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~isPartOf:"International journal of finance & economics : IJFE"
~subject:"ARCH model"
~subject:"EU-Staaten"
~subject:"Financial market regulation"
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ARCH model
EU-Staaten
Financial market regulation
Aktienmarkt
109
Stock market
109
Financial crisis
86
Finanzkrise
86
Börsenkurs
68
Share price
68
Capital income
49
Kapitaleinkommen
49
Volatility
47
Volatilität
47
Estimation
42
Schätzung
42
Welt
36
World
36
Theorie
25
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25
Emerging economies
22
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22
EU countries
21
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20
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20
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19
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19
financial crisis
19
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18
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18
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18
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17
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17
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17
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17
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16
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16
Financial market
16
Finanzmarkt
16
Spillover effect
15
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15
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43
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Kouretas, Georgios P.
3
Drakos, Anastassios A.
2
Gil-Alaña, Luis A.
2
Liang, Chao
2
Yaya, OlaOluwa S.
2
Zarangas, Leonidas P.
2
Adekoya, Oluwasegun B.
1
Agoraki, Maria-Eleni K.
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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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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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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1
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1
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1
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1
Fabozzi, Frank J.
1
Fakhfekh, Mohamed
1
Filbeck, Greg
1
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1
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International journal of finance & economics : IJFE
Journal of banking & finance
123
Journal of international financial markets, institutions & money
119
International review of financial analysis
109
Working paper series / European Central Bank
100
Economic modelling
99
Finance research letters
99
Journal of international money and finance
97
Applied economics
93
Research in international business and finance
89
Journal of financial stability
83
International review of economics & finance : IREF
81
The North American journal of economics and finance : a journal of financial economics studies
75
IMF working papers
67
CESifo working papers
65
NBER working paper series
65
Energy economics
61
NBER Working Paper
59
ECB Working Paper
58
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
58
Applied economics letters
57
Applied financial economics
57
SpringerLink / Bücher
57
Discussion paper / Centre for Economic Policy Research
54
Intereconomics : review of European economic policy
52
Working paper / National Bureau of Economic Research, Inc.
52
The European journal of finance
49
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
46
Working paper
46
Journal of empirical finance
44
Pacific-Basin finance journal
44
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
43
Journal of risk and financial management : JRFM
43
Discussion papers / CEPR
40
Economics letters
39
Journal of macroeconomics
38
International journal of economics and financial issues : IJEFI
37
Working paper series
37
Discussion paper
35
Working papers / ADB Institute
35
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ECONIS (ZBW)
43
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1
Impact of capital account liberalization on
stock
market
crashes
Khalid, Rizwan
;
Shehzad, Choudhry Tanveer
;
Naqvi, Bushra
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 3700-3726
Persistent link: https://www.econbiz.de/10014429166
Saved in:
2
News sentiment and international equity markets during BREXIT period : a textual and connectedness analysis
Koch, Alexander
;
Toan Luu Duc Huynh
;
Wang, Mei
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 5-34
Persistent link: https://www.econbiz.de/10014468984
Saved in:
3
Stock
market
efficiency in Asia : evidence from the Narayan-Liu-Westerlund's GARCH-based unit root test
Yaya, OlaOluwa S.
;
Adekoya, Oluwasegun B.
;
Xuan Vinh Vo
; …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 91-101
Persistent link: https://www.econbiz.de/10014468989
Saved in:
4
Stock
market
development and nexus of market liquidity : the case of Fiji
Saliya, Candauda Arachchige
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4364-4382
Persistent link: https://www.econbiz.de/10013461334
Saved in:
5
Financial market integration in sub-Saharan Africa : how important is contagion?
Akunga, Robert
;
Ahmad, Ahmad Hassan
;
Coleman, Simeon
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 3637-3653
Persistent link: https://www.econbiz.de/10014429158
Saved in:
6
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:
7
Forecasting China's
stock
market
volatility with shrinkage method : can Adaptive Lasso select stronger predictors from numerous predictors?
Liang, Chao
;
Xu, Yongan
;
Chen, Zhonglu
;
Li, Xiafei
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 3689-3699
Persistent link: https://www.econbiz.de/10014429165
Saved in:
8
Stock exchange volatility forecasting under market stress with MIDAS regression
Körs, Murat
;
Karan, Mehmet Baha
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 295-306
Persistent link: https://www.econbiz.de/10014253189
Saved in:
9
Volatility dynamics of the Tunisian
stock
market
before and during the COVID-19 outbreak : evidence from the GARCH family models
Fakhfekh, Mohamed
;
Jeribi, Ahmed
;
Ben Salem, Marwa
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1653-1666
Persistent link: https://www.econbiz.de/10014253433
Saved in:
10
Have European banks maintained their payout policy during the crisis? : the role of scrip dividends
Blanco-Alcántara, David
;
Gallud-Cano, Jorge
;
López …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4619-4632
Persistent link: https://www.econbiz.de/10013461369
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