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~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Journal of financial economics"
~subject:"ARCH model"
~subject:"Financial analysis"
~type_genre:"Article in journal"
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ARCH model
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574
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574
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169
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So, Eric
2
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International journal of finance & economics : IJFE
Journal of financial economics
Finance research letters
87
International review of financial analysis
69
Journal of empirical finance
64
International review of economics & finance : IREF
55
Journal of banking & finance
54
The North American journal of economics and finance : a journal of financial economics studies
53
Applied economics
47
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International journal of forecasting
44
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42
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41
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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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Journal of econometrics
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
22
Review of accounting studies
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International journal of economics and finance
20
International journal of economics and financial issues : IJEFI
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of financial econometrics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Cogent economics & finance
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Journal of financial and quantitative analysis : JFQA
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Financial innovation : FIN
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Journal of accounting & economics
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Journal of business finance & accounting : JBFA
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The accounting review : a publication of the American Accounting Association
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The journal of applied business research
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The journal of asset management
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Afro-Asian Journal of Finance and Accounting : AAJFA
15
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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ECONIS (ZBW)
42
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1
From Black Wednesday to Brexit : macroeconomic shocks and correlations of equity returns in France, Germany, Italy, Spain, and the United Kingdom
Gottschalk, Sylvia
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 2843-2873
Persistent link: https://www.econbiz.de/10014327598
Saved in:
2
Impact of return and volatility spillover from banking industry to other industries : an evidence from Pakistan
Mir, Fahad Waqas
;
Bhutta, Nousheen Tariq
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 1680-1695
Persistent link: https://www.econbiz.de/10014533304
Saved in:
3
Does the tail risk index matter in forecasting downside risk?
Hung, Jui-Cheng
;
Liu, Hung-Chun
;
Yang, J. Jimmy
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 3451-3466
Persistent link: https://www.econbiz.de/10014327761
Saved in:
4
Temperature shocks and industry earnings news
Addoum, Jawad M.
;
Ng, David Tat-chee
;
Ortiz-Bobea, Ariel
- In:
Journal of financial economics
150
(
2023
)
1
,
pp. 1-45
Persistent link: https://www.econbiz.de/10014421124
Saved in:
5
Time-varying causality between bond and oil markets of the United States : evidence from over one and half centuries of data
Coronado, Semei
;
Gupta, Rangan
;
Nazlıoğlu, Şaban
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 2239-2247
Persistent link: https://www.econbiz.de/10014327517
Saved in:
6
Bayesian non-linear quantile effects on modelling realized kernels
Dong, Manh Cuong
;
Chen, Cathy W. S.
;
Asai, Manabu
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 981-995
Persistent link: https://www.econbiz.de/10014253335
Saved in:
7
Global equity market volatility forecasting : new evidence
Liang, Chao
;
Wei, Yu
;
Lei, Likun
;
Ma, Feng
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 594-609
Persistent link: https://www.econbiz.de/10012814844
Saved in:
8
Predicting the volatility of crude oil futures : the roles of leverage effects and structural changes
Gong, Xu
;
Lin, Boqiang
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 610-640
Persistent link: https://www.econbiz.de/10012814845
Saved in:
9
Effects of diamond price volatility on stock returns : evidence from a developing economy
Brou, Jean Marcelin Bosson
;
Mougoué, Mbodja
;
Kouassi, …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 1025-1043
Persistent link: https://www.econbiz.de/10012814972
Saved in:
10
Did equity returns and volatilities change after the 2016 Trump election victory?
Yavas, Burhan F.
;
Dedi, Lidija
;
Škrinjarić, Tihana
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 1291-1308
Persistent link: https://www.econbiz.de/10012815045
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