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~isPartOf:"Journal of empirical finance"
~language:"eng"
~language:"lit"
~language:"und"
~person:"Caporin, Massimiliano"
~person:"Mazouz, Khelifa"
~subject:"Geldpolitik"
~subject:"Großbritannien"
~subject:"Volatility"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Fallstudie"
~type_genre:"Lehrbuch"
~type_genre:"Statistik"
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Geldpolitik
Großbritannien
Volatility
Volatilität
Estimation
3
Risk
3
Schätzung
3
Theorie
3
Theory
3
ARCH model
2
ARCH-Modell
2
Capital income
2
Kapitaleinkommen
2
Portfolio selection
2
Portfolio-Management
2
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2
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2
Spillover-Effekt
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1973-2001
1
Aktienmarkt
1
Analysis of variance
1
Anlageverhalten
1
Arbitrage
1
Bailout
1
Bailout expectation
1
Bank
1
Bank risk
1
Bankrisiko
1
Behavioural finance
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Business network
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CDS
1
Causality analysis
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Credit derivative
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Cross-sectional return
1
Delayed arbitrage
1
Exchange rate risk
1
Forecasting model
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GARCH
1
Granger causality
1
Implied volatility
1
Insurance
1
Investor sentiment
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English
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Caporin, Massimiliano
Mazouz, Khelifa
Christiansen, Charlotte
4
Frijns, Bart
4
Karanasos, Menelaos
3
Morana, Claudio
3
Schotman, Peter C.
3
Wang, Yudong
3
Wu, Chongfeng
3
Baillie, Richard
2
Bali, Turan G.
2
Bollerslev, Tim
2
Chen, Yu-Lun
2
Conrad, Christian
2
De Grauwe, Paul
2
Dijk, Dick van
2
Fałdziński, Marcin
2
Fiszeder, Piotr
2
Francis, Bill B.
2
Garrett, Ian
2
Gu, Chen
2
Ho, Kin-Yip
2
Huang, Ho-chuan
2
Indriawan, Ivan
2
Jacobsen, Ben
2
Jiang, George J.
2
Kamstra, Mark J.
2
Kim, Chang-jin
2
Kim, Dongcheol
2
Kim, Kun Ho
2
Laurent, Sébastien
2
Lehnert, Thorsten
2
Liao, Yin
2
Linton, Oliver
2
Molnár, Peter
2
Neely, Christopher J.
2
Nelson, Charles R.
2
Nielsen, Morten Ørregaard
2
Nonejad, Nima
2
Opong, Kwaku K.
2
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Journal of empirical finance
International review of economics & finance : IREF
4
Applied financial economics
3
Energy economics
3
Econometric reviews
2
International review of financial analysis
2
Journal of econometrics
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of risk and financial management : JRFM
2
The European journal of finance
2
The North American journal of economics and finance : a journal of financial economics studies
2
Applied economics
1
Econometrics : open access journal
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Journal of applied accounting research
1
Journal of banking & finance
1
Journal of economic surveys
1
Journal of financial econometrics
1
Journal of financial economics
1
Journal of risk
1
The journal of futures markets
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ECONIS (ZBW)
4
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1
Volatility timing, sentiment, and the short-term profitability of VIX-based cross-sectional trading strategies
Ding, Wenjie
;
Mazouz, Khelifa
;
Wang, Qingwei
- In:
Journal of empirical finance
63
(
2021
),
pp. 42-56
Persistent link: https://www.econbiz.de/10013258724
Saved in:
2
Do structural breaks in volatility cause spurious volatility transmission?
Caporin, Massimiliano
;
Malik, Farooq
- In:
Journal of empirical finance
55
(
2020
),
pp. 60-82
Persistent link: https://www.econbiz.de/10012175260
Saved in:
3
Risk spillovers in international equity portfolios
Bonato, Matteo
;
Caporin, Massimiliano
;
Ranaldo, Angelo
- In:
Journal of empirical finance
24
(
2013
),
pp. 121-137
Persistent link: https://www.econbiz.de/10010371985
Saved in:
4
The effect of CBOE option listing on the volatility of NYSE traded stocks : a time-varying variance approach
Mazouz, Khelifa
- In:
Journal of empirical finance
11
(
2004
)
5
,
pp. 695-708
Persistent link: https://www.econbiz.de/10002260891
Saved in:
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