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~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~subject:"Optionspreistheorie"
~subject:"United States"
~subject:"Wechselkurs"
~subject:"World"
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Optionspreistheorie
United States
Wechselkurs
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Volatility
172
Volatilität
169
Börsenkurs
60
Share price
60
Aktienmarkt
58
Stock market
58
Capital income
54
Kapitaleinkommen
54
USA
45
Estimation
39
Schätzung
39
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38
ARCH-Modell
38
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23
Theory
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Spillover effect
21
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21
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20
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18
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17
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16
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79
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Bouri, Elie
8
Gupta, Rangan
6
Roubaud, David
5
Lucey, Brian M.
3
Malik, Farooq
3
Salisu, Afees A.
3
Shahzad, Syed Jawad Hussain
3
Apergēs, Nikolaos
2
Azhar Mohamad
2
Hammoudeh, Shawkat
2
Marfatia, Hardik A.
2
Matkovskyy, Roman
2
Mulligan, Robert F.
2
Smith, Stanley D.
2
Winters, Drew B.
2
Ahmed, Mohamed S.
1
Alhadab, Mohammad
1
Amar, Amine Ben
1
Anderson, Randy I.
1
Arouri, Mohamed
1
Awartani, Basel
1
Bachmeier, Lance J.
1
Baghestani, Hamid
1
Balbinotto Neto, Giácomo
1
Balcilar, Mehmet
1
Belghitar, Yacine
1
Belkhir, Mohamed
1
Beneda, Nancy
1
Cakan, Esin
1
Cevik, Emrah I.
1
Chen, Chih-Nan
1
Chen, Jun-Home
1
Chien, Chin-chen
1
Chow, Victor K.
1
Chu, Shin-herng
1
Clark, Ephraim
1
Clark, John M.
1
Cyree, Ken B.
1
Das, Anupam
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
282
Working paper / National Bureau of Economic Research, Inc.
262
The journal of futures markets
226
Finance research letters
205
Journal of banking & finance
181
International journal of theoretical and applied finance
172
The North American journal of economics and finance : a journal of financial economics studies
164
International review of economics & finance : IREF
162
Applied economics
157
Journal of international money and finance
149
NBER working paper series
146
International review of financial analysis
135
Discussion paper / Centre for Economic Policy Research
132
Economic modelling
132
NBER Working Paper
124
Quantitative finance
115
Journal of international financial markets, institutions & money
110
Working paper
106
Applied economics letters
103
Research in international business and finance
97
Applied financial economics
95
Journal of empirical finance
91
The review of financial studies
87
International Journal of Energy Economics and Policy : IJEEP
86
Economics letters
81
International journal of finance & economics : IJFE
80
CESifo working papers
79
Applied mathematical finance
74
The journal of finance : the journal of the American Finance Association
73
Journal of risk and financial management : JRFM
72
Journal of econometrics
71
Journal of financial economics
69
The journal of computational finance
67
Discussion paper / Tinbergen Institute
65
Journal of financial and quantitative analysis : JFQA
65
The European journal of finance
64
Mathematical finance : an international journal of mathematics, statistics and financial theory
63
Computational economics
57
The journal of derivatives : the official publication of the International Association of Financial Engineers
55
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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
Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach
Salisu, Afees A.
;
Gupta, Rangan
;
Bouri, Elie
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 303-314
Persistent link: https://www.econbiz.de/10014428077
Saved in:
3
The role of the COVID-19 pandemic in US market volatility : evidence from the VIX index
Apergēs, Nikolaos
;
Mustafa, Ghulam
;
Malik, Shafaq
- In:
The quarterly review of economics and finance : journal …
89
(
2023
),
pp. 27-35
Persistent link: https://www.econbiz.de/10014428131
Saved in:
4
Gold, silver, and the US dollar as harbingers of financial calm and distress
Dibooglu, Sel
;
Cevik, Emrah I.
;
Gillman, Max
- In:
The quarterly review of economics and finance : journal …
86
(
2022
),
pp. 200-210
Persistent link: https://www.econbiz.de/10014249099
Saved in:
5
Out-of-sample predictability of gold market volatility : the role of US Nonfarm Payroll
Salisu, Afees A.
;
Bouri, Elie
;
Gupta, Rangan
- In:
The quarterly review of economics and finance : journal …
86
(
2022
),
pp. 482-488
Persistent link: https://www.econbiz.de/10014249177
Saved in:
6
Variation in option implied volatility spread and future stock returns
DeLisle, R. Jared
;
Diavatopoulos, Dean
;
Fodor, Andy
; …
- In:
The quarterly review of economics and finance : journal …
83
(
2022
),
pp. 152-160
Persistent link: https://www.econbiz.de/10013258547
Saved in:
7
Uncertainty matters in US financial information spillovers : evidence from a directed acyclic graph approach
Su, Zhi
;
Liu, Peng
;
Fang, Tong
- In:
The quarterly review of economics and finance : journal …
84
(
2022
),
pp. 229-242
Persistent link: https://www.econbiz.de/10013334871
Saved in:
8
Spillovers in higher-order moments of crude oil, gold, and bitcoin
Gillas, Konstantinos Gkillas
;
Bouri, Elie
;
Gupta, Rangan
; …
- In:
The quarterly review of economics and finance : journal …
84
(
2022
),
pp. 398-406
Persistent link: https://www.econbiz.de/10013335879
Saved in:
9
Speculative trading in Bitcoin : a Brazilian market evidence
Smaniotto, Emanuelle Nava
;
Balbinotto Neto, Giácomo
- In:
The quarterly review of economics and finance : journal …
85
(
2022
),
pp. 47-54
Persistent link: https://www.econbiz.de/10013336004
Saved in:
10
Asymmetric cyclical connectedness on the commodity markets : further insights from bull and bear markets
Amar, Amine Ben
;
Goutte, Stéphane
;
Isleimeyyeh, Mohammad
- In:
The quarterly review of economics and finance : journal …
85
(
2022
),
pp. 386-400
Persistent link: https://www.econbiz.de/10013336303
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