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~person:"Davis, Steven J."
~person:"Hammoudeh, Shawkat"
~subject:"Business cycle"
~subject:"United States"
~subject:"Wechselkurs"
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Search: subject_exact:"Volatility"
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Business cycle
United States
Wechselkurs
Volatility
120
Volatilität
116
Börsenkurs
37
Share price
37
USA
35
Oil price
34
Ölpreis
34
Aktienmarkt
28
Stock market
28
Welt
28
World
28
ARCH model
21
ARCH-Modell
21
Risk
20
Hedging
19
Portfolio selection
19
Portfolio-Management
19
Risiko
18
Spillover effect
18
Spillover-Effekt
18
Capital income
16
Kapitaleinkommen
16
Investition
14
Risikomaß
14
Risk measure
14
Investment
13
Estimation
12
Schätzung
12
Aktienindex
11
Employment
11
Erwerbstätigkeit
11
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11
Wirtschaftswachstum
11
Commodity derivative
10
Economic growth
10
Rohstoffderivat
10
Multivariate Verteilung
9
Multivariate distribution
9
Risk management
9
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Free
17
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12
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Article
24
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18
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Article in journal
22
Aufsatz in Zeitschrift
22
Arbeitspapier
15
Graue Literatur
15
Non-commercial literature
15
Working Paper
15
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2
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2
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Language
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English
42
Author
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Davis, Steven J.
Hammoudeh, Shawkat
Gupta, Rangan
78
Bahmani-Oskooee, Mohsen
72
McAleer, Michael
59
Pierdzioch, Christian
50
Caporale, Guglielmo Maria
48
Belke, Ansgar
43
Bollerslev, Tim
38
Kočenda, Evžen
37
Diebold, Francis X.
32
Castelnuovo, Efrem
31
Buch, Claudia M.
30
Hegerty, Scott W.
29
Neely, Christopher J.
29
Andersen, Torben
28
Chang, Chia-Lin
28
Fernández-Villaverde, Jesús
28
Caggiano, Giovanni
26
Jaimovich, Nir
26
Döpke, Jörg
25
Rodriguez, Gabriel
25
Schnabl, Gunther
25
Sarno, Lucio
24
Aizenman, Joshua
23
Rose, Andrew
23
Spagnolo, Nicola
23
Brandt, Michael W.
22
Devereux, Michael B.
22
Mumtaz, Haroon
22
Wohar, Mark E.
22
Engle, Robert F.
21
Gros, Daniel
21
Bekaert, Geert
20
Guerrón-Quintana, Pablo A.
20
Salisu, Afees A.
20
Bloom, Nicholas
19
Lanne, Markku
19
Aghion, Philippe
18
Gil-Alaña, Luis A.
18
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National Bureau of Economic Research
1
University of Canterbury / Dept. of Economics and Finance
1
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Working paper / National Bureau of Economic Research, Inc.
6
Working paper
4
International review of economics & finance : IREF
3
Econometric Institute research papers
2
Energy economics
2
Journal of international financial markets, institutions & money
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
American economic journal : a journal of the American Economic Association
1
Applied economics
1
Covid economics : vetted and real-time papers
1
Discussion paper
1
Discussion paper / Centre for Economic Policy Research
1
Energy policy
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
Labor in the new economy
1
NBER Working Paper
1
NBER macroeconomics annual
1
NBER working paper series
1
Review of asset pricing studies : RAPS
1
Staff reports / Federal Reserve Bank of New York
1
The North American journal of economics and finance : a journal of financial economics studies
1
The energy journal
1
The interrelationship between financial and energy markets
1
The journal of economic perspectives : EP ; a journal of the American Economic Association
1
The quarterly journal of economics
1
The world economy : the leading journal on international economic relations
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US Census Bureau Center for Economic Studies Paper
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ECONIS (ZBW)
42
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1
Directional predictability from energy markets to exchange rates and stock markets in the emerging market countries (E7 + 1) : new evidence from cross-quantilogram approach
Tiwari, Aviral Kumar
;
Shahbaz, Muhammad
;
Khalfaoui, Rabeh
; …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 719-789
Persistent link: https://www.econbiz.de/10014469052
Saved in:
2
COVID-induced economic uncertainty
Baker, Scott
;
Bloom, Nicholas
;
Davis, Steven J.
;
Terry, …
-
2020
Persistent link: https://www.econbiz.de/10012204869
Saved in:
3
Impact of energy-related discussions on post-filing volatility and returns in the U.S.
Pathak, Jalaj
;
Hammoudeh, Shawkat
- In:
Energy economics
125
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014484445
Saved in:
4
The unprecedented stock market reaction to Covid-19
Baker, Scott
;
Bloom, Nicholas
;
Davis, Steven J.
;
Kost, Kyle
- In:
Covid economics : vetted and real-time papers
(
2020
)
1
,
pp. 33-42
Persistent link: https://www.econbiz.de/10012209942
Saved in:
5
Spillovers between exchange rate pressure and CDS bid-ask spreads, reserve assets and oil prices using the quantile ARDL model
Hammoudeh, Shawkat
;
Mensi, Walid
;
Cho, Jin Seo
- In:
International economics : a journal published by CEPII …
170
(
2022
),
pp. 66-78
Persistent link: https://www.econbiz.de/10013368869
Saved in:
6
Policy news and stock market volatility
Baker, Scott
;
Bloom, Nicholas
;
Davis, Steven J.
;
Kost, …
-
2019
Persistent link: https://www.econbiz.de/10012014806
Saved in:
7
Policy news and stock market volatility
Baker, Scott
;
Bloom, Nicholas
;
Davis, Steven J.
;
Kost, Kyle
-
2019
Persistent link: https://www.econbiz.de/10012026867
Saved in:
8
Volatility spillovers between oil and equity markets and portfolio risk implications in the US and vulnerable EU countries
Mensi, Walid
;
Hammoudeh, Shawkat
;
Xuan Vinh Vo
;
Kang, …
- In:
Journal of international financial markets, …
75
(
2021
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012820834
Saved in:
9
The unprecedented stock market reaction to COVID-19
Baker, Scott
;
Bloom, Nicholas
;
Davis, Steven J.
;
Kost, Kyle
- In:
Review of asset pricing studies : RAPS
10
(
2020
)
4
,
pp. 742-758
Persistent link: https://www.econbiz.de/10012318204
Saved in:
10
Measuring economic policy uncertainty
Baker, Scott
;
Bloom, Nicholas
;
Davis, Steven J.
-
2015
Persistent link: https://www.econbiz.de/10011410518
Saved in:
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