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~source:"econis"
~subject:"ARCH model"
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Search: "ECB" OR "Financial crisis" OR "Financial markets" OR "Monetary policy" OR "Volatility"
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ARCH model
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Geldpolitik
393
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392
Theorie
319
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319
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246
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246
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127
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Gupta, Rangan
3
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3
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2
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2
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2
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1
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Economics letters
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270
Economic modelling
190
Working paper series / European Central Bank
183
Finance research letters
175
Applied economics
170
Working paper
149
Journal of international financial markets, institutions & money
147
International review of economics & finance : IREF
132
International review of financial analysis
128
The North American journal of economics and finance : a journal of financial economics studies
128
Research in international business and finance
114
CESifo working papers
106
Journal of empirical finance
106
Journal of international money and finance
103
Applied economics letters
95
Journal of risk and financial management : JRFM
91
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87
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87
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85
Discussion paper / Tinbergen Institute
81
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74
International Journal of Energy Economics and Policy : IJEEP
73
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73
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66
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61
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59
International journal of finance & economics : IJFE
57
IMF working papers
56
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54
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54
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53
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52
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NBER working paper series
50
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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CAMA working paper series
48
International journal of economics and financial issues : IJEFI
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ECONIS (ZBW)
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1
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10
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108
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date (oldest first)
1
Liquidity matters after all : asymmetric news and stock market
volatility
before and after the global
financial
crisis
Koulakiotis, Athanasios
;
Babalos, Vasillios
; …
- In:
Economics letters
127
(
2015
),
pp. 58-60
Persistent link: https://www.econbiz.de/10011382870
Saved in:
2
The role of news-based implied
volatility
among US
financial
markets
Su, Zhi
;
Fang, Tong
;
Yin, Libo
- In:
Economics letters
157
(
2017
),
pp. 24-27
Persistent link: https://www.econbiz.de/10011847294
Saved in:
3
Factor-augmented vector autoregression with narrative identification : an application to
monetary
policy
in the US
De Nora, Giorgia
- In:
Economics letters
229
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014456276
Saved in:
4
Nonlinear exchange rate pass-through and
monetary
policy
credibility : evidence from Korea
Kwon, Janghan
;
Shin, Woongjae
- In:
Economics letters
230
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014460296
Saved in:
5
Modelling
monetary
policy
's impact on labour markets under Covid-19
Evgenidis, Anastasios
;
Fasianos, Apostolos
- In:
Economics letters
230
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014460375
Saved in:
6
Interest rate swaps and the transmission mechanism of
monetary
policy
: a quantile connectedness approach
Chatziantoniou, Ioannis
;
Gabauer, David
;
Stenfors, Alexis
- In:
Economics letters
204
(
2021
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012607795
Saved in:
7
Revisiting the effects of
monetary
policy
shocks : evidence from SVAR with narrative sign restrictions
Cheng, Kai
;
Yang, Yang
- In:
Economics letters
196
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012510944
Saved in:
8
The effect of
monetary
policy
shocks on macroeconomic variables : evidence from the Eurozone
Murgia, Lucia M.
- In:
Economics letters
186
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012500680
Saved in:
9
Regional effects of
monetary
policy
in the U.S. : an empirical re-assessment
Pizzuto, Pietro
- In:
Economics letters
190
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012228117
Saved in:
10
Risk aversion, uncertainty, and
monetary
policy
: structural vector autoregressions identified with high-frequency external instruments
Jang, Woon Wook
- In:
Economics letters
186
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012504117
Saved in:
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