Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"news impact"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Volatility
28
Volatilität
25
Börsenkurs
24
Share price
24
Estimation
22
Schätzung
22
ARCH model
17
ARCH-Modell
17
news impact curve
16
Ankündigungseffekt
15
Announcement effect
15
GARCH
14
news impact
13
Capital income
12
Kapitaleinkommen
12
volatility
10
EGARCH
8
News impact
8
News impact curve
7
asymptotic theory
7
conditional variance
7
stationarity conditions
7
Aktienmarkt
6
Stock market
6
Time series analysis
6
Zeitreihenanalyse
6
COVID-19
5
Forecasting model
5
Prognoseverfahren
5
TGARCH
5
Welt
5
World
5
multivariate asymmetry
5
multivariate news impact curve
5
Aktienindex
4
Coronavirus
4
Impact assessment
4
Inflation expectations
4
News Impact
4
Stock index
4
more ...
less ...
Online availability
All
Free
37
Undetermined
28
Type of publication
All
Article
52
Book / Working Paper
22
Type of publication (narrower categories)
All
Article in journal
32
Aufsatz in Zeitschrift
32
Article
7
Working Paper
4
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
research-article
1
more ...
less ...
Language
All
English
50
Undetermined
24
Author
All
Caporin, Massimiliano
6
McAleer, Michael
6
Sheen, Jeffrey R.
4
Wang, Ben Zhe
4
Chao, Shih-Kang
3
Dokle, Eda
3
Linton, Oliver
3
Mammen, Enno
3
Trück, Stefan
3
Çera, Gentjan
3
Atoi, Ngozi V.
2
Bastan, Meltem
2
Baumöhl, Eduard
2
Bhatti, Muhammad Ishaq
2
Bibinger, Markus
2
Choo, Wei Chong
2
González-Rivera, Gloria
2
Haas, Markus
2
Ho, Jen Sim
2
Hou, Ai Jun
2
Härdle, Wolfgang
2
Iqbal, Najam
2
Karali, Berna
2
Korkpoe, Carl H.
2
Krause, Jochen
2
Lönnbark, Carl
2
Manzoor, Muhammad Saqib
2
Paolella, Marc S.
2
Sabbaghi, Omid
2
Tscherednik, Iwan Wladimirowitsch
2
Ulusoy, Veysel
2
Výrost, Tomáš
2
Wan, Cheong Kin
2
Winkelmann, Lars
2
Xu, Dinghai
2
Zhang, Yuruixian
2
Çera, Edmond
2
Abdoli, Ghahreman
1
Anatolyev, Stanislav
1
Anwar Hasan Abdullah Othman
1
more ...
less ...
Institution
All
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
3
Department of Economics and Finance, College of Business and Economics
2
London School of Economics (LSE)
2
Departamento de Estadistica, Universidad Carlos III de Madrid
1
Dipartimento di Scienze Economiche "Marco Fanno", Università degli Studi di Padova
1
Erasmus University Rotterdam, Econometric Institute
1
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
1
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
1
Institute of Economic Research, Kyoto University
1
Institutionen för Nationalekonomi, Umeå Universitet
1
School of Economics and Management, University of Aarhus
1
School of Economics, Kingston University
1
Suntory and Toyota International Centres for Economics and Related Disciplines, LSE
1
Økonomisk Institut, Københavns Universitet
1
more ...
less ...
Published in...
