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Volatility
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McAleer, Michael
326
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241
Caporale, Guglielmo Maria
172
Bollerslev, Tim
144
Chang, Chia-Lin
126
Bouri, Elie
113
Diebold, Francis X.
108
Pierdzioch, Christian
99
Andersen, Torben
98
Ma, Feng
94
Spagnolo, Nicola
92
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89
Bekaert, Geert
79
Hammoudeh, Shawkat
79
Koopman, Siem Jan
79
Engle, Robert F.
75
Bahmani-Oskooee, Mohsen
74
Härdle, Wolfgang
73
Tiwari, Aviral Kumar
70
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69
Todorov, Viktor
69
McMillan, David G.
67
Kočenda, Evžen
65
Asai, Manabu
64
Chiarella, Carl
62
Lux, Thomas
61
Corbet, Shaen
60
Lucey, Brian M.
60
Clements, Adam
58
Gil-Alaña, Luis A.
56
Kang, Sang Hoon
56
Wohar, Mark E.
56
Christoffersen, Peter F.
55
Mensi, Walid
54
Caballero, Ricardo J.
53
Fernández-Villaverde, Jesús
53
Hautsch, Nikolaus
53
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52
Hafner, Christian M.
52
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51
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88
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28
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Centre for Analytical Finance <Århus>
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World Bank
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International Monetary Fund
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Centre for Growth and Business Cycle Research <Manchester>
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Ekonomiska forskningsinstitutet <Stockholm>
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Institut für Weltwirtschaft
10
Chambre de commerce et d'industrie de Paris
9
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Cowles Foundation for Research in Economics, Yale University
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National Centre for Econometric Research (NCER)
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EconWPA
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Banque de France
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Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance
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6
Federal Reserve Bank of San Francisco
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Gottfried Wilhelm Leibniz Universität Hannover
6
Institute of Economic Research, Kyoto University
6
Institute of Finance and Accounting <London>
6
Tinbergen Instituut
6
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5
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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International review of financial analysis
419
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380
Journal of banking & finance
375
International review of economics & finance : IREF
368
The journal of futures markets
360
Economic modelling
341
The North American journal of economics and finance : a journal of financial economics studies
324
Journal of econometrics
321
Research in international business and finance
273
Applied financial economics
265
Journal of empirical finance
265
Applied economics letters
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254
Economics letters
246
International journal of theoretical and applied finance
245
Journal of international financial markets, institutions & money
239
Discussion paper / Centre for Economic Policy Research
238
Journal of international money and finance
230
Discussion paper / Tinbergen Institute
198
Journal of risk and financial management : JRFM
197
Quantitative finance
194
Journal of financial economics
184
Pacific-Basin finance journal
172
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
172
International Journal of Energy Economics and Policy : IJEEP
171
CESifo working papers
170
The European journal of finance
160
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
155
International journal of finance & economics : IJFE
151
Journal of economic dynamics & control
151
IMF working papers
148
International journal of forecasting
145
Journal of forecasting
131
The review of financial studies
126
Computational economics
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ECONIS (ZBW)
39,521
RePEc
1,017
EconStor
131
Other ZBW resources
92
BASE
39
ArchiDok
3
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191
Dynamic connectedness of inflation around the world : a time-varying approach from G7 and E7 countries
Jiang, Yanhui
;
Qu, Bo
;
Hong, Yun
;
Xiao, Xiyue
- In:
The quarterly review of economics and finance
95
(
2024
),
pp. 111-125
Persistent link: https://www.econbiz.de/10014631376
Saved in:
192
Dynamic covariance matrix estimation and portfolio analysis with high-frequency data
Jiang, Binyan
;
Liu, Cheng
;
Tang, Cheng Yong
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 461-491
Persistent link: https://www.econbiz.de/10014526333
Saved in:
193
Dynamic effects of crude oil price shocks on stock markets and exchange rates : evidence from major oil importing countries amid Russia-Ukraine conflict
Bagchi, Bhaskar
;
Paul, Biswajit
;
Ghosh, Raktim
- In:
Global business & economics review
30
(
2024
)
2
,
pp. 234-257
Persistent link: https://www.econbiz.de/10014491138
Saved in:
194
Dynamic equilibrium with costly short-selling and lending market
Atmaz, Adem
;
Başak, Suleyman
;
Ruan, Fangcheng
- In:
The review of financial studies
37
(
2024
)
2
,
pp. 444-506
Persistent link: https://www.econbiz.de/10014528717
Saved in:
195
Dynamic equity slope
Breugem, Matthijs
;
Colonnello, Stefano
;
Marfè, Roberto
; …
-
2024
Persistent link: https://www.econbiz.de/10014521078
Saved in:
196
The dynamic impact of oil shocks on the Saudi stock market : new evidence through dynamic simulated ARDL approach
Belanès, Amel
;
Ben Maatoug, Abderrazek
;
Triki, Mohamed …
- In:
The journal of risk finance : JRF
25
(
2024
)
1
,
pp. 115-129
Persistent link: https://www.econbiz.de/10014504677
Saved in:
197
Dynamic industry uncertainty networks and the business cycle
Baruník, Jozef
;
Bevilacqua, Mattia
;
Faff, Robert W.
- In:
Journal of economic dynamics & control
159
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014532383
Saved in:
198
Dynamic interlinkages between carbon risk and volatility of green and renewable energy : a TVP-VAR analysis
Thanh Ha Le
;
Bouteska, Ahmed
;
Sharif, Taimur
;
Abedin, …
- In:
Research in international business and finance
69
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10015052530
Saved in:
199
Dynamic linkages among bitcoin, equity, gold and oil : an implied volatility perspective
Choudhary, Sangita
;
Jain, Anshul
;
Biswal, Pratap Chandra
- In:
Finance research letters
62
(
2024
)
2
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014531174
Saved in:
200
The dynamic linkages among gold prices, stock prices, the exchange rate and interest rate in South Africa
Ndlovu, Thabang
;
Ndlovu, Nozibusiso Mavuso
- In:
Journal of Economics and Financial Analysis
8
(
2024
)
1
,
pp. 35-56
Persistent link: https://www.econbiz.de/10014486916
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