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~isPartOf:"Economic modelling"
~isPartOf:"International journal of economics and finance"
~subject:"Cointegration"
~subject:"Share price"
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Cointegration
Share price
Aktienindex
56
Stock index
56
Aktienmarkt
32
Stock market
32
Börsenkurs
24
Volatility
18
Volatilität
18
Estimation
13
Schätzung
13
Capital income
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Kapitaleinkommen
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ARCH model
11
ARCH-Modell
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Welt
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World
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Index-Futures
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Kointegration
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Finanzkrise
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Theorie
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Theory
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Time series analysis
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Efficient market hypothesis
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Effizienzmarkthypothese
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Forecasting model
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Internationaler Finanzmarkt
4
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4
Multivariate Verteilung
4
Multivariate distribution
4
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27
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Bekhet, Hussain Ali
2
Georgakopoulos, Georgios
2
Vasileiou, Konstantinos Z.
2
Abraham, Santosh Mon
1
Ahmed, Walid M. A.
1
Alawneh, Ateyah
1
Baas, Rudolf B.
1
Baruník, Jozef
1
Borowski, Krzysztof
1
Cai, Xiao Jing
1
Chen, Jilong
1
Chun, Sun Eae
1
Dissanayake, Rohana
1
Dvořáková, Sylvie
1
Faff, Robert W.
1
Fenech, Jean-Pierre
1
Feng, Yuanhua
1
Floros, Christos
1
Gil-Alaña, Luis A.
1
Hamori, Shigeyuki
1
He, Mengxi
1
Hsu, Yuan-Lin
1
Huang, Tzu-Hui
1
Hung, Ming-Chin
1
Iglesias, Emma M.
1
Jayasundara, Mangalika
1
Khan, Md. Ashraful Islam
1
Kim, Bonghan
1
Lin, Shih-kuei
1
Liu, Hsiang-hsi
1
Liu, Zhangxin
1
Matar, Ali
1
McNeil, Alexander J.
1
Mengling Li
1
Min, Hong-ghi
1
Mugableh, Mohamed Ibrahim
1
Peel, David
1
Perera, Upeksha
1
Phouphet Kyophilavong
1
Salvador, Enrique
1
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Economic modelling
International journal of economics and finance
International review of financial analysis
25
International review of economics & finance : IREF
24
Finance research letters
21
The journal of futures markets
21
The North American journal of economics and finance : a journal of financial economics studies
20
Applied financial economics
18
Applied economics letters
15
International Journal of Energy Economics and Policy : IJEEP
15
Applied economics
14
Investment management and financial innovations
14
Journal of international financial markets, institutions & money
14
NBER working paper series
14
Cogent economics & finance
13
International Journal of Financial Studies : open access journal
13
Finance India : the quarterly journal of Indian Institute of Finance
12
International journal of finance & economics : IJFE
11
Journal of risk and financial management : JRFM
11
Research in international business and finance
11
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
11
International journal of economics and financial issues : IJEFI
10
Journal of banking & finance
10
Journal of empirical finance
10
Managerial finance
10
Pacific-Basin finance journal
10
The empirical economics letters : a monthly international journal of economics
10
Working paper / National Bureau of Economic Research, Inc.
10
NBER Working Paper
9
The European journal of finance
9
CESifo working papers
8
Afro-Asian Journal of Finance and Accounting : AAJFA
7
Emerging markets, finance and trade : EMFT
7
Finanzmarkt und Portfolio-Management
7
Journal of economics and finance
7
Risks : open access journal
7
The international journal of business and finance research : IJBFR
7
The journal of finance : the journal of the American Finance Association
7
Economies : open access journal
6
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
6
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ECONIS (ZBW)
27
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1
Do exchange-traded fund activities destabilize the stock market? : evidence from the China securities index 300 stocks
Chen, Jilong
;
Xu, Liao
- In:
Economic modelling
127
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014464128
Saved in:
2
Realized skewness and the short-term predictability for aggregate stock market volatility
Zhang, Zhikai
;
He, Mengxi
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Economic modelling
103
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013163911
Saved in:
3
Oil price and Gulf Corporation Council stock indices : new evidence from time-varying copula models
Fenech, Jean-Pierre
;
Vosgha, Hamed
- In:
Economic modelling
77
(
2019
),
pp. 81-91
Persistent link: https://www.econbiz.de/10012198426
Saved in:
4
Should investors on equity markets be superstitious? : (example of 7 world stock indexes components)
Borowski, Krzysztof
- In:
International journal of economics and finance
11
(
2019
)
1
,
pp. 151-174
Persistent link: https://www.econbiz.de/10011962600
Saved in:
5
Investigation of co-integration between standard and poor index and Dow Jones index in the New York financial market
Alawneh, Ateyah
- In:
International journal of economics and finance
10
(
2018
)
5
,
pp. 197-211
Persistent link: https://www.econbiz.de/10011861972
Saved in:
6
Hitting SKEW for SIX
Liu, Zhangxin
;
Faff, Robert W.
- In:
Economic modelling
64
(
2017
),
pp. 449-464
Persistent link: https://www.econbiz.de/10011761292
Saved in:
7
Assessing the impact of S&P SL20 index construction on listed companies in Colombo stock exchange (CSE)
Perera, Upeksha
;
Dissanayake, Rohana
;
Jayasundara, Mangalika
- In:
International journal of economics and finance
8
(
2016
)
7
,
pp. 159-177
Persistent link: https://www.econbiz.de/10011523961
Saved in:
8
The dynamic linkages among sector indices : the case of the Egyptian stock market
Ahmed, Walid M. A.
- In:
International journal of economics and finance
8
(
2016
)
4
,
pp. 23-38
Persistent link: https://www.econbiz.de/10011456352
Saved in:
9
Empirical analysis of stock indices under a regime-switching model with dependent jump size risks
Hsu, Yuan-Lin
;
Lin, Shih-kuei
;
Hung, Ming-Chin
;
Huang, …
- In:
Economic modelling
54
(
2016
),
pp. 260-275
Persistent link: https://www.econbiz.de/10011642172
Saved in:
10
An investigation of corporate sustainability value to investors before and after the financial crisis
Baas, Rudolf B.
;
Georgakopoulos, Georgios
;
Vasileiou, …
- In:
International journal of economics and finance
8
(
2016
)
6
,
pp. 37-48
Persistent link: https://www.econbiz.de/10011494672
Saved in:
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