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~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"Kapitaleinkommen"
~subject:"Theory"
~subject:"Volatility"
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Kapitaleinkommen
Theory
Volatility
Estimation
250
Schätzung
250
Capital income
80
Börsenkurs
75
Share price
75
Volatilität
71
Aktienmarkt
62
Stock market
62
Welt
49
World
49
Theorie
39
ARCH model
38
ARCH-Modell
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Exchange rate
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Risikoprämie
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EU countries
24
EU-Staaten
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Financial crisis
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USA
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Portfolio selection
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Portfolio-Management
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Cointegration
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Kointegration
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Spillover-Effekt
21
Time series analysis
19
Zeitreihenanalyse
19
Risk
18
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17
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17
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Article
143
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143
Aufsatz in Zeitschrift
143
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English
143
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Narayan, Paresh Kumar
7
Zaremba, Adam
4
Brooks, Robert
3
Cakici, Nusret
3
Nguyen, Duc Khuong
3
Sharma, Susan Sunila
3
Sosvilla-Rivero, Simón
3
Bilgin, Mehmet Huseyin
2
Bley, Jorg
2
Boubaker, Sabri
2
Bouri, Elie
2
Chiah, Mardy
2
Chiang, Thomas C.
2
Devpura, Neluka
2
Dinh Hoang Bach Phan
2
Faff, Robert W.
2
Filis, George
2
Floros, Christos
2
Grossmann, Axel
2
Gómez Puig, Marta
2
Hou, Ai Jun
2
Long, Huaigang
2
MacDonald, Ronald
2
McKenzie, Michael D.
2
Papavassiliou, Vassilios G.
2
Saad, Mohsen M.
2
Sakemoto, Ryuta
2
Smales, Lee A.
2
Sousa, Ricardo M.
2
Vithessonthi, Chaiporn
2
Wohar, Mark E.
2
Agnello, Luca
1
Akhtaruzzaman, Md.
1
Al-Khazali, Osamah
1
Aloui, Chaker
1
Anagnostidis, Panagiotis
1
Andrada Félix, Julián
1
Antell, Jan
1
Antonakakis, Nikolaos
1
Apergis, Iraklis
1
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Journal of international financial markets, institutions & money
Working paper / National Bureau of Economic Research, Inc.
737
Journal of econometrics
669
Economics letters
664
NBER working paper series
576
NBER Working Paper
529
Applied economics
523
Discussion paper / Centre for Economic Policy Research
427
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
407
Discussion paper series / IZA
344
Economic modelling
336
CESifo working papers
316
Econometric theory
315
Applied economics letters
294
Working paper
290
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
284
Finance research letters
281
Journal of applied econometrics
276
International review of economics & finance : IREF
269
Journal of banking & finance
264
Journal of international money and finance
249
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
247
Discussion paper / Tinbergen Institute
246
Journal of empirical finance
233
Energy economics
228
The review of economics and statistics
225
International review of financial analysis
224
Econometric reviews
223
Applied financial economics
218
Discussion paper
190
Journal of economic dynamics & control
190
Journal of financial economics
190
The North American journal of economics and finance : a journal of financial economics studies
186
Série des documents de travail / Centre de Recherche en Économie et Statistique
182
Europäische Hochschulschriften / 5
168
Discussion papers / CEPR
161
IZA Discussion Paper
158
Oxford bulletin of economics and statistics
158
Journal of quantitative economics : official journal of the Indian Econometric Society
152
Journal of forecasting
148
International journal of forecasting
145
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ECONIS (ZBW)
143
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1
Macroeconomic momentum and cross-sectional equity market indices
Zhang, Yu
;
Kappou, Konstantina
;
Urquhart, Andrew
- In:
Journal of international financial markets, …
92
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014535728
Saved in:
2
Changes in shares outstanding and country stock returns around the world
Long, Huaigang
;
Chiah, Mardy
;
Zaremba, Adam
;
Umar, Zaghum
- In:
Journal of international financial markets, …
90
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014494713
Saved in:
3
ESG investing in good and bad times : an international study
Long, Huaigang
;
Chiah, Mardy
;
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014494745
Saved in:
4
International stock market volatility : a global tail risk sight
Lu, Xinjie
;
Zeng, Qing
;
Zhong, Juandan
;
Zhu, Bo
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014494749
Saved in:
5
European stock market volatility connectedness : the role of country and sector membership
Vidal-Llana, Xenxo
;
Uribe, Jorge
;
Guillén, Montserrat
- In:
Journal of international financial markets, …
82
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014245900
Saved in:
6
Average tail risk and aggregate stock returns
Dai, Yingtong
;
Harris, Richard D. F.
- In:
Journal of international financial markets, …
82
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014245903
Saved in:
7
Recency bias and the cross-section of international stock returns
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of international financial markets, …
84
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014333637
Saved in:
8
Hedging effectiveness of cryptocurrencies in the European stock market
Gambarelli, Luca
;
Marchi, Gianluca
;
Muzzioli, Silvia
- In:
Journal of international financial markets, …
84
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014333731
Saved in:
9
Alarming contagion effects : the dangerous ripple effect of extreme price spillovers across crude oil, carbon emission allowance, and agriculture futures markets
Wei, Yu
;
Wang, Yizhi
;
Vigne, Samuel A.
;
Ma, Zhenyu
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-33
Persistent link: https://www.econbiz.de/10014482920
Saved in:
10
Do world stock markets "jump" together? : a measure of high-frequency volatility risk spillover networks
Zhou, Dong-hai
;
Liu, Xiao-xing
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-31
Persistent link: https://www.econbiz.de/10014483183
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