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~isPartOf:"Applied economics letters"
~subject:"Finanzmarkt"
~subject:"International financial market"
~subject:"Theorie"
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Finanzmarkt
International financial market
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Aktienindex
44
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17
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14
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Grobys, Klaus
2
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Andrada Félix, Julián
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Applied economics letters
Applied financial economics
18
International review of financial analysis
14
Journal of banking & finance
14
The North American journal of economics and finance : a journal of financial economics studies
13
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
12
Journal of risk and financial management : JRFM
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Journal of empirical finance
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The European journal of finance
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Risks : open access journal
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The journal of futures markets
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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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ECONIS (ZBW)
17
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1
Financial market analogies of the COVID-19 pandemic : evidence from the Dow Jones Industrial Average Index
Andrada Félix, Julián
;
Fernández-Rodríguez, Fernando
; …
- In:
Applied economics letters
30
(
2023
)
17
,
pp. 2364-2369
Persistent link: https://www.econbiz.de/10014365812
Saved in:
2
The reaction of financial markets to Russia’s invasion of Ukraine : evidence from gold, oil, bitcoin, and major stock markets
Diaconaşu, Delia-Elena
;
Mehdian, Seyed M.
;
Stoica, Ovidiu
- In:
Applied economics letters
30
(
2023
)
19
,
pp. 2792-2796
Persistent link: https://www.econbiz.de/10014369456
Saved in:
3
Is market index autocorrelation attributable to price latency? : evidence from CSI500
Li, Meng
;
Qiao, Lixin
;
Sun, Fangfang
- In:
Applied economics letters
29
(
2022
)
5
,
pp. 427-430
Persistent link: https://www.econbiz.de/10012873302
Saved in:
4
Prediction accuracy of volatility using the score-driven Meixner distribution : an application to the Dow Jones
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Applied economics letters
29
(
2022
)
2
,
pp. 111-117
Persistent link: https://www.econbiz.de/10012803390
Saved in:
5
Is flight-to-safety in the art market real? : evidence from the 1929 financial crash
Rezaee, Amir
;
Sequeira, Isabelle
- In:
Applied economics letters
28
(
2021
)
19
,
pp. 1671-1676
Persistent link: https://www.econbiz.de/10012652570
Saved in:
6
Value at risk forecasting for volatility index
Park, Seul-Ki
;
Choi, Ji-Eun
;
Shin, Dong-wan
- In:
Applied economics letters
24
(
2017
)
21
,
pp. 1613-1620
Persistent link: https://www.econbiz.de/10011853568
Saved in:
7
Forecasting intraday volatility and VaR using multiplicative component GARCH model
Diao, Xundi
;
Tong, Bin
- In:
Applied economics letters
22
(
2015
)
16/18
,
pp. 1457-1464
Persistent link: https://www.econbiz.de/10011380317
Saved in:
8
Idiosyncratic volatility and global equity markets
Grobys, Klaus
- In:
Applied economics letters
22
(
2015
)
4/6
,
pp. 402-405
Persistent link: https://www.econbiz.de/10010506718
Saved in:
9
Momentum, sovereign credit ratings and global equity markets
Grobys, Klaus
- In:
Applied economics letters
21
(
2014
)
16/18
,
pp. 1288-1292
Persistent link: https://www.econbiz.de/10010467472
Saved in:
10
Multi-scale tracking dynamics and optimal index replication
Li, Qian
;
Bao, Liang
;
Zhang, Q. L.
- In:
Applied economics letters
21
(
2014
)
4/6
,
pp. 252-256
Persistent link: https://www.econbiz.de/10010413873
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