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Search: subject:"Volatility"
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Subject
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USA
Volatility
40,645
Volatilität
39,775
Arbeitsmobilität
13,345
Labour mobility
13,342
Theorie
11,826
Theory
11,676
Schätzung
9,774
Estimation
9,676
Börsenkurs
9,373
Share price
9,291
Kapitaleinkommen
7,082
Capital income
7,071
ARCH-Modell
6,378
ARCH model
6,328
Aktienmarkt
5,816
Stock market
5,801
United States
5,591
Welt
5,019
World
4,969
Wechselkurs
4,574
Exchange rate
4,561
Optionspreistheorie
3,870
Stochastischer Prozess
3,854
Option pricing theory
3,836
Prognoseverfahren
3,811
Stochastic process
3,807
Forecasting model
3,776
Zeitreihenanalyse
3,215
Time series analysis
3,161
Risk
2,660
volatility
2,633
Risiko
2,592
Spillover-Effekt
2,444
Spillover effect
2,427
Oil price
2,328
Ölpreis
2,323
Konjunktur
2,284
Business cycle
2,271
Portfolio-Management
2,202
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All
Free
1,471
Undetermined
917
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Article
3,401
Book / Working Paper
2,276
Journal
1
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All
Article in journal
3,173
Aufsatz in Zeitschrift
3,173
Graue Literatur
1,631
Non-commercial literature
1,631
Working Paper
1,577
Arbeitspapier
1,493
Aufsatz im Buch
206
Book section
206
Hochschulschrift
172
Thesis
151
Collection of articles written by one author
77
Sammlung
77
Collection of articles of several authors
38
Sammelwerk
38
Amtsdruckschrift
26
Government document
26
Conference paper
19
Konferenzbeitrag
19
Bibliografie enthalten
17
Bibliography included
17
Aufsatzsammlung
12
Konferenzschrift
8
Case study
6
Conference proceedings
6
Fallstudie
6
Systematic review
6
Übersichtsarbeit
6
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5
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3
Lehrbuch
3
Statistics
3
Statistik
3
Textbook
3
Bibliografie
2
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2
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2
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2
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1
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1
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1
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English
5,594
German
43
French
18
Undetermined
13
Spanish
9
Dutch
2
Danish
1
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Author
All
McAleer, Michael
54
Gupta, Rangan
50
Bahmani-Oskooee, Mohsen
33
Bollerslev, Tim
30
Davis, Steven J.
27
Haltiwanger, John C.
27
Andersen, Torben
23
Diebold, Francis X.
22
Hautsch, Nikolaus
22
Caporale, Guglielmo Maria
21
Chang, Chia-Lin
21
Moffitt, Robert A.
20
Asai, Manabu
19
Lane, Julia
18
Bali, Turan G.
17
Fallick, Bruce
17
Hammoudeh, Shawkat
17
McEntarfer, Erika
17
Pierdzioch, Christian
17
Castelnuovo, Efrem
15
Faberman, R. Jason
15
Fernández-Villaverde, Jesús
15
Bekaert, Geert
14
Bouri, Elie
14
Ferrie, Joseph P.
14
Hegerty, Scott W.
14
Bartram, Söhnke M.
13
Caggiano, Giovanni
13
Engle, Robert F.
13
Fleming, Jeff
13
Jaimovich, Nir
13
Neumark, David
13
Stulz, René M.
13
Wohar, Mark E.
13
Ang, Andrew
12
Buchinsky, Moshe
12
Conrad, Christian
12
Farber, Henry S.
12
Fujita, Shigeru
12
Glaeser, Edward L.
12
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Institution
All
National Bureau of Economic Research
49
Federal Reserve Bank of St. Louis
10
W. E. Upjohn Institute for Employment Research <Kalamazoo, Mich.>
8
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
6
USA / Bureau of Labor Statistics
6
Federal Reserve Bank of Cleveland
5
Federal Reserve Bank of New York
5
Forschungsinstitut zur Zukunft der Arbeit
5
Centre for Growth and Business Cycle Research <Manchester>
4
European University Institute / Department of Economics
4
University of Canterbury / Dept. of Economics and Finance
4
Centre for Analytical Finance <Århus>
3
Georgetown University / Economics Department
3
New York Stock Exchange
3
Rodney L. White Center for Financial Research
3
USA / General Accounting Office
3
American Enterprise Institute for Public Policy Research
2
Brown University / Department of Economics
2
Business Information Centre <Toronto>
2
Center for Economic Research <Tilburg>
2
Chambre de commerce et d'industrie de Paris
2
Deutsches Institut für Wirtschaftsforschung
2
Federal Reserve Bank of San Francisco
2
Federal Reserve System / Board of Governors
2
Federal Reserve System / Division of Research and Statistics
2
Institute for Fiscal Studies
2
Internationaler Währungsfonds / Research Department
2
Johns Hopkins University / Department of Economics
2
Massachusetts Institute of Technology / Department of Economics
2
Rutgers University / Department of Economics
2
School of Accounting, Economics and Finance <Geelong>
2
Svenska Handelshögskolan <Helsinki>
2
American Institute for Contemporary German Studies
1
Birkbeck College / Department of Economics
1
Boston College / Department of Economics
1
Brussels European and Global Economic Laboratory
1
Center for International Development <Cambridge, Mass.>
1
Center for Strategic and International Studies
1
Centro de Investigación y Docencia Económicas
1
Century Foundation
1
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Published in...
