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~isPartOf:"International journal of finance & economics : IJFE"
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Volatility
146
Volatilität
146
Estimation
48
Schätzung
48
ARCH model
42
ARCH-Modell
42
Exchange rate
40
Wechselkurs
40
Aktienmarkt
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Kapitaleinkommen
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Oil price
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Spillover effect
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volatility
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USA
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Ma, Feng
7
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5
Kanas, Angelos
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Li, Xiafei
4
Wei, Yu
4
Gupta, Rangan
3
Jawadi, Fredj
3
Kouretas, Georgios P.
3
Salisu, Afees A.
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Caporale, Guglielmo Maria
2
Carlson, Mark
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Drakos, Anastassios A.
2
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2
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2
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2
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2
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2
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2
Nelson, William R.
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1
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International journal of finance & economics : IJFE
NBER working paper series
688
Working paper / National Bureau of Economic Research, Inc.
646
Energy economics
610
NBER Working Paper
595
Discussion paper series / IZA
585
Finance research letters
545
MPRA Paper
447
Applied economics
439
International review of financial analysis
418
Journal of banking & finance
397
International review of economics & finance : IREF
381
The journal of futures markets
370
Economic modelling
363
Discussion paper / Centre for Economic Policy Research
361
IMF Working Papers
331
Journal of econometrics
325
The North American journal of economics and finance : a journal of financial economics studies
325
Working paper
323
Economics letters
302
Applied economics letters
292
CESifo working papers
290
IZA Discussion Paper
272
Journal of empirical finance
268
Applied financial economics
267
Research in international business and finance
260
International journal of theoretical and applied finance
245
Journal of international financial markets, institutions & money
242
Discussion paper / Tinbergen Institute
239
Journal of international money and finance
228
Journal of financial economics
210
Journal of risk and financial management : JRFM
207
Quantitative finance
190
IMF Staff Country Reports
186
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
181
Pacific-Basin finance journal
178
Physica A: Statistical Mechanics and its Applications
174
Journal of economic dynamics & control
167
International Journal of Energy Economics and Policy : IJEEP
166
IMF working papers
164
CESifo Working Paper Series
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ECONIS (ZBW)
150
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150
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21
Forecasting the oil price realized
volatility
: a multivariate heterogeneous autoregressive model
Tang, Yusui
;
Ma, Feng
;
Zhang, Yaojie
;
Wei, Yu
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4770-4783
Persistent link: https://www.econbiz.de/10013461377
Saved in:
22
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:
23
High frequency
volatility
forecasting : a new approach using a hybrid ANN-MC-GARCH model
Jumoorty, Aneessa Firdaus
;
Thoplan, Ruben
;
Narsoo, Jason
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 4156-4175
Persistent link: https://www.econbiz.de/10014429300
Saved in:
24
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:
25
Financial development and business cycle
volatility
nexus in the UAE : evidence from non-linear regime-shift and asymmetric tests
Abosedra, Salah S.
;
Fakih, Ali
;
Ghosh, Sajal
;
Kanjilal, …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 2729-2741
Persistent link: https://www.econbiz.de/10014327582
Saved in:
26
Oil price
volatility
and stock returns : evidence from three oil-price wars
Khan, Mushtaq Hussain
;
Ahmed, Junaid
;
Mughal, Mazhar
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 3162-3182
Persistent link: https://www.econbiz.de/10014327724
Saved in:
27
The impact of exchange rate and exchange rate
volatility
on Mauritius foreign direct investment : a sector-wise analysis
Moraghen, Warren
;
Seetanah, Boopen
;
Sookia, Noor Ul Hacq
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 208-224
Persistent link: https://www.econbiz.de/10014253175
Saved in:
28
Investor sentiment and
volatility
of exchange-traded funds : evidence from China
Yang, Chunpeng
;
Chi, Jun
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 668-680
Persistent link: https://www.econbiz.de/10014253267
Saved in:
29
Jump
volatility
spillover network based measurement of systemic importance of Chinese financial institutions
Yang, Xin
;
Chen, Shan
;
Liu, Hong
;
Yang, Xiaoguang
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1201-1213
Persistent link: https://www.econbiz.de/10014253375
Saved in:
30
Effects of inflation uncertainty and exchange rate
volatility
on money demand in Pakistan : Bayesian econometric analysis
Akbar, Muhammad
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1470-1487
Persistent link: https://www.econbiz.de/10014253415
Saved in:
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