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Search: subject:"volatility feedback"
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Volatilität
36
Volatility
33
Capital income
24
Kapitaleinkommen
24
volatility feedback
24
ARCH-Modell
21
Schätzung
20
Aktienmarkt
18
Estimation
18
ARCH model
17
Stock market
17
leverage effect
17
Volatility feedback
16
volatility feedback effect
16
Börsenkurs
13
Risiko
13
Share price
13
Risk
11
Risk premium
11
Theorie
11
Zeitreihenanalyse
11
Theory
10
Time series analysis
10
Leverage effect
9
Risikoprämie
9
Volatility feedback effect
9
realized volatility
9
financial leverage
8
long memory
8
risk-return tradeoff
8
stock returns
8
Bivariate GARCH process
7
Konjunktur
7
inflation uncertainty
7
output variability
7
variance risk premium
7
CAPM
6
Anlageverhalten
5
Behavioural finance
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Business cycle
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Free
53
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40
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Conrad, Christian
12
Nielsen, Morten Ørregaard
11
Christensen, Bent Jesper
8
Karanasos, Menelaos
8
Zhu, Jie
8
Bollerslev, Tim
6
Taamouti, Abderrahim
5
Yang, Minxian
5
Aboura, Sofiane
4
Andersen, Torben G.
3
Bouezmarni, Taoufik
3
Jamali, Ibrahim
3
Koubouros, Michail S.
3
Sanfelici, Simona
3
Sizova, Natalia
3
Smith, L. Vanessa
3
Tauchen, George
3
Thomakos, Dimitrios D.
3
Tushteva, Nikoleta
3
Wagner, Niklas
3
Yamagata, Takashi
3
Carr, Peter
2
Chakrabarti, Prasenjit
2
Deb, Soumya Guha
2
Dufour, Jean-Marie
2
Frederiksen, Per
2
Gospodinov, Nikolay
2
Huang, Sainan
2
Kim, Chang-jin
2
Koutmos, Dimitrios
2
Kumar, K. Kiran
2
Mancino, Maria Elvira
2
Nam, Kiseok
2
Pathak, Jalaj
2
Schölkopf, Julius
2
Smith, Geoffrey Peter
2
Song, Wei
2
Sun, Yiguo
2
Wang, Jianxin
2
Wu, Liuren
2
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School of Economics and Management, University of Aarhus
4
Economics Department, Queen's University
3
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2
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
2
Departamento de Economía, Universidad Carlos III