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~isPartOf:"Emerging markets, finance and trade : EMFT"
~subject:"ARCH model"
~subject:"Behavioural finance"
~subject:"Stock market"
~subject:"Ölpreis"
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Search: subject_exact:"Volatility"
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ARCH model
Behavioural finance
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Ölpreis
Volatility
91
Volatilität
91
China
37
Aktienmarkt
35
Börsenkurs
35
Share price
35
Estimation
24
Schätzung
24
Capital income
22
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20
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18
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volatility
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volatility spillover
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Gupta, Rangan
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Abdul-Rahman, Mutawakil
1
Ahmed, Shaker
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1
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An, Yahui
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1
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1
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1
Dong, Hao
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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Emerging markets, finance and trade : EMFT
Energy economics
463
Finance research letters
304
International review of financial analysis
223
The North American journal of economics and finance : a journal of financial economics studies
192
International review of economics & finance : IREF
183
Applied economics
176
Economic modelling
175
Research in international business and finance
163
International Journal of Energy Economics and Policy : IJEEP
148
Journal of empirical finance
135
Journal of international financial markets, institutions & money
132
Applied economics letters
115
Applied financial economics
110
Journal of banking & finance
105
Journal of risk and financial management : JRFM
104
Pacific-Basin finance journal
94
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
92
Economics letters
79
Journal of econometrics
79
The journal of futures markets
78
International journal of finance & economics : IJFE
76
International journal of forecasting
75
NBER working paper series
72
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
71
Journal of forecasting
69
The European journal of finance
69
Working paper
69
Global finance journal
62
Discussion paper / Tinbergen Institute
60
Working paper / National Bureau of Economic Research, Inc.
60
International journal of economics and finance
59
International journal of economics and financial issues : IJEFI
58
Journal of international money and finance
58
Cogent economics & finance
57
CESifo working papers
53
NBER Working Paper
52
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
52
Review of quantitative finance and accounting
51
The empirical economics letters : a monthly international journal of economics
48
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1
Oil and sovereign credit risk : asymmetric nonlinear dynamic interactions
Ngene, Geoffrey
;
Wang, Jinghua
;
Hassan, M. Kabir
; …
- In:
Emerging markets, finance and trade : EMFT
57
(
2021
)
7
,
pp. 2006-2022
Persistent link: https://www.econbiz.de/10012549863
Saved in:
2
An Investigation of the nonlinear and asymmetric spillover effects of U.S. economic policy uncertainty on bond return vlatility of emerging markets
Xue, Wenjun
;
Wang, Feifei
- In:
Emerging markets, finance and trade : EMFT
59
(
2023
)
11
,
pp. 3487-3515
Persistent link: https://www.econbiz.de/10014384427
Saved in:
3
A study of Bitcoin-based intraday volatility forecasting for cross-market spreads
Yang, Longguang
;
Hou, Fengshuang
;
Shi, Huihong
- In:
Emerging markets, finance and trade : EMFT
59
(
2023
)
14
,
pp. 3941-3951
Persistent link: https://www.econbiz.de/10014419375
Saved in:
4
What leads to the changes of volatility spillover effect between Chinese and American soybean futures markets?
Wang, Yubin
;
Wang, Xiaoyang
;
Liu, Bruce Jianhe
;
Xu, Mingyuan
- In:
Emerging markets, finance and trade : EMFT
59
(
2023
)
8
,
pp. 2533-2547
Persistent link: https://www.econbiz.de/10014321005
Saved in:
5
Financial linkage via idiosyncratic shocks : a case in an emerging market
Dastkhan, Hossein
;
Rad, Hanieh Salehi
- In:
Emerging markets, finance and trade : EMFT
59
(
2023
)
10
,
pp. 3347-3361
Persistent link: https://www.econbiz.de/10014321101
Saved in:
6
The moderating role of foreign institutional investors on stock market volatility : evidence from China
Zhang, Jinhua
;
Zheng, Yiting
;
Ye, Yafen
;
Xu, Yimin
- In:
Emerging markets, finance and trade : EMFT
59
(
2023
)
6
,
pp. 1734-1747
Persistent link: https://www.econbiz.de/10014289787
Saved in:
7
The interconnectedness between COVID-19 uncertainty and stock market returns in selected ASEAN countries
Behera, Chinmaya
;
Rath, Badri Narayan
- In:
Emerging markets, finance and trade : EMFT
59
(
2023
)
2
,
pp. 515-527
Persistent link: https://www.econbiz.de/10013548072
Saved in:
8
Forecasting volatilities of Asian markets using U.S. macroeconomic variables
Tzeng, Kae-Yih
- In:
Emerging markets, finance and trade : EMFT
59
(
2023
)
3
,
pp. 676-687
Persistent link: https://www.econbiz.de/10013548092
Saved in:
9
Puzzling premiums on FX markets : carry trade, momentum, and value alone and strategy diversification
Mikova, Evgeniya
;
Teplova, Tamara V.
;
Munir, Qaiser
- In:
Emerging markets, finance and trade : EMFT
56
(
2020
)
1
,
pp. 126-148
Persistent link: https://www.econbiz.de/10012211227
Saved in:
10
Network connectedness among Northeast Asian financial markets
Lee, Hahn-shik
;
Lee, Woo Suk
- In:
Emerging markets, finance and trade : EMFT
56
(
2020
)
13
,
pp. 2945-2962
Persistent link: https://www.econbiz.de/10012312690
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