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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
USA
Volatility
Estimation
476
Schätzung
475
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119
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119
Theorie
118
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Article in journal
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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
Malindretos, John
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International review of economics & finance : IREF
Applied economics
568
Applied economics letters
340
Economic modelling
279
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
268
Energy economics
234
Applied financial economics
183
The review of economics and statistics
181
Economics letters
178
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
166
Journal of econometrics
166
Journal of international money and finance
164
Journal of banking & finance
157
The American economic review
156
Finance research letters
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146
Jahrbücher für Nationalökonomie und Statistik
142
International review of financial analysis
132
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127
International Journal of Energy Economics and Policy : IJEEP
116
International journal of economics and financial issues : IJEFI
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Journal of empirical finance
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The empirical economics letters : a monthly international journal of economics
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Research in international business and finance
106
International journal of economics and finance
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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
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International journal of finance & economics : IJFE
92
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Journal of financial and quantitative analysis : JFQA
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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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ECONIS (ZBW)
188
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188
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1
Are REITS hedge or safe haven against oil price fall?
Hanif, Waqas
;
Andraz, Jorge M.
;
Gubareva, Mariya
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014446404
Saved in:
2
A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets
Manner, Hans
;
Rodriguez, Gabriel
;
Stöckler, Florian
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1385-1403
Persistent link: https://www.econbiz.de/10014446630
Saved in:
3
How does oil market volatility impact mutual fund performance?
Alsubaiei, Bader Jawid
;
Calice, Giovanni
;
Vivian, Andrew
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1601-1621
Persistent link: https://www.econbiz.de/10014446642
Saved in:
4
Mechanisms of overpricing : An investigation on momentum crashes
Huang, Alex
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 118-142
Persistent link: https://www.econbiz.de/10014446417
Saved in:
5
On the conditional performance of the IVOL anomaly
Wang, Jianqiu
;
Wu, Ke
;
Pan, Jiening
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 337-350
Persistent link: https://www.econbiz.de/10014446453
Saved in:
6
Liquidity and realized volatility prediction in Chinese stock market : a time-varying transitional dynamic perspective
Xu, Yanyan
;
Liu, Jing
;
Ma, Feng
;
Chu, Jielei
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 543-560
Persistent link: https://www.econbiz.de/10014446494
Saved in:
7
Output volatility and exchange rates : New evidence from the updated de facto exchange rate regime classifications
Da̜browski, Marek A.
;
Papież, Monika
;
Śmiech, Sławomir
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 894-908
Persistent link: https://www.econbiz.de/10014446609
Saved in:
8
The impact of retail investor sentiment on the conditional volatility of stocks and bonds : evidence from the Tel-Aviv stock exchange
Hadad, Elroi
;
Kedar-Levy, Haim
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1303-1313
Persistent link: https://www.econbiz.de/10014446625
Saved in:
9
Estimating U.S. housing price network connectedness : evidence from dynamic Elastic Net, Lasso, and ridge vector autoregressive models
Gabauer, David
;
Gupta, Rangan
;
Marfatia, Hardik A.
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 349-362
Persistent link: https://www.econbiz.de/10014446771
Saved in:
10
Do the dynamics of macroeconomic attention drive the yen/dollar exchange market volatility?
Luo, Tao
;
Sun, Huaping
;
Zhang, Lixia
;
Bai, Jiancheng
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 597-611
Persistent link: https://www.econbiz.de/10014446795
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