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~accessRights:"restricted"
~isPartOf:"Pacific-Basin finance journal"
~language:"eng"
~language:"tur"
~language:"ukr"
~subject:"Estimation"
~subject:"Hungary"
~subject:"KMU"
~subject:"Monetary policy"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
~type_genre:"Case study"
~type_genre:"Fallstudie"
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Estimation
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471
Börsenkurs
315
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315
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288
Kapitaleinkommen
288
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Hammoudeh, Shawkat
5
Zhong, Angel
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Gubareva, Mariya
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Pacific-Basin finance journal
Finance research letters
967
Applied economics
896
Economic modelling
888
Energy economics
819
Economics letters
652
International review of economics & finance : IREF
647
Applied economics letters
610
Journal of international money and finance
563
International review of financial analysis
524
The North American journal of economics and finance : a journal of financial economics studies
488
Journal of banking & finance
415
Research in international business and finance
403
Journal of economic dynamics & control
385
Journal of econometrics
378
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
308
Journal of macroeconomics
308
European economic review : EER
290
Journal of business research : JBR
285
Journal of international financial markets, institutions & money
280
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
277
Journal of monetary economics
274
Journal of financial economics
266
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
266
Macroeconomic dynamics
249
Journal of empirical finance
244
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
228
International journal of finance & economics : IJFE
215
Journal of economic behavior & organization : JEBO
213
Quantitative finance
213
International journal of economics and finance
211
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
200
International journal of forecasting
196
Empirical economics : a quarterly journal of the Institute for Advanced Studies
191
Journal of international economics
188
Technological forecasting & social change : an international journal
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Labour economics : official journal of the European Association of Labour Economists
172
Open economies review
169
Management science : journal of the Institute for Operations Research and the Management Sciences
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Economic research
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ECONIS (ZBW)
227
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1
Analysis of tail risk contagion among industry sectors in the Chinese stock market during the COVID-19 pandemic
Wu, Junfeng
;
Zhang, Chao
;
Chen, Yun
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014491144
Saved in:
2
The asymmetric effect of information shock on overnight and intraday expected returns : evidence from Chinese a-share stock market
Liu, Xiaoqun
;
Hou, Chenji
;
Zhu, Shinan
;
Chen, Haiqiang
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014491102
Saved in:
3
Asymmetry in option implied volatility and yield : Evidence from China's ETF options market1,2
Chen, Xiaoyijing
;
Liu, Siyuan
;
Xu, Zailin
;
Yu, Mei
- In:
Pacific-Basin finance journal
85
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014576054
Saved in:
4
Can mutual fund investors benefit from volatility managing? : evidence from China
Zhang, Xili
;
Zheng, Yiran
;
Lien, Da-hsiang Donald
;
Yu, …
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014491107
Saved in:
5
The change in salience and the cross-section of stock returns : empirical evidence from China A-shares
Zhang, Manqing
;
Ma, Yao
;
Yang, Baochen
;
Fan, Ying
- In:
Pacific-Basin finance journal
85
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014575044
Saved in:
6
Demystifying COVID-19 policy actions : the case of inflation control in ASEAN
Rizvi, Syed Aun Raza
;
Sharma, Susan Sunila
;
Juhro, …
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014491167
Saved in:
7
Determining bid-ask prices for options with stochastic illiquidity and applications to index options
Chuang, Ming-Che
;
Tsai, Jeffrey Tzuhao
- In:
Pacific-Basin finance journal
84
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014534554
Saved in:
8
An empirical evaluation of the salience-based asset pricing model : evidence from Australia
Lee, Deok-Hyeon
;
Min, Byoung-Kyu
;
Xiao, Yucaho
- In:
Pacific-Basin finance journal
84
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014534600
Saved in:
9
Extrapolation and option-implied kurtosis in volatility forecasting
Pan, Ging-Ginq
;
Shiu, Yung-Ming
;
Wu, Tu-Cheng
- In:
Pacific-Basin finance journal
84
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014534532
Saved in:
10
Forecasting Chinese stock market volatility with option-implied risk aversion : evidence from extended realized EGARCH-MIDAS approach
Wu, Xinyu
;
Qian, Jia
;
Zhao, Xiaohan
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014491122
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