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Search: subject_exact:"Volatility"
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Volatility
10,441
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9,987
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2,848
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2,848
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2,704
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2,699
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2,242
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2,242
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2,029
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2,029
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1,979
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1,964
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1,548
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1,548
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1,383
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1,383
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1,097
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1,095
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1,095
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1,073
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1,073
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1,070
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1,013
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1,012
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1,006
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1,005
Spillover effect
1,003
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1,003
Exchange rate
939
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934
Portfolio selection
798
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798
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701
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700
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670
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634
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631
volatility
615
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Gupta, Rangan
131
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85
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80
Tiwari, Aviral Kumar
54
Hammoudeh, Shawkat
42
Mensi, Walid
40
Zhang, Yaojie
40
Wohar, Mark E.
39
Wang, Yudong
38
Kang, Sang Hoon
37
Xuan Vinh Vo
36
Bahmani-Oskooee, Mohsen
34
McAleer, Michael
34
Roubaud, David
34
Balcilar, Mehmet
33
Demirer, Rıza
33
Ji, Qiang
33
Liang, Chao
33
Pierdzioch, Christian
33
Wei, Yu
33
Corbet, Shaen
31
Lucey, Brian M.
31
Salisu, Afees A.
27
Shahzad, Syed Jawad Hussain
27
Yin, Libo
27
Kumar, Dilip
25
Lau, Chi Keung
25
Jawadi, Fredj
24
Serletis, Apostolos
24
Umar, Zaghum
23
Gillas, Konstantinos Gkillas
22
Todorov, Viktor
22
Wen, Fenghua
22
Zhu, Huiming
22
Bollerslev, Tim
21
Floros, Christos
21
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21
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20
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20
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20
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C.E.P.R. Discussion Papers
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World Bank
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Economics Department, Organisation de Coopération et de Développement Économiques (OCDE)
6
National Bureau of Economic Research
5
Trade and Agriculture Directorate, Organisation de Coopération et de Développement Économiques (OCDE)
5
Springer Fachmedien Wiesbaden
4
Centre de développement, Organisation de Coopération et de Développement Économiques (OCDE)
3
World Bank Group
3
World Scientific Publishing Co. Pte. Ltd.
3
Walter de Gruyter Inc.
2
Berliner Wissenschafts-Verlag
1
Centre for Economic Policy Research
1
Département d'Économie Appliquée (DULBEA), Solvay Brussels School of Economics and Management
1
FAO
1
Gottfried Wilhelm Leibniz Universität Hannover
1
Government of Uganda
1
IFAD
1
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IMF
1
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OECD
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Organisation for Economic Co-operation and Development
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1
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1
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1
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1
WFP
1
WTO
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1
World Bank / Development Research Group / Rural Development
1
World Bank / Latin America and the Caribbean Regional Office / Economic Policy Sector Unit
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Finance research letters
480
Energy economics
466
International review of financial analysis
287
The North American journal of economics and finance : a journal of financial economics studies
277
International review of economics & finance : IREF
265
Applied economics
238
Discussion paper / Centre for Economic Policy Research
219
Economic modelling
218
Research in international business and finance
202
Quantitative finance
166
Journal of econometrics
163
Journal of banking & finance
150
Working paper / National Bureau of Economic Research, Inc.
143
Economics letters
136
Applied economics letters
125
Journal of international financial markets, institutions & money
123
Journal of empirical finance
121
Pacific-Basin finance journal
117
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
113
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
101
Journal of international money and finance
98
International journal of forecasting
97
The journal of futures markets
96
Journal of financial economics
93
Emerging markets, finance and trade : EMFT
90
Computational economics
83
International journal of finance & economics : IJFE
79
Journal of economic dynamics & control
77
Discussion papers / CEPR
75
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
68
International journal of theoretical and applied finance
67
Physica A: Statistical Mechanics and its Applications
67
The European journal of finance
64
Journal of financial econometrics
63
Journal of forecasting
61
Journal of financial markets
58
CEPR Discussion Papers
57
International journal of financial engineering
57
Management science : journal of the Institute for Operations Research and the Management Sciences
54
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
51
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ECONIS (ZBW)
10,060
RePEc
629
BASE
3
Other ZBW resources
1
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121
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121
Dynamic spillover and connectedness in higher moments of European stock sector markets
Nekhili, Ramzi
;
Mensi, Walid
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
Research in international business and finance
68
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014451818
Saved in:
122
Market reactions to COVID-19 : does systemic risk vary across industries? a Markov-Switching CAPM approach
Bulut, Emre
;
Marangoz, Cumali
;
Daştan, Muhammet
- In:
Eastern European economics : EEE
62
(
2024
)
1
,
pp. 69-88
Persistent link: https://www.econbiz.de/10014450713
Saved in:
123
The impact of joint events on oil price volatility : evidence from a dynamic graphical news analysis model
Zhao, Lu-Tao
;
Wang, Dai-Song
;
Ren, Zhong-Yuan
- In:
Economic modelling
130
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014451154
Saved in:
124
Quantitative easing and the spillover effects from the crude oil market to other financial markets : evidence from QE1 to QE3
Lyu, Yongjian
;
Zhang, Xinyu
;
Cao, Jin
;
Liu, Jiatao
;
Yang, Mo
- In:
Journal of international money and finance
140
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014451417
Saved in:
125
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:
126
Investigation of the time pattern of BIT GREEN Crypto : an ARMA modeling approach to unrave volatility
Kumar, Pawan
;
Bhatnagar, Mukul
;
Taneja, Sanjay
- In:
Algorithmic approaches to financial technology : …
,
(pp. 1-26)
.
2024
Persistent link: https://www.econbiz.de/10014470620
Saved in:
127
Analysis of output and output volatility connectedness of Nigeria, USA, China and India : new empirical insights from the global financial crisis versus 2016 Nigerian recession
Anthony-Orji, Onyinye I.
;
Nwodo, Ikenna Paulinus
;
Orji, …
- In:
Journal of financial economic policy
16
(
2024
)
1
,
pp. 34-59
Persistent link: https://www.econbiz.de/10014470893
Saved in:
128
A market sentiment indicator, behaviourally grounded, for the analysis and forecast of volatility and bubbles
Ciaschini, Clio
;
Recchioni, Maria Cristina
- In:
Review of behavioral finance : RBF
16
(
2024
)
1
,
pp. 17-38
Persistent link: https://www.econbiz.de/10014471744
Saved in:
129
The impact of unproved reserve news on the energy stock volatility : an empirical investigation on Turkey
Arzova, Sabri Burak
;
Koy, Ayben
;
Şahin, Bertaç Şakir
- In:
Review of behavioral finance : RBF
16
(
2024
)
1
,
pp. 112-129
Persistent link: https://www.econbiz.de/10014471774
Saved in:
130
Comparison of Value at Risk (VaR) multivariate forecast models
Müller, Fernanda Maria
;
Righi, Marcelo Brutti
- In:
Computational economics
63
(
2024
)
1
,
pp. 75-110
Persistent link: https://www.econbiz.de/10014471980
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