All
MPRA Paper
3
Studies in Nonlinear Dynamics & Econometrics
3
International Journal of Energy Economics and Policy : IJEEP
2
Journal of Risk and Financial Management
2
Journal of risk and financial management : JRFM
2
LSE Research Online Documents on Economics
2
Working Papers in Economics
2
"Marco Fanno" Working Papers
1
Business ethics, the environment & responsibility
1
CBN Journal of Applied Statistics
1
CBN journal of applied statistics
1
CREATES Research Papers
1
Central Bank Review (CBR)
1
Central Bank review / The Central Bank of the Republic of Turkey
1
Documentos de Trabajo del ICAE
1
Econometric Institute Report
1
Econometric Institute Research Papers
1
Economic Review: Journal of Economics and Business
1
Economic modelling
1
Economic review : journal of economics & business
1
Economic review : journal of economics and business
1
Economics Discussion Papers / School of Economics, Kingston University
1
Economics Letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
European economic review : EER
1
FRU Working Papers
1
Global finance journal
1
IMA journal of management mathematics
1
IRTG 1792 Discussion Paper
1
International Journal of Financial Studies
1
International Journal of Financial Studies : open access journal
1
International journal of economics and finance
1
International journal of financial engineering
1
International journal of monetary economics and finance
1
International review of economics & finance : IREF
1
Iranian Economic Review
1
Journal of Agricultural and Applied Economics
1
Journal of Emerging Market Finance
1
Journal of International Financial Markets, Institutions and Money
1
Journal of agricultural and applied economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
34
RePEc
30
EconStor
9
Other ZBW resources
1
Showing
1
-
10
of
74
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Effects of multiple financial news shocks on tourism demand volatility modelling and forecasting
Zhang, Yuruixian
;
Choo, Wei Chong
;
Wan, Cheong Kin
;
Ho, …
- In:
Journal of Risk and Financial Management
15
(
2022
)
7
,
pp. 1-47
been delved into or gauged in any tourist destination. This work hypothesises and verifies that the
news
impact
curve (NIC …
Persistent link: https://www.econbiz.de/10014332480
Saved in:
2
Effects of multiple financial news shocks on tourism demand volatility modelling and forecasting
Zhang, Yuruixian
;
Choo, Wei Chong
;
Yuhanis Abdul Aziz
; …
- In:
Journal of risk and financial management : JRFM
15
(
2022
)
7
,
pp. 1-47
been delved into or gauged in any tourist destination. This work hypothesises and verifies that the
news
impact
curve (NIC …
Persistent link: https://www.econbiz.de/10013369139
Saved in:
3
The meaning of structural breaks for risk management : new evidence, mechanisms, and innovative views for the post-COVID-19 era
Tsuji, Chikashi
- In:
Quantitative finance and economics
6
(
2022
)
2
,
pp. 270-302
Persistent link: https://www.econbiz.de/10013498954
Saved in:
4
Artificial intelligence approach to momentum risk-taking
Tscherednik, Iwan Wladimirowitsch
- In:
International Journal of Financial Studies
9
(
2021
)
4
,
pp. 1-42
a new mathematical approach to
news
impact
on share prices, which models well their power-type growth, periodicity, and …
Persistent link: https://www.econbiz.de/10013200383
Saved in:
5
Asymmetry and leverage with
news
impact
curve perspective in Australian stock returns' volatility during COVID-19
Iqbal, Najam
;
Manzoor, Muhammad Saqib
;
Bhatti, Muhammad …
- In:
Journal of Risk and Financial Management
14
(
2021
)
7
,
pp. 1-15
This paper studies the effect of COVID-19 on the volatility of Australian stock returns and the effect of negative and positive news (shocks) by investigating the asymmetric nature of the shocks and leverage impact on volatility. We employ a generalised autoregressive conditional...
Persistent link: https://www.econbiz.de/10013200998
Saved in:
6
Asymmetry and leverage with
news
impact
curve perspective in Australian stock returns' volatility during COVID-19
Iqbal, Najam
;
Manzoor, Muhammad Saqib
;
Bhatti, Muhammad …
- In:
Journal of risk and financial management : JRFM
14
(
2021
)
7
,
pp. 1-15
This paper studies the effect of COVID-19 on the volatility of Australian stock returns and the effect of negative and positive news (shocks) by investigating the asymmetric nature of the shocks and leverage impact on volatility. We employ a generalised autoregressive conditional...
Persistent link: https://www.econbiz.de/10012622818
Saved in:
7
Artificial intelligence approach to momentum risk-taking
Tscherednik, Iwan Wladimirowitsch
- In:
International Journal of Financial Studies : open …
9
(
2021
)
4
,
pp. 1-42
a new mathematical approach to
news
impact
on share prices, which models well their power-type growth, periodicity, and …
Persistent link: https://www.econbiz.de/10012698279
Saved in:
8
ESG and volatility risk : international evidence
Sabbaghi, Omid
- In:
Business ethics, the environment & responsibility
32
(
2023
)
2
,
pp. 802-818
Persistent link: https://www.econbiz.de/10014315155
Saved in:
9
Do monetary condition news at the zero lower bound influence households' expectations and readiness to spend?
Sheen, Jeffrey R.
;
Wang, Ben Zhe
- In:
European economic review : EER
152
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014430078
Saved in:
10
The impact of Sino-US trade war on the co-movement between China's stock market and global stock markets
Song, Yuping
;
Sun, Yankun
;
Ma, Yue
- In:
International journal of financial engineering
10
(
2023
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014304366
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
