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~isPartOf:"Applied economics letters"
~isPartOf:"Pacific-Basin finance journal"
~subject:"Volatility"
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Search: subject_exact:"Externer Schock"
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Volatility
Schock
109
Shock
109
Estimation
36
Schätzung
36
VAR model
34
VAR-Modell
34
Geldpolitik
23
Monetary policy
23
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21
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20
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16
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21
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Gupta, Rangan
3
Pierdzioch, Christian
2
Salisu, Afees A.
2
Anderson, Hamish D.
1
Barros Júnior, Fernando Antônio de
1
Cao, Jin
1
Chakrabarti, Prasenjit
1
Chang, Meng-Shiuh
1
Chen, Haiqiang
1
Chen, Meng-Wei
1
Chen, Peng
1
Cho, Eunyoung
1
Demirer, Rıza
1
Ding, Yibing
1
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1
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1
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1
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1
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1
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1
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1
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1
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Applied economics letters
Pacific-Basin finance journal
Energy economics
37
Journal of international money and finance
28
Economic modelling
27
Economics letters
24
International review of economics & finance : IREF
16
International review of financial analysis
16
Finance research letters
15
Journal of economic dynamics & control
15
Applied economics
14
Journal of international financial markets, institutions & money
12
Journal of macroeconomics
12
Macroeconomic dynamics
12
Journal of money, credit and banking : JMCB
11
The North American journal of economics and finance : a journal of financial economics studies
11
European economic review : EER
10
Journal of financial economics
10
Research in international business and finance
10
International Journal of Energy Economics and Policy : IJEEP
9
Journal of monetary economics
9
Journal of empirical finance
7
Journal of international economics
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
6
International journal of finance & economics : IJFE
6
Journal of applied econometrics
6
Review of economic dynamics
6
Emerging markets, finance and trade : EMFT
5
Journal of economic behavior & organization : JEBO
5
Journal of risk and financial management : JRFM
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Journal of the European Economic Association
5
Oxford bulletin of economics and statistics
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Quantitative economics : QE ; journal of the Econometric Society
5
The American economic review
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Computational economics
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Financial innovation : FIN
4
International Journal of Financial Studies : open access journal
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International economic journal
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ECONIS (ZBW)
21
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21
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date (oldest first)
1
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:
2
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
Saved in:
3
Safe-haven or speculation? : Research on price and risk dynamics of Bitcoin
Liu, Xin
;
Li, Bowen
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 281-287
Persistent link: https://www.econbiz.de/10014468773
Saved in:
4
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:
5
Geopolitical risk shocks and the Brazilian economy
Barros Júnior, Fernando Antônio de
;
Gomes, Fábio A.
; …
- In:
Applied economics letters
30
(
2023
)
19
,
pp. 2803-2807
Persistent link: https://www.econbiz.de/10014369477
Saved in:
6
The effect of oil uncertainty shock on real GDP of 33 countries : a global VAR approach
Salisu, Afees A.
;
Gupta, Rangan
;
Olaniran, Abeeb
- In:
Applied economics letters
30
(
2023
)
3
,
pp. 269-274
Persistent link: https://www.econbiz.de/10013553138
Saved in:
7
Time-varying monetary policy shocks and the dynamics of Chinese commodity prices
Lyu, Yongjian
;
Yi, Heling
;
Cao, Jin
;
Yang, Mo
- In:
Pacific-Basin finance journal
75
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013552469
Saved in:
8
Structural news shock, financial market uncertainty and China's business fluctuations
Ding, Yibing
;
Liu, Ziyu
;
Liu, Dayu
- In:
Pacific-Basin finance journal
76
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013552812
Saved in:
9
A note on oil price shocks and the forecastability of gold realized volatility
Demirer, Rıza
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
Applied economics letters
28
(
2021
)
21
,
pp. 1889-1897
Persistent link: https://www.econbiz.de/10012697706
Saved in:
10
Transmission of funding liquidity shocks in the options market : evidence from India
Chakrabarti, Prasenjit
;
Sen, Sudipta
- In:
Applied economics letters
28
(
2021
)
18
,
pp. 1566-1570
Persistent link: https://www.econbiz.de/10012626627
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