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~language:"eng"
~language:"nld"
~language:"pol"
~language:"zho"
~person:"Bollerslev, Tim"
~person:"Wohar, Mark E."
~subject:"Aktienmarkt"
~subject:"Developing countries"
~subject:"Foreign investment"
~subject:"United States"
~subject:"Volatility"
~subject:"Welt"
~subject:"World"
~type_genre:"Article in journal"
~type_genre:"Government document"
~type_genre:"Statistics"
~type_genre:"Textbook"
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Aktienmarkt
Developing countries
Foreign investment
United States
Volatility
Welt
World
Estimation
109
Schätzung
109
Volatilität
99
USA
95
Capital income
84
Kapitaleinkommen
84
Theorie
78
Theory
78
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72
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72
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64
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64
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44
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39
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39
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29
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208
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209
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Bollerslev, Tim
Wohar, Mark E.
Gupta, Rangan
297
Bahmani-Oskooee, Mohsen
225
Cebula, Richard J.
187
Hammoudeh, Shawkat
146
Apergēs, Nikolaos
144
Gil-Alaña, Luis A.
139
Bouri, Elie
135
Tiwari, Aviral Kumar
134
Eichengreen, Barry
132
Hassan, M. Kabir
130
Lee, Chien-chiang
124
Nunnenkamp, Peter
119
Goel, Rajeev K.
116
Lucey, Brian M.
110
Neumark, David
109
Xuan Vinh Vo
109
Aizenman, Joshua
107
Viscusi, W. Kip
107
Caporale, Guglielmo Maria
105
McAleer, Michael
105
Gnangnon, Sèna Kimm
104
Serletis, Apostolos
103
Madura, Jeff
101
Buckley, Peter J.
100
Audretsch, David B.
99
Fabozzi, Frank J.
99
Hasan, Iftekhar
99
Uri, Noel Dean
98
Ma, Feng
96
Poterba, James M.
96
Glaeser, Edward L.
94
Gruber, Jonathan
94
Narayan, Paresh Kumar
94
Lien, Da-hsiang Donald
92
Egger, Peter
91
McMillan, David G.
91
Hoekman, Bernard M.
90
Payne, James E.
90
Stiglitz, Joseph E.
88
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Journal of econometrics
19
The North American journal of economics and finance : a journal of financial economics studies
10
Applied economics
9
International review of economics & finance : IREF
8
Energy economics
7
The journal of finance : the journal of the American Finance Association
7
Finance research letters
6
Journal of international money and finance
6
Journal of financial economics
5
The review of economics and statistics
5
Applied financial economics
4
Journal of applied econometrics
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of international financial markets, institutions & money
4
Research in international business and finance
4
Southern economic journal
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Applied economics letters
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
Journal of economic research
3
The European journal of finance
3
Economic inquiry : journal of the Western Economic Association International
2
Economic modelling
2
Global finance journal
2
International economic review
2
International journal of finance & economics : IJFE
2
Journal of economics & business
2
Journal of economics and finance
2
Journal of empirical finance
2
Journal of financial and quantitative analysis : JFQA
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of forecasting
2
Journal of international economics
2
Journal of macroeconomics
2
Journal of money, credit and banking : JMCB
2
Journal of multinational financial management
2
Open economies review
2
Review of financial economics : RFE
2
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ECONIS (ZBW)
209
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11
Equity clusters through the lens of realized semicorrelations
Bollerslev, Tim
;
Patton, Andrew J.
;
Zhang, Haozhe
- In:
Economics letters
211
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013172536
Saved in:
12
From zero to hero : realized partial (co)variances
Bollerslev, Tim
;
Medeiros, Marcelo C.
;
Patton, Andrew J.
; …
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 348-360
Persistent link: https://www.econbiz.de/10013464800
Saved in:
13
Global evidence of the COVID-19 shock on real equity prices and real exchange rates : a counterfactual analysis with a threshold-augmented GVAR model
Salisu, Afees A.
;
Ayinde, Taofeek Olusola
;
Gupta, Rangan
; …
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10013455599
Saved in:
14
The macroeconomic impact of economic uncertainty and financial shocks under low and high financial stress
Balcilar, Mehmet
;
Ozdemir, Zeynel Abidin
;
Ozdemir, Huseyin
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014225739
Saved in:
15
Occupation density estimation for noisy high-frequency data
Zhang, Congshan
;
Li, Jia
;
Bollerslev, Tim
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 189-211
Persistent link: https://www.econbiz.de/10013441646
Saved in:
16
Realized semibetas : disentangling "good" and "bad" downside risks
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of financial economics
144
(
2022
)
1
,
pp. 227-246
Persistent link: https://www.econbiz.de/10013407090
Saved in:
17
Realized semi(co)variation : signs that all volatilities are not created equal
Bollerslev, Tim
- In:
Journal of financial econometrics
20
(
2022
)
2
,
pp. 219-252
Persistent link: https://www.econbiz.de/10013187965
Saved in:
18
Day-of-the-week effect and spread determinants : some international evidence from equity markets
Gillas, Konstantinos Gkillas
;
Vortelinos, Dimitrios I.
; …
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 268-288
Persistent link: https://www.econbiz.de/10012627781
Saved in:
19
The dynamics of US REITs returns to uncertainty shocks : a proxy SVAR approach
Cepni, Oguzhan
;
Dul, Wiehan
;
Gupta, Rangan
;
Wohar, Mark E.
- In:
Research in international business and finance
58
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013286183
Saved in:
20
The energy transition, Trump energy agenda and COVID-19
Selmi, Refk
;
Bouoiyour, Jamal
;
Hammoudeh, Shawkat
; …
- In:
International economics : a journal published by CEPII …
165
(
2021
),
pp. 140-153
Persistent link: https://www.econbiz.de/10013254185
Saved in:
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