economics & finance : IREF"
~subject:"Cointegration"
~subject:"Deutschland"
~subject:"USA"
~subject:"Volatility"
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Cointegration
Deutschland
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Estimation
496
Schätzung
495
Capital income
123
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123
Theorie
122
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Gupta, Rangan
4
Xuan Vinh Vo
4
Arize, Augustine Chuck
3
Brooks, Robert
3
Chen, Shyh-Wei
3
Gil-Alaña, Luis A.
3
Hammoudeh, Shawkat
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International review of economics & finance : IREF
Applied economics
569
Applied economics letters
343
Economic modelling
280
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
268
Energy economics
237
Applied financial economics
183
The review of economics and statistics
182
Economics letters
178
Finance research letters
172
Journal of international money and finance
168
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
166
Journal of econometrics
166
Journal of banking & finance
157
The American economic review
156
The journal of finance : the journal of the American Finance Association
154
The North American journal of economics and finance : a journal of financial economics studies
151
Journal of applied econometrics
147
Jahrbücher für Nationalökonomie und Statistik
142
International review of financial analysis
136
The journal of futures markets
129
International journal of economics and financial issues : IJEFI
117
International Journal of Energy Economics and Policy : IJEEP
116
Journal of empirical finance
112
The empirical economics letters : a monthly international journal of economics
111
Research in international business and finance
106
International journal of economics and finance
102
Journal of international financial markets, institutions & money
102
International journal of finance & economics : IJFE
99
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
97
Journal of money, credit and banking : JMCB
95
The review of financial studies
94
Journal of macroeconomics
89
Journal of monetary economics
89
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
89
Journal of financial and quantitative analysis : JFQA
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Journal of economic dynamics & control
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Journal of financial economics
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American economic journal : a journal of the American Economic Association
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Journal of risk and financial management : JRFM
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ECONIS (ZBW)
194
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81
Predicting stock market movements with a time-varying consumption-aggregate wealth ratio
Chang, Tsangyao
;
Gupta, Rangan
;
Majumdar, Anandamayee
; …
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 458-467
Persistent link: https://www.econbiz.de/10012203261
Saved in:
82
Asian financial market integration and the role of Chinese financial market
Lee, Byung-joo
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 490-499
Persistent link: https://www.econbiz.de/10012203270
Saved in:
83
It's not that important : the negligible effect of oil market uncertainty
Yin, Libo
;
Feng, Jiabao
;
Liu, Li
;
Wang, Yudong
- In:
International review of economics & finance : IREF
60
(
2019
),
pp. 62-84
Persistent link: https://www.econbiz.de/10012203810
Saved in:
84
Long-term interest rates in Europe : a fractional cointegration analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International review of economics & finance : IREF
61
(
2019
),
pp. 170-178
Persistent link: https://www.econbiz.de/10012205401
Saved in:
85
Asymmetric jump beta estimation with implications for portfolio risk management
Alexeev, Vitali
;
Urga, Giovanni
;
Yao, Wenying
- In:
International review of economics & finance : IREF
62
(
2019
),
pp. 20-40
Persistent link: https://www.econbiz.de/10012205461
Saved in:
86
Asymmetric relationship between order imbalance and realized volatility : evidence from the Australian market
Bissoondoyal-Bheenick, Emawtee
;
Brooks, Robert
;
Do, …
- In:
International review of economics & finance : IREF
62
(
2019
),
pp. 309-320
Persistent link: https://www.econbiz.de/10012205552
Saved in:
87
Asset prices with stochastic volatilities and a UIP puzzle
Lee, Eunhee
- In:
International review of economics & finance : IREF
64
(
2019
),
pp. 41-61
Persistent link: https://www.econbiz.de/10012322223
Saved in:
88
Volatility information trading in the index options market : an intraday analysis
Yang, Heejin
;
Kutan, Ali Mustafa
;
Ryu, Doojin
- In:
International review of economics & finance : IREF
64
(
2019
),
pp. 412-426
Persistent link: https://www.econbiz.de/10012372813
Saved in:
89
Stock and bond return relations and stock market uncertainty : evidence from wavelet analysis
Lin, Fu-Lai
;
Yang, Sheng-Yung
;
Marsh, Terry Alan
;
Chen, …
- In:
International review of economics & finance : IREF
55
(
2018
),
pp. 285-294
Persistent link: https://www.econbiz.de/10012033480
Saved in:
90
Estimating downside risk in stock returns under structural breaks
Hood, Matthew
;
Malik, Farooq
- In:
International review of economics & finance : IREF
58
(
2018
),
pp. 102-112
Persistent link: https://www.econbiz.de/10012034196
Saved in:
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