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~language:"eng"
~person:"Brooks, Robert D."
~person:"Demirer, Rıza"
~person:"Wohar, Mark E."
~subject:"Großbritannien"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Großbritannien
Volatilität
Estimation
101
Schätzung
101
Capital income
91
Kapitaleinkommen
91
Volatility
86
Börsenkurs
80
Share price
80
USA
80
United States
80
Stock market
77
Aktienmarkt
75
Forecasting model
65
Prognoseverfahren
65
Welt
59
World
59
Risk
49
Theorie
49
Theory
49
Risiko
47
Oil price
31
Ölpreis
31
Schock
24
Shock
24
Time series analysis
24
VAR model
24
VAR-Modell
24
Zeitreihenanalyse
24
Geldpolitik
23
Monetary policy
23
ARCH model
21
ARCH-Modell
21
Emerging economies
21
Risikoprämie
21
Risk premium
21
Schwellenländer
21
Impact assessment
20
Spillover effect
20
Spillover-Effekt
20
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Online availability
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Undetermined
77
Free
5
Type of publication
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Article
101
Type of publication (narrower categories)
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Article in journal
Aufsatz in Zeitschrift
101
Arbeitspapier
11
Graue Literatur
11
Non-commercial literature
11
Working Paper
11
Language
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English
Author
All
Brooks, Robert D.
Demirer, Rıza
Wohar, Mark E.
Gupta, Rangan
169
Bouri, Elie
92
Ma, Feng
90
Machin, Stephen
88
Bahmani-Oskooee, Mohsen
84
McAleer, Michael
76
Gil-Alaña, Luis A.
70
McMillan, David G.
69
Blundell, Richard W.
66
Wright, Mike
66
Hammoudeh, Shawkat
64
Tiwari, Aviral Kumar
63
Caporale, Guglielmo Maria
62
Taylor, Mark P.
59
Crafts, Nicholas
57
Bollerslev, Tim
55
Kang, Sang Hoon
54
Mills, Terence C.
52
Harris, Richard I. D.
50
Mensi, Walid
50
Bryson, Alex
49
Disney, Richard
47
Minford, Patrick
47
Wang, Yudong
46
Xuan Vinh Vo
46
Apergēs, Nikolaos
44
Jenkins, Stephen
44
Kumar, Dilip
44
Corbet, Shaen
43
Pierdzioch, Christian
43
Zhang, Yaojie
43
Dolton, Peter J.
42
Green, Francis
42
Lucey, Brian M.
42
MacDonald, Ronald
42
Propper, Carol
42
Speight, Alan E. H.
42
Brown, Sarah
41
Peel, David
41
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Energy economics
14
The North American journal of economics and finance : a journal of financial economics studies
7
International review of economics & finance : IREF
4
Journal of international financial markets, institutions & money
4
The European journal of finance
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
Economics letters
3
Finance research letters
3
Journal of forecasting
3
Journal of multinational financial management
3
Applied financial economics
2
Economics and Business Letters : EBL
2
Global finance journal
2
Journal of international money and finance
2
Research in international business and finance
2
Southern economic journal
2
Applied economics
1
Defence and peace economics
1
Economia politica : journal of analytical and institutional economics
1
Economic modelling
1
Economic systems
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Empirica : journal of european economics
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
European journal of political economy
1
Indian economic review : official journal of Delhi School of Economics
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International journal of finance & economics : IJFE
1
International journal of forecasting
1
Journal of central banking theory and practice
1
Journal of economic behavior & organization : JEBO
1
Journal of economics & business
1
Journal of economics and finance
1
Journal of economics and finance : JEF
1
Journal of macroeconomics
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Journal of risk and financial management : JRFM
1
Journal of the Operational Research Society
1
Macroeconomic dynamics
1
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ECONIS (ZBW)
101
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101
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1
Asymmetric spillover effects in energy markets
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
International review of economics & finance : IREF
92
(
2024
),
pp. 470-502
Persistent link: https://www.econbiz.de/10014534924
Saved in:
2
Do industries predict stock market volatility? : evidence from machine learning models
Niu, Zibo
;
Demirer, Rıza
;
Suleman, Muhammad Tahir
; …
- In:
Journal of international financial markets, …
90
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014494704
Saved in:
3
Do shipping freight markets impact commodity markets?
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 986-1014
Persistent link: https://www.econbiz.de/10014492276
Saved in:
4
Volatility spillovers across the spot and futures oil markets after news announcements
Apostolakis, George N.
;
Floros, Christos
;
Gillas, …
- In:
The North American journal of economics and finance : a …
69
(
2024
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014445527
Saved in:
5
Anti-herding by hedge funds and its implications for expected returns
Ali, Sara
;
Badshah, Ihsan Ullah
;
Demirer, Rıza
- In:
Journal of economic behavior & organization : JEBO
211
(
2023
),
pp. 31-48
Persistent link: https://www.econbiz.de/10014447366
Saved in:
6
Cross-sectional return dispersion and stock market volatility : evidence from high-frequency data
Niu, Zibo
;
Demirer, Rıza
;
Suleman, Muhammad Tahir
; …
- In:
Journal of forecasting
42
(
2023
)
6
,
pp. 1309-1328
Persistent link: https://www.econbiz.de/10014338888
Saved in:
7
Exchange rate volatility and India-US commodity trade : evidence of the third country effect
Iqbal, Javed
;
Nosheen, Misbah
;
Wohar, Mark E.
- In:
Indian economic review : official journal of Delhi …
58
(
2023
),
pp. 359-398
Persistent link: https://www.econbiz.de/10014391781
Saved in:
8
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:
9
Heterogenous responses of stock markets to covid related news and sentiments : evidence from the 1st year of pandemic
Bin Kamal, Javed
;
Wohar, Mark E.
- In:
International economics : a journal published by CEPII …
173
(
2023
),
pp. 68-85
Persistent link: https://www.econbiz.de/10014373709
Saved in:
10
Housing price uncertainty and housing prices in the UK in a time-varying environment
Balcilar, Mehmet
;
Uzuner, Gizem
;
Bekun, Festus Victor
; …
- In:
Empirica : journal of european economics
50
(
2023
)
2
,
pp. 523-549
Persistent link: https://www.econbiz.de/10014251826
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