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~isPartOf:"Journal of international money and finance"
~subject:"Capital market returns"
~subject:"Financial market"
~subject:"Forecasting model"
~subject:"Spillover-Effekt"
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Search: subject_exact:"Volatility"
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Capital market returns
Financial market
Forecasting model
Spillover-Effekt
Volatility
230
Volatilität
230
Exchange rate
82
Wechselkurs
82
Estimation
70
Schätzung
70
Welt
66
World
66
Theorie
65
Theory
65
Capital income
35
Kapitaleinkommen
35
Börsenkurs
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Schock
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Shock
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ARCH model
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United States
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23
Foreign exchange market
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Exchange rate policy
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Wechselkurspolitik
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International financial market
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Internationaler Finanzmarkt
19
Capital mobility
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Financial crisis
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Finanzkrise
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Kapitalmobilität
18
Risikoprämie
18
Risk
18
Risk premium
18
Spillover effect
18
US dollar
18
US-Dollar
18
Emerging economies
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Martens, Martin
2
Arezki, Rabah
1
Asgharian, Hossein
1
Baele, Lieven
1
Baruník, Jozef
1
Baur, Dirk
1
Becker, Christoph
1
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1
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1
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1
De Santis, Giorgio
1
Degiannakis, Stavros
1
Egger, Peter
1
Fan, Haichao
1
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1
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1
Gillas, Konstantinos Gkillas
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Journal of international money and finance
Energy economics
229
Finance research letters
195
International review of financial analysis
169
International review of economics & finance : IREF
136
The North American journal of economics and finance : a journal of financial economics studies
136
International journal of forecasting
126
Economic modelling
120
Journal of forecasting
115
Applied economics
114
Research in international business and finance
84
Journal of banking & finance
82
Journal of risk and financial management : JRFM
74
Journal of international financial markets, institutions & money
71
Journal of empirical finance
70
Working paper / National Bureau of Economic Research, Inc.
66
Journal of econometrics
65
Applied economics letters
61
NBER working paper series
61
The journal of futures markets
61
Discussion paper / Tinbergen Institute
60
Working paper
57
International journal of finance & economics : IJFE
56
Pacific-Basin finance journal
53
NBER Working Paper
50
Applied financial economics
48
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
45
Economics letters
44
Econometric Institute research papers
43
Quantitative finance
43
Emerging markets, finance and trade : EMFT
41
The European journal of finance
40
Department of Economics working paper series
39
Journal of financial economics
38
CESifo working papers
35
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
35
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
34
Financial innovation : FIN
33
International Journal of Energy Economics and Policy : IJEEP
30
Computational economics
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ECONIS (ZBW)
40
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1
Quantitative easing and the spillover effects from the crude oil market to other financial markets : evidence from QE1 to QE3
Lyu, Yongjian
;
Zhang, Xinyu
;
Cao, Jin
;
Liu, Jiatao
;
Yang, Mo
- In:
Journal of international money and finance
140
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014451417
Saved in:
2
Financial contagion and networks among the oil and BRICS stock markets during seven episodes of crisis events
Hsiao, Cody Yu-Ling
;
Chiu, Yi-Bin
- In:
Journal of international money and finance
144
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014551381
Saved in:
3
Liquidity shocks and the negative premium of liquidity volatility around the world
Feng, Frank Y.
;
Kang, Wenjin
;
Zhang, Huiping
- In:
Journal of international money and finance
139
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014478240
Saved in:
4
The network and own effects of global-systemically-important-bank designations
Egger, Peter
;
Li, Jie
;
Zhu, Jiaqing
- In:
Journal of international money and finance
136
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014333319
Saved in:
5
Is volatility spillover enough for investor decisions? : a new viewpoint from higher moments
He, Xie
;
Hamori, Shigeyuki
- In:
Journal of international money and finance
116
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013206923
Saved in:
6
Asymmetric volatility connectedness on the forex market
Baruník, Jozef
;
Kočenda, Evžen
;
Vácha, Lukáš
- In:
Journal of international money and finance
77
(
2017
),
pp. 39-56
Persistent link: https://www.econbiz.de/10011788089
Saved in:
7
Explosive dynamics in house prices? : an exploration of financial market spillovers in housing markets around the world
Martínez-García, Enrique
;
Grossman, Valerie
- In:
Journal of international money and finance
101
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012392290
Saved in:
8
Forecasting realized oil-price volatility : the role of financial stress and asymmetric loss
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
Journal of international money and finance
104
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012395236
Saved in:
9
Spillover effects of capital controls on capital flows and financial risk contagion
Fan, Haichao
;
Gou, Qin
;
Peng, Yuchao
;
Xie, Wenjing
- In:
Journal of international money and finance
105
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012395259
Saved in:
10
Bond risk premia in a small open economy with volatile capital flows : the case of Korea
Yun, Jaeho
- In:
Journal of international money and finance
93
(
2019
),
pp. 223-243
Persistent link: https://www.econbiz.de/10012138637
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