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Search: subject:"Rolling window analysis"
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Rolling window analysis
5
Aktienmarkt
4
Börsenkurs
4
Share price
4
Stock market
4
Capital income
3
Kapitaleinkommen
3
Spillover effect
3
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3
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3
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3
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Volatilität
3
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2
China
2
Clean energy
2
Estimation
2
Hedge effectiveness
2
Hedging
2
Kausalanalyse
2
Schätzung
2
Welt
2
World
2
rolling window analysis
2
ARCH model
1
ARCH-Modell
1
Adaptive market hypothesis
1
Anlageverhalten
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Behavioural finance
1
CDS
1
COVID-19
1
Calendar anomalies
1
Calendar effect
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Capital intensity
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Cointegration
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Coronavirus
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English
8
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Janda, Karel
2
Krištoufek, Ladislav
2
Zhang, Binyi
2
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1
Bassiouny, Aliaa
1
Doğan, Buhari
1
Ghosh, Sudeshna
1
Hwang, Jae-Kwang
1
Ialenti, Samuele
1
Kiryakos, Mariam
1
Kroustalis, Ioannis G.
1
Pialli, Guido
1
Stavroyiannis, Stavros
1
Subeniotis, Demetres N.
1
Tamošiūnas, Andrius
1
Tampakoudis, Ioannis A.
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Tiwari, Aviral Kumar
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Tooma, Eskandar A.
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Economics of innovation and new technology
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Journal of business economics and management
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Journal of international business and economics : JIBE
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The journal of behavioral finance : a publication of the Institute of Behavioral Finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
8
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1
Return and volatility spillovers between Chinese and U.S. clean energy related stocks
Janda, Karel
;
Krištoufek, Ladislav
;
Zhang, Binyi
-
2022
Persistent link: https://www.econbiz.de/10013173326
Saved in:
2
The increase in the elasticity of substitution between capital and labour : a repeated cross-country investigation
Ialenti, Samuele
;
Pialli, Guido
- In:
Economics of innovation and new technology
33
(
2024
)
3
,
pp. 380-400
Persistent link: https://www.econbiz.de/10014514872
Saved in:
3
Examining the adaptive market hypothesis with calendar effects : international evidence and the impact of COVID-19
Bassiouny, Aliaa
;
Kiryakos, Mariam
;
Tooma, Eskandar A.
- In:
Global finance journal
56
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014478982
Saved in:
4
Return and volatility spillover across stock markets of the US and its major trading partners
Hwang, Jae-Kwang
- In:
Journal of international business and economics : JIBE
23
(
2023
)
1
,
pp. 17-25
Persistent link: https://www.econbiz.de/10014426561
Saved in:
5
Dynamic dependence and causality between crude oil, green bonds, commodities, geopolitical risks, and policy uncertainty
Doğan, Buhari
;
Trabelsi, Nader
;
Tiwari, Aviral Kumar
; …
- In:
The quarterly review of economics and finance : journal …
89
(
2023
),
pp. 36-62
Persistent link: https://www.econbiz.de/10014428166
Saved in:
6
Return and volatility spillovers between Chinese and U.S. clean energy related stocks
Janda, Karel
;
Krištoufek, Ladislav
;
Zhang, Binyi
- In:
Energy economics
108
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013203260
Saved in:
7
The interactions and trade-offs of sovereign Credit Default SWAP (CDS) and bond spreads in a dynamic context
Tampakoudis, Ioannis A.
;
Tamošiūnas, Andrius
; …
- In:
Journal of business economics and management
20
(
2019
)
3
,
pp. 466-488
other. The
rolling
window
analysis
verifies that the price discovery process evolves over time, presenting frequent …
Persistent link: https://www.econbiz.de/10012175748
Saved in:
8
Herding, faith-based investments and the global financial crisis : empirical evidence from static and dynamic models
Stavroyiannis, Stavros
;
Babalos, Vassilios
- In:
The journal of behavioral finance : a publication of …
18
(
2017
)
4
,
pp. 478-489
Persistent link: https://www.econbiz.de/10012008671
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