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~isPartOf:"Journal of international money and finance"
~isPartOf:"Regional studies"
~isPartOf:"The journal of futures markets"
~language:"eng"
~language:"nld"
~language:"pol"
~subject:"Einheitswurzeltest"
~subject:"Großbritannien"
~subject:"Volatility"
~type_genre:"Amtliche Publikation"
~type_genre:"Article in journal"
~type_genre:"Government document"
~type_genre:"Graue Literatur"
~type_genre:"No longer published / No longer aquired"
~type_genre:"Textbook"
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Einheitswurzeltest
Großbritannien
Volatility
Theorie
1,502
Theory
1,502
USA
1,263
United States
1,263
Welt
859
World
859
Estimation
768
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767
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592
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516
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511
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Zhang, Jin E.
9
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8
Daigler, Robert T.
7
Harris, Richard I. D.
7
Martin, Ron
7
Ap Gwilym, Owain
6
Mason, Colin M.
6
Tse, Yiuman
6
Bali, Turan G.
5
Beatty, Christina
5
Ederington, Louis H.
5
Fothergill, Stephen
5
Heaney, Richard A.
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Henley, Andrew
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Martens, Martin
5
McMillan, David G.
5
Owen, David W.
5
Simon, David P.
5
Wang, George H. K.
5
Chatrath, Arjun
4
Choudhry, Taufiq
4
Fonseca, José da
4
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4
Keeble, David
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Koutmos, Gregory
4
Lai, Yu-Sheng
4
Luo, Xingguo
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MacDonald, Ronald
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MacKay, R. Ross
4
McGregor, Peter G.
4
Milas, Costas
4
Ramchander, Sanjay
4
Sarno, Lucio
4
Speight, Alan E. H.
4
Townsend, Alan R.
4
Xu, Caihong
4
Agarwalla, Sobhesh Kumar
3
Ashcroft, Brian
3
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3
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3
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Workshop on Developments in Exchange Rate Modelling <1997, Maastricht>>
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Journal of international money and finance
Regional studies
The journal of futures markets
Applied economics
1,056
Discussion paper series / IZA
961
Working paper / National Bureau of Economic Research, Inc.
847
Discussion paper / Centre for Economic Policy Research
760
Energy economics
727
Finance research letters
626
Economic modelling
551
Economics letters
551
Applied economics letters
526
The economic journal : the journal of the Royal Economic Society
524
Journal of banking & finance
520
International review of financial analysis
489
Working paper
476
Applied financial economics
461
Journal of econometrics
458
International review of economics & finance : IREF
438
Discussion paper
430
CESifo working papers
396
The North American journal of economics and finance : a journal of financial economics studies
343
Oxford bulletin of economics and statistics
335
Fiscal studies : the journal of the Institute for Fiscal Studies
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Journal of empirical finance
305
Journal of international financial markets, institutions & money
301
Research in international business and finance
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National Institute economic review
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The economic history review : a journal of economic and social history
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Scottish journal of political economy : the journal of the Scottish Economic Society
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Quarterly bulletin / Bank of England
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Oxford review of economic policy
266
Discussion paper / Tinbergen Institute
264
Oxford economic papers
262
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
253
International journal of theoretical and applied finance
253
The European journal of finance
249
Economica
223
Journal of risk and financial management : JRFM
223
Journal of financial economics
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ECONIS (ZBW)
1,109
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1
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10
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1
Air pollution, weather factors, and realized volatility forecasts of agricultural commodity futures
Luo, Jiawen
;
Zhang, Qun
- In:
The journal of futures markets
44
(
2024
)
2
,
pp. 151-217
Persistent link: https://www.econbiz.de/10014475455
Saved in:
2
Assessing the asymmetric volatility linkages of energy and agricultural commodity futures during low and high volatility regimes
Rezitis, Anthony N.
;
Andrikopoulos, Panagiotis
;
Daglis, …
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 451-483
Persistent link: https://www.econbiz.de/10014475504
Saved in:
3
The Bitcoin price and Bitcoin price uncertainty : evidence of Bitcoin price volatility
Kose, Nezir
;
Yildirim, Hakan
;
Ünal, Emre
;
Lin, Boqiang
- In:
The journal of futures markets
44
(
2024
)
4
,
pp. 673-695
Persistent link: https://www.econbiz.de/10014536669
Saved in:
4
Calibration in the "real world" of a partially specified stochastic volatility model
Fatone, Lorella
;
Mariani, Francesca
;
Zirilli, Francesco
- In:
The journal of futures markets
44
(
2024
)
1
,
pp. 75-102
Persistent link: https://www.econbiz.de/10014475426
Saved in:
5
Can night trading reduce price volatility? : evidence from China's corn and corn starch futures markets
Xia, Weiyi
;
Xiong, Tao
;
Li, Miao
- In:
The journal of futures markets
44
(
2024
)
4
,
pp. 585-604
Persistent link: https://www.econbiz.de/10014536653
Saved in:
6
Can technical indicators based on underlying assets help to predict implied volatility index
Shi, Yafeng
;
Shi, Yanlong
;
Ying, Tingting
- In:
The journal of futures markets
44
(
2024
)
1
,
pp. 57-74
Persistent link: https://www.econbiz.de/10014475424
Saved in:
7
Commodity currencies revisited : the role of global commodity price uncertainty
Bermpei, Theodora
;
Ferrara, Laurent
;
Karadimitropoulou, …
- In:
Journal of international money and finance
145
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014551403
Saved in:
8
Commodity returns co-movement, uncertainty shocks, and the US dollar exchange rate
Liao, Wenting
;
Ma, Jun
;
Zhang, Chengsi
- In:
Journal of international money and finance
143
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014551345
Saved in:
9
Connectedness and risk spillover in China's commodity futures sectors
Long, Jun
;
Yuan, Xianghui
;
Jin, Liwei
;
Zhao, Chencheng
- In:
The journal of futures markets
44
(
2024
)
5
,
pp. 784-802
Persistent link: https://www.econbiz.de/10014536684
Saved in:
10
Constructing quarterly Chinese time series usable for macroeconomic analysis
Chen, Kaiji
;
Higgins, Patrick
;
Zha, Tao
- In:
Journal of international money and finance
143
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014551371
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