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~isPartOf:"Journal of international financial markets, institutions & money"
~person:"Andersen, Torben"
~person:"Bahmani-Oskooee, Mohsen"
~person:"Degiannakis, Stavros"
~person:"Filis, George"
~person:"Ghysels, Eric"
~person:"Gil-Alaña, Luis A."
~person:"Hammoudeh, Shawkat"
~person:"Kang, Wensheng"
~person:"Yoon, Seong-min"
~subject:"Aktienmarkt"
~subject:"Capital income"
~subject:"Estimation theory"
~subject:"Oil price"
~subject:"Prognoseverfahren"
~subject:"Risk"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Ölpreis"
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Aktienmarkt
Capital income
Estimation theory
Oil price
Prognoseverfahren
Risk
Stock market
Time series analysis
Ölpreis
Volatility
10
Volatilität
10
Börsenkurs
6
Share price
6
ARCH model
5
ARCH-Modell
5
Kapitaleinkommen
4
USA
4
United States
4
Capital market returns
3
Estimation
3
Kapitalmarktrendite
3
Oil price shocks
3
Schätzung
3
Correlation
2
Impact assessment
2
Korrelation
2
Portfolio selection
2
Portfolio-Management
2
Risiko
2
Risikomaß
2
Risk measure
2
Schock
2
Shock
2
Stock returns
2
Structural VAR
2
VAR model
2
VAR-Modell
2
Wirkungsanalyse
2
Aktienindex
1
Anleihe
1
Arabische Golf-Staaten
1
Archimedean copula
1
Benchmarking
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Andersen, Torben
Bahmani-Oskooee, Mohsen
Degiannakis, Stavros
Filis, George
Ghysels, Eric
Gil-Alaña, Luis A.
Hammoudeh, Shawkat
Kang, Wensheng
Yoon, Seong-min
McMillan, David G.
4
Du, Ding
3
Hu, Ou
3
Narayan, Paresh Kumar
3
Nguyen, Duc Khuong
3
Wohar, Mark E.
3
Abd-Elsalam, Omneya H.
2
Aloui, Chaker
2
Benkraiem, Ramzi
2
Bley, Jorg
2
Bouri, Elie
2
Brzeszczyński, Janusz
2
Chkili, Walid
2
Christiansen, Charlotte
2
Floros, Christos
2
Fung, Hung-gay
2
Hou, Ai Jun
2
Joseph, Nathan Lael
2
Lau, Chi Keung
2
Li, Yan
2
Liang, Chao
2
Lucey, Brian M.
2
Luu Duc Toan Huynh
2
Lyócsa, Štefan
2
Mansur Masih
2
Mensi, Walid
2
Molnár, Peter
2
Ratti, Ronald A.
2
Saad, Mohsen M.
2
Shahbaz, Muhammad
2
Sharma, Susan Sunila
2
Uribe, Jorge
2
Wagner, Niklas F.
2
Abdallah, Wissam
1
Abid, Ilyes
1
Aboura, Sofiane
1
Aharon, David Y.
1
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Journal of international financial markets, institutions & money
Energy economics
28
Journal of econometrics
13
Working paper / National Bureau of Economic Research, Inc.
12
International review of financial analysis
9
The North American journal of economics and finance : a journal of financial economics studies
9
Economics and finance working paper series
8
International review of economics & finance : IREF
8
CESifo working papers
7
Applied economics
6
Discussion papers / Deutsches Institut für Wirtschaftsforschung
6
Finance research letters
6
The energy journal
6
CFS working paper series
4
Economic modelling
4
Applied financial economics
3
Bank of Greece Working Paper
3
CAMA working paper series
3
Financial Institutions Center
3
Global finance journal
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
International journal of finance & economics : IJFE
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Korea and the world economy
3
Research in international business and finance
3
The Korean economic review
3
Working Paper / Bank of Greece
3
Working papers / Financial Institutions Center
3
Australian economic papers
2
CAMA Working Paper
2
Econometric Institute research papers
2
Econometric theory
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Economics letters
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Energy policy
2
International economic review
2
Journal of applied econometrics
2
Journal of banking & finance
2
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ECONIS (ZBW)
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1
Volatility spillovers between oil and equity markets and portfolio risk implications in the US and vulnerable EU countries
Mensi, Walid
;
Hammoudeh, Shawkat
;
Xuan Vinh Vo
;
Kang, …
- In:
Journal of international financial markets, …
75
(
2021
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012820834
Saved in:
2
Distribution specific dependence and causality between industry-level U.S. credit and stock markets
Shahzad, Syed Jawad Hussain
;
Mensi, Walid
;
Hammoudeh, …
- In:
Journal of international financial markets, …
52
(
2018
),
pp. 114-133
Persistent link: https://www.econbiz.de/10011986230
Saved in:
3
Dependence structure between sukuk (Islamic bonds) and stock market conditions : an empirical analysis with Archimedean copulas
Naifar, Nader
;
Hammoudeh, Shawkat
;
Al dohaiman, Mohamed S.
- In:
Journal of international financial markets, …
44
(
2016
),
pp. 148-165
Persistent link: https://www.econbiz.de/10011690405
Saved in:
4
The impact of oil price shocks on the stock market return and volatility relationship
Kang, Wensheng
;
Ratti, Ronald A.
;
Yoon, Kyung Hwan
- In:
Journal of international financial markets, …
34
(
2015
),
pp. 41-54
Persistent link: https://www.econbiz.de/10011474450
Saved in:
5
Downside risk, portfolio diversification and the financial crisis in the euro-zone
Sarafrazi, Soodabeh
;
Hammoudeh, Shawkat
;
Santos, Paulo …
- In:
Journal of international financial markets, …
32
(
2014
),
pp. 368-396
Persistent link: https://www.econbiz.de/10011299784
Saved in:
6
Oil price shocks and stock market returns : new evidence from the United States and China
Broadstock, David C.
;
Filis, George
- In:
Journal of international financial markets, …
33
(
2014
),
pp. 417-433
Persistent link: https://www.econbiz.de/10011299813
Saved in:
7
Oil shocks, policy uncertainty and stock market return
Kang, Wensheng
;
Ratti, Ronald A.
- In:
Journal of international financial markets, …
26
(
2013
),
pp. 305-318
Persistent link: https://www.econbiz.de/10010234852
Saved in:
8
Oil and stock returns : evidence from European industrial sector indices in a time-varying environment
Degiannakisa, Stavros
;
Filis, George
;
Floros, Christos
- In:
Journal of international financial markets, …
26
(
2013
),
pp. 175-191
Persistent link: https://www.econbiz.de/10010234924
Saved in:
9
Volatility forecasting : intra-day versus inter-day models
Angelidis, Timotheos
;
Degiannakis, Stavros
- In:
Journal of international financial markets, …
18
(
2008
)
5
,
pp. 449-465
Persistent link: https://www.econbiz.de/10003775710
Saved in:
10
Characteristics of permanent and transitory returns in oil-sensitive emerging stock markets : the case of GCC countries
Hammoudeh, Shawkat
;
Choi, Kyongwook
- In:
Journal of international financial markets, …
17
(
2007
)
3
,
pp. 231-245
Persistent link: https://www.econbiz.de/10003499624
Saved in:
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