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~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~language:"eng"
~language:"nor"
~subject:"Volatilität"
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Volatilität
Estimation
192
Schätzung
192
Capital income
47
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Gupta, Rangan
4
Bouri, Elie
3
Bohl, Martin T.
2
Boughrara, Adel
2
Demirer, Rıza
2
Roubaud, David
2
Simlai, Prodosh
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1
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1
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1
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Energy economics
146
Finance research letters
133
Applied economics
125
Journal of econometrics
120
Economic modelling
118
International review of economics & finance : IREF
116
International review of financial analysis
107
The North American journal of economics and finance : a journal of financial economics studies
100
Journal of empirical finance
87
Journal of banking & finance
86
Working paper / National Bureau of Economic Research, Inc.
82
Applied economics letters
78
NBER working paper series
77
Applied financial economics
76
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Journal of international money and finance
72
NBER Working Paper
71
Research in international business and finance
69
Journal of international financial markets, institutions & money
68
Discussion paper / Tinbergen Institute
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
66
The journal of futures markets
63
Economics letters
61
Journal of risk and financial management : JRFM
55
CESifo working papers
54
Discussion paper / Centre for Economic Policy Research
49
International journal of forecasting
49
International journal of finance & economics : IJFE
48
The European journal of finance
48
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
45
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
45
International Journal of Energy Economics and Policy : IJEEP
38
Journal of financial economics
38
Quantitative finance
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Pacific-Basin finance journal
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Cogent economics & finance
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Econometric reviews
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International journal of economics and finance
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ECONIS (ZBW)
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1
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
Saved in:
2
Volatility feedback effect and risk-return tradeoff
Chelikani, Surya
;
Marks, Joseph M.
;
Nam, Kiseok
- In:
The quarterly review of economics and finance : journal …
92
(
2023
),
pp. 49-65
Persistent link: https://www.econbiz.de/10014490242
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3
Idiosyncratic volatility shocks, behavior bias, and cross-sectional stock returns
Fenner, Richard Gunther
;
Han, Yufeng
;
Huang, Zhaodan
- In:
The quarterly review of economics and finance : journal …
75
(
2020
),
pp. 276-293
Persistent link: https://www.econbiz.de/10012416652
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4
Does off-exchange trading decrease in the presence of uncertainty?
Jurich, Stephen N.
- In:
The quarterly review of economics and finance : journal …
81
(
2021
),
pp. 201-213
Persistent link: https://www.econbiz.de/10012656285
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5
Dynamic connectedness between the US financial market and Euro-Asian financial markets : Testing transmission of uncertainty through spatial regressions models
Tissaoui, Kais
;
Zaghdoudi, Taha
- In:
The quarterly review of economics and finance : journal …
81
(
2021
),
pp. 481-492
Persistent link: https://www.econbiz.de/10012656447
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6
Credit ratings and predictability of stock return dynamics of the BRICS and the PIIGS : evidence from a nonparametric causality-in-quantiles approach
Balcilar, Mehmet
;
Bathia, Deven
;
Demirer, Rıza
;
Gupta, …
- In:
The quarterly review of economics and finance : journal …
79
(
2021
),
pp. 290-302
Persistent link: https://www.econbiz.de/10012655054
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7
Dynamic impact of the US monetary policy on oil market returns and volatility
Marfatia, Hardik A.
;
Gupta, Rangan
;
Cakan, Esin
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 159-169
Persistent link: https://www.econbiz.de/10012655291
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8
On the effect of full-fledged IT adoption on stock returns and their conditional volatility : evidence from propensity score matching
Dridi, Ichrak
;
Boughrara, Adel
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 179-194
Persistent link: https://www.econbiz.de/10012655300
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9
Causal nexus between crude oil and US corporate bonds
Shahzad, Syed Jawad Hussain
;
Bouri, Elie
;
Hernandez, …
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 577-589
Persistent link: https://www.econbiz.de/10012655570
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10
Volatility spillover between exchange rate and stock returns under volatility shifts
Malik, Farooq
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 605-613
Persistent link: https://www.econbiz.de/10012655581
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