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~isPartOf:"Applied economics letters"
~subject:"ARCH model"
~subject:"Aktienmarkt"
~subject:"Estimation"
~subject:"Oil price"
~type_genre:"Aufsatz in Zeitschrift"
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ARCH model
Aktienmarkt
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Markov chain
39
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14
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Li, Ming-yuan Leon
2
Lin, Hsiou-wei William
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Ma, Feng
2
Białowolski, Piotr
1
Caldeira, João F.
1
Caputo, Rodrigo
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Applied economics letters
Applied economics
37
Energy economics
37
Economic modelling
35
Journal of econometrics
32
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
30
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
30
International journal of forecasting
25
Journal of empirical finance
24
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
22
The North American journal of economics and finance : a journal of financial economics studies
22
Economics letters
19
International review of financial analysis
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Journal of economic dynamics & control
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International review of economics & finance : IREF
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Finance research letters
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Macroeconomic dynamics
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Journal of applied econometrics
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International journal of finance & economics : IJFE
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Journal of banking & finance
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Journal of forecasting
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The European journal of finance
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Research in international business and finance
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Journal of risk and financial management : JRFM
9
International journal of economics and finance
8
Journal of macroeconomics
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Review of quantitative finance and accounting
8
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European journal of operational research : EJOR
7
International Journal of Financial Studies : open access journal
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Risks : open access journal
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The journal of futures markets
7
Applied financial economics
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Cogent economics & finance
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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International journal of theoretical and applied finance
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Journal of international financial markets, institutions & money
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1
Wars, cartels and COVID-19 : regime switching in commodity prices
Caputo, Rodrigo
;
Ordóñez, Félix
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 338-345
Persistent link: https://www.econbiz.de/10014468840
Saved in:
2
Volatility spillovers across financial markets : the role of oil price uncertainty
Lee, Seojin
;
Kim, Young Min
- In:
Applied economics letters
30
(
2023
)
17
,
pp. 2342-2347
Persistent link: https://www.econbiz.de/10014365776
Saved in:
3
Newspaper-based equity uncertainty or implied volatility index : new evidence from oil market volatility predictability
Lu, Xinjie
;
Ma, Feng
;
Li, Pan
;
Li, Tao
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 960-964
Persistent link: https://www.econbiz.de/10014303607
Saved in:
4
Revisiting real exchange rate misalignment and economic growth nexus : a Markov-switching approach
Ko, Hsiu-Hsin
- In:
Applied economics letters
29
(
2022
)
21
,
pp. 2002-2006
Persistent link: https://www.econbiz.de/10013552906
Saved in:
5
A matrix approach to the Beveridge-Nelson decomposition of Markov-switching processes with applications to business cycle
Cavicchioli, Maddalena
- In:
Applied economics letters
28
(
2021
)
19
,
pp. 1648-1655
Persistent link: https://www.econbiz.de/10012652565
Saved in:
6
Cryptocurrencies : formation of returns from the CRIX index
Tavares, Ricardo de Souza
;
Caldeira, João F.
;
Raimundo …
- In:
Applied economics letters
28
(
2021
)
8
,
pp. 691-695
Persistent link: https://www.econbiz.de/10012501593
Saved in:
7
Identifying Turkish business cycle regimes in real time
Soybilgen, Barış
- In:
Applied economics letters
27
(
2020
)
1
,
pp. 62-66
Persistent link: https://www.econbiz.de/10012205374
Saved in:
8
Asymmetric effect of advertising on the Chinese stock market
Hsu, Ching-Chi
;
Chen, Miao-Ling
- In:
Applied economics letters
26
(
2019
)
2
,
pp. 157-162
Persistent link: https://www.econbiz.de/10012204156
Saved in:
9
Asymmetric downside and upside co-movements between stock and REIT markets
Chang, Kuang-Liang
- In:
Applied economics letters
25
(
2018
)
2
,
pp. 78-82
Persistent link: https://www.econbiz.de/10011853694
Saved in:
10
Profit rate in the US, 1949-2007 : a Markov switching assessment
Resende, Marcelo
- In:
Applied economics letters
25
(
2018
)
9
,
pp. 628-631
Persistent link: https://www.econbiz.de/10011855080
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