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~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"The European journal of finance"
~language:"eng"
~language:"hun"
~subject:"ARCH model"
~subject:"Arbeitsmarkt"
~subject:"Exchange rate"
~subject:"Kapitaleinkommen"
~subject:"Liquiditätseffekt"
~subject:"Schätzung"
~subject:"Südkorea"
~subject:"USA"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz in Zeitschrift"
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ARCH model
Arbeitsmarkt
Exchange rate
Kapitaleinkommen
Liquiditätseffekt
Schätzung
Südkorea
USA
Volatility
526
Volatilität
526
Estimation
164
Börsenkurs
163
Share price
163
Capital income
156
ARCH-Modell
139
Aktienmarkt
121
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121
Theorie
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Theory
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103
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59
Risk
53
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Option pricing theory
46
Optionspreistheorie
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43
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41
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41
Financial crisis
39
Finanzkrise
39
Time series analysis
38
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38
Derivat
33
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33
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31
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360
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4
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Gupta, Rangan
9
Ma, Feng
8
Pierdzioch, Christian
5
Balcilar, Mehmet
4
Caporin, Massimiliano
4
Hammoudeh, Shawkat
4
Kang, Sang Hoon
4
Lucey, Brian M.
4
Malik, Farooq
4
Mensi, Walid
4
Wang, Jiqian
4
Wohar, Mark E.
4
Wu, Chunchi
4
Xuan Vinh Vo
4
Yin, Libo
4
Ap Gwilym, Owain
3
Brooks, Robert
3
Chen, Wang
3
Copeland, Laurence S.
3
Ho, Kin-Yip
3
Huang, Dengshi
3
Koutmos, Gregory
3
Kumar, Dilip
3
McAleer, Michael
3
McMillan, David G.
3
Shi, Yanlin
3
Vivian, Andrew
3
Wang, Lu
3
Wang, Yudong
3
Zhang, Zhaoyong
3
Alsubaiei, Bader Jawid
2
Balli, Faruk
2
Bouri, Elie
2
Calice, Giovanni
2
Catania, Leopoldo
2
Chang, Chia-Lin
2
Chang, Kuang-Liang
2
Chen, Chun-nan
2
Chen, Jinyu
2
Chiu, Chien-Liang
2
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International review of economics & finance : IREF
The European journal of finance
Energy economics
382
Working paper / National Bureau of Economic Research, Inc.
376
Finance research letters
353
Applied economics
293
Discussion paper series / IZA
277
International review of financial analysis
263
Economic modelling
240
Journal of banking & finance
231
The North American journal of economics and finance : a journal of financial economics studies
230
Journal of empirical finance
206
The journal of futures markets
204
Applied financial economics
197
Research in international business and finance
195
Discussion paper / Centre for Economic Policy Research
189
Journal of econometrics
188
Applied economics letters
186
Working paper
181
Journal of international financial markets, institutions & money
171
Journal of international money and finance
164
Economics letters
159
CESifo working papers
158
Journal of financial economics
136
Discussion paper / Tinbergen Institute
135
Journal of risk and financial management : JRFM
134
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
130
International journal of forecasting
117
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
117
International journal of finance & economics : IJFE
112
The review of financial studies
109
Pacific-Basin finance journal
107
International Journal of Energy Economics and Policy : IJEEP
98
Journal of forecasting
91
The journal of finance : the journal of the American Finance Association
86
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
79
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
78
International journal of economics and financial issues : IJEFI
78
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
75
Finance and economics discussion series
72
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ECONIS (ZBW)
360
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360
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1
A new channel for global
volatility
propagation
Chen, Shuning
;
Wang, Jian-xin
- In:
The European journal of finance
30
(
2024
)
5
,
pp. 481-502
Persistent link: https://www.econbiz.de/10014547893
Saved in:
2
Are REITS hedge or safe haven against oil price fall?
Hanif, Waqas
;
Andraz, Jorge M.
;
Gubareva, Mariya
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014446404
Saved in:
3
How does oil market
volatility
impact mutual fund performance?
Alsubaiei, Bader Jawid
;
Calice, Giovanni
;
Vivian, Andrew
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1601-1621
Persistent link: https://www.econbiz.de/10014446642
Saved in:
4
The information content of currency option-implied volatilities : implications for ex-ante forecasts of global equity correlations
Figueiredo, Antonio
;
Parhizgari, Ali M.
;
Dupoyet, Brice
- In:
The European journal of finance
29
(
2023
)
18
,
pp. 2128-2153
Persistent link: https://www.econbiz.de/10014418133
Saved in:
5
Are categorical EPU indices predictable for carbon futures
volatility
? : Evidence from the machine learning method
Guo, Xiaozhu
;
Huang, Dengshi
;
Li, Xiafei
;
Liang, Chao
- In:
International review of economics & finance : IREF
83
(
2023
),
pp. 672-693
Persistent link: https://www.econbiz.de/10014246784
Saved in:
6
Good oil
volatility
, bad oil
volatility
, and stock return predictability
Xiao, Jihong
;
Wang, Yudong
- In:
International review of economics & finance : IREF
80
(
2022
),
pp. 953-966
Persistent link: https://www.econbiz.de/10013342796
Saved in:
7
A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets
Manner, Hans
;
Rodriguez, Gabriel
;
Stöckler, Florian
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1385-1403
Persistent link: https://www.econbiz.de/10014446630
Saved in:
8
Flight-to-safety across time and market conditions
Bouri, Elie
;
Jalkh, Naji
- In:
International review of economics & finance : IREF
94
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014582565
Saved in:
9
Volatility
forecasts by clustering$applications for VaR estimation
Wang, Zijin
;
Chen, Peimin
;
Liu, Peng
;
Wu, Chunchi
- In:
International review of economics & finance : IREF
94
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014582647
Saved in:
10
Asymmetric effect of trading volume on realized
volatility
Maki, Daiki
- In:
International review of economics & finance : IREF
94
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014582773
Saved in:
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