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~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"Volatility"
~subject:"Wechselkurs"
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Search: subject_exact:"Schätzmethode"
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Volatility
Wechselkurs
Estimation
250
Schätzung
250
Capital income
80
Kapitaleinkommen
80
Börsenkurs
75
Share price
75
Volatilität
71
Aktienmarkt
62
Stock market
62
Welt
49
World
49
Theorie
39
Theory
39
ARCH model
38
ARCH-Modell
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Risikoprämie
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Risk premium
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32
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CAPM
28
EU countries
24
EU-Staaten
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Financial crisis
24
Finanzkrise
24
USA
24
United States
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Portfolio selection
22
Portfolio-Management
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Cointegration
21
Kointegration
21
Spillover effect
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Spillover-Effekt
21
Time series analysis
19
Zeitreihenanalyse
19
Risk
18
Financial market
17
Finanzmarkt
17
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English
92
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Narayan, Paresh Kumar
3
Nguyen, Duc Khuong
3
Bley, Jorg
2
Bouri, Elie
2
Brooks, Robert
2
Filis, George
2
Floros, Christos
2
Grossmann, Axel
2
Hou, Ai Jun
2
MacDonald, Ronald
2
McKenzie, Michael D.
2
Saad, Mohsen M.
2
Smales, Lee A.
2
Sosvilla-Rivero, Simón
2
Wohar, Mark E.
2
Ahmad, Ahmad Hassan
1
Akhtaruzzaman, Md.
1
Aloui, Chaker
1
Anagnostidis, Panagiotis
1
Andrada Félix, Julián
1
Antell, Jan
1
Antonakakis, Nikolaos
1
Apostolakis, George N.
1
Ariff, Mohamed
1
Asgharian, Hossein
1
Atarbaatar, Enkhjin
1
Atenga, Eric Martial Etoundi
1
Babalos, Vassilios
1
Balcilar, Mehmet
1
Bilgin, Mehmet Huseyin
1
Bohl, Martin T.
1
Boubaker, Sabri
1
Broadstock, David C.
1
Brzeszczyński, Janusz
1
Bu, Ruijun
1
Byrne, Joseph P.
1
Byström, Hans N. E.
1
Bénassy-Quéré, Agnès
1
Carroll, Rachael
1
Celov, Dmitrij
1
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Journal of international financial markets, institutions & money
Journal of econometrics
176
Applied economics
174
Energy economics
169
Economic modelling
153
International review of economics & finance : IREF
153
Journal of international money and finance
150
Finance research letters
147
Working paper / National Bureau of Economic Research, Inc.
125
International review of financial analysis
124
The North American journal of economics and finance : a journal of financial economics studies
124
NBER working paper series
121
NBER Working Paper
112
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
107
Applied economics letters
106
Journal of empirical finance
102
Working paper
102
Applied financial economics
101
Journal of banking & finance
100
CESifo working papers
87
Economics letters
86
Research in international business and finance
86
Discussion paper / Tinbergen Institute
85
Discussion paper / Centre for Economic Policy Research
78
International journal of finance & economics : IJFE
77
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
70
The journal of futures markets
68
International journal of economics and financial issues : IJEFI
66
International journal of forecasting
66
Journal of risk and financial management : JRFM
66
The European journal of finance
63
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
58
International journal of economics and finance
50
International Journal of Energy Economics and Policy : IJEEP
49
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
49
Quantitative finance
47
Econometric reviews
46
The empirical economics letters : a monthly international journal of economics
46
Discussion paper
45
Journal of financial econometrics : official journal of the Society for Financial Econometrics
44
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ECONIS (ZBW)
92
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92
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1
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:
2
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:
3
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:
4
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:
5
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
Saved in:
6
Dynamic connectedness between investors' sentiment and asset prices : a comparison between major markets in Europe and USA
Sakariyahu, Rilwan
;
Johan, Sofia Atiqah
;
Lawal, Rodiat
; …
- In:
Journal of international financial markets, …
89
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014490069
Saved in:
7
International stock volatility predictability : new evidence from uncertainties
Wang, Jiqian
;
Ma, Feng
;
Wang, Tianyang
;
Wu, Lan
- In:
Journal of international financial markets, …
85
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014433290
Saved in:
8
Spreading of cross-market volatility information : evidence from multiplex network analysis of volatility spillovers
Gong, Jue
;
Wang, Gang-Jin
;
Zhou, Yang
;
Zhu, You
;
Chi, Xie
; …
- In:
Journal of international financial markets, …
83
(
2023
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014306328
Saved in:
9
The size of good and bad volatility shocks does matter for spillovers
Bouri, Elie
;
Harb, Etienne
- In:
Journal of international financial markets, …
80
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013533155
Saved in:
10
The determinants of cross-border bond risk premia
Ge, Futing
;
Zhang, Weiguo
- In:
Journal of international financial markets, …
81
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013533410
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