All
Working paper / National Bureau of Economic Research, Inc.
265
The journal of futures markets
129
The review of financial studies
98
Discussion paper / Centre for Economic Policy Research
83
The journal of finance : the journal of the American Finance Association
66
Journal of banking & finance
61
Discussion paper series / IZA
60
Applied financial economics
50
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
50
Journal of financial and quantitative analysis : JFQA
47
NBER working paper series
47
Journal of financial economics
46
Working paper
46
Finance and economics discussion series
45
Energy economics
44
The American economic review
44
The North American journal of economics and finance : a journal of financial economics studies
42
Journal of empirical finance
39
Journal of labor economics
39
The review of economics and statistics
39
Applied economics
38
International review of financial analysis
36
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
35
International review of economics & finance : IREF
32
Finance research letters
31
Economic modelling
29
Economics letters
29
Journal of international financial markets, institutions & money
29
CESifo working papers
28
ILR review : the journal of work and policy
28
Journal of economics & business
27
Journal of international money and finance
27
Journal of money, credit and banking : JMCB
27
NBER Working Paper
26
Econometric Institute research papers
25
Journal of econometrics
25
Applied economics letters
23
Discussion paper / Tinbergen Institute
23
Global finance journal
23
Staff reports / Federal Reserve Bank of New York
23
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Source
All
ECONIS (ZBW)
5,577
EconStor
87
RePEc
13
USB Cologne (EcoSocSci)
1
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181
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181
Sectoral connectedness : new evidence from US stock market during COVID-19 pandemics
Costa, Antonio
;
Matos, Paulo
;
Silva, Cristiano da Costa da
- In:
Finance research letters
45
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014575497
Saved in:
182
Impact of early COVID-19 pandemic on the US and European stock markets and
volatility
forecasting
Rahman, Mohammad Mazibar
;
Chi, Guotai
;
Gupta, Anupam Das
; …
- In:
Economic research
35
(
2022
)
1,4
,
pp. 3591-3608
Persistent link: https://www.econbiz.de/10014384447
Saved in:
183
COVID-19's impact of the return and
volatility
spillovers between the US and Asian stock markets
Hwang, Jae-Kwang
- In:
Journal of international business and economics : JIBE
22
(
2022
)
3
,
pp. 5-10
Persistent link: https://www.econbiz.de/10014246658
Saved in:
184
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:
185
Evolving United States stock market
volatility
: the role of conventional and unconventional monetary policies
Plakandaras, Vasilios
;
Gupta, Rangan
;
Balcilar, Mehmet
; …
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013449139
Saved in:
186
TARCH model-based dynamic hedging strategy of ADR portfolios
Guo, Haochen
;
Zmeškal, Zdeněk
- In:
International journal of economics and accounting : IJEA
11
(
2022
)
2
,
pp. 199-211
Persistent link: https://www.econbiz.de/10013454273
Saved in:
187
Advancing the settlement model of the US securities markets
Abel, John
- In:
Journal of securities operations & custody
14
(
2022
)
2
,
pp. 111-121
Persistent link: https://www.econbiz.de/10013433302
Saved in:
188
Sentiment and stock market connectedness : evidence from the U.S. - China trade war
Bissoondoyal-Bheenick, Emawtee
;
Do, Hung
;
Hu, Xiaolu
; …
- In:
International review of financial analysis
80
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013366184
Saved in:
189
Exploring the transmission mechanism of speculative and inventory arbitrage activity to commodity price
volatility
: novel evidence for the US economy
Yao, Wei
;
Alexiou, Constantinos
- In:
International review of financial analysis
80
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013366201
Saved in:
190
The pricing of
volatility
risk in the US equity market
Hitz, Lukas
;
Mustafi, Ismail H.
;
Zimmermann, Heinz
- In:
International review of financial analysis
79
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013349983
Saved in:
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