//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"ARCH model"
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Capital income"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Capital income
253
Kapitaleinkommen
253
Aktienmarkt
94
Stock market
94
Börsenkurs
89
Share price
89
Estimation
79
Schätzung
79
Volatility
69
Volatilität
69
Portfolio selection
44
Portfolio-Management
44
Welt
43
World
43
CAPM
38
ARCH-Modell
35
Theorie
30
Theory
30
Forecasting model
29
Prognoseverfahren
29
Risikoprämie
27
Risk premium
27
Anlageverhalten
24
Behavioural finance
24
USA
24
United States
24
Stock returns
22
Financial crisis
20
Finanzkrise
20
Risk
20
Risiko
19
Emerging economies
18
Schwellenländer
18
Capital market returns
17
Kapitalmarktrendite
17
Aktienindex
16
Stock index
16
China
15
Spillover effect
15
more ...
less ...
Online availability
All
Undetermined
17
Type of publication
All
Article
35
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
35
Language
All
English
35
Author
All
Aloui, Chaker
2
Chkili, Walid
2
Filis, George
2
Nguyen, Duc Khuong
2
Wagner, Niklas F.
2
Aboura, Sofiane
1
Akhtaruzzaman, Md.
1
Alshater, Muneer Maher
1
Antell, Jan
1
Ané, Thierry
1
Apergēs, Nikolaos
1
Asgharian, Hossein
1
Babalos, Vassilios
1
BenSaïda, Ahmed
1
Bhatti, Muhammad Ishaq
1
Bonato, Matteo
1
Bouverot, Julien
1
Broadstock, David C.
1
Brooks, Robert
1
Carroll, Rachael
1
Chakraborty, Sandip
1
Chiang, Thomas C.
1
Cho, Hoon
1
Christiansen, Charlotte
1
Chun, Dohyun
1
Degiannakisa, Stavros
1
Easton, Steve
1
El Khoury, Rim
1
Faff, Robert W.
1
Floros, Christos
1
Fry, Tim R. L.
1
Gambet, Jean-Benoît
1
Guesmi, Khaled
1
Hou, Ai Jun
1
Jacobsen, Ben
1
Kakani, Ram Kumar
1
Kearney, Colm
1
Kim, Sei-Wan
1
Koubaa, Yosra
1
Koulakiotis, Athanasios
1
more ...
less ...
Published in...
All
Journal of international financial markets, institutions & money
Finance research letters
58
Journal of empirical finance
50
International review of financial analysis
48
The North American journal of economics and finance : a journal of financial economics studies
46
International review of economics & finance : IREF
43
Energy economics
42
Research in international business and finance
38
International journal of forecasting
34
Applied economics
33
Economic modelling
33
Journal of banking & finance
30
Journal of forecasting
28
Journal of risk and financial management : JRFM
27
The European journal of finance
27
Applied economics letters
22
Applied financial economics
22
Journal of econometrics
22
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
18
Journal of financial econometrics
18
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
18
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
18
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
17
Review of quantitative finance and accounting
17
International journal of economics and finance
16
International journal of finance & economics : IJFE
16
Pacific-Basin finance journal
16
Cogent economics & finance
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
14
International journal of economics and financial issues : IJEFI
14
Afro-Asian Journal of Finance and Accounting : AAJFA
13
Journal of financial econometrics : official journal of the Society for Financial Econometrics
13
Economics letters
12
Global finance journal
12
International Journal of Financial Studies : open access journal
12
Financial innovation : FIN
11
Global business review
11
Quantitative finance
11
The journal of applied business research
11
Theoretical economics letters
11
more ...
less ...
Source
All
ECONIS (ZBW)
35
Showing
1
-
10
of
35
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Realized higher-order moments spillovers across cryptocurrencies
Apergēs, Nikolaos
- In:
Journal of international financial markets, …
85
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014433236
Saved in:
2
Market momentum amplifies market volatility risk : evidence from China's equity market
Liang, Chao
;
Luu Duc Toan Huynh
;
Li, Yan
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014483186
Saved in:
3
Discovering the drivers of stock market volatility in a data-rich world
Chun, Dohyun
;
Cho, Hoon
;
Ryu, Doojin
- In:
Journal of international financial markets, …
82
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014245870
Saved in:
4
The nonlinear and negative tail dependence and risk spillovers between foreign exchange and stock markets in emerging economies
Tian, Maoxi
;
El Khoury, Rim
;
Alshater, Muneer Maher
- In:
Journal of international financial markets, …
82
(
2023
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014246021
Saved in:
5
Factor volatility spillover and its implications on factor premia
Shi, Huai-Long
;
Zhou, Wei-Xing
- In:
Journal of international financial markets, …
80
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013533171
Saved in:
6
How has the relationship between safe haven assets and the US stock market changed after the global financial crisis?
Sakurai, Yuji
- In:
Journal of international financial markets, …
75
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012820927
Saved in:
7
Long- and short-run components of factor betas : implications for stock pricing
Asgharian, Hossein
;
Christiansen, Charlotte
;
Hou, Ai Jun
; …
- In:
Journal of international financial markets, …
74
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012803274
Saved in:
8
Fundamental and behavioural determinants of stock return volatility in ASEAN-5 countries
Thampanya, Natthinee
;
Wu, JunJie
;
Nasir, Muhammad Ali
; …
- In:
Journal of international financial markets, …
65
(
2020
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012495783
Saved in:
9
Realized correlations, betas and volatility spillover in the agricultural commodity market : what has changed?
Bonato, Matteo
- In:
Journal of international financial markets, …
62
(
2019
),
pp. 184-202
Persistent link: https://www.econbiz.de/10012262524
Saved in:
10
A new GARCH model with higher moments for stock return predictability
Narayan, Paresh Kumar
;
Liu, Ruipeng
- In:
Journal of international financial markets, …
56
(
2018
),
pp. 93-103
Persistent link: https://www.econbiz.de/10011984164
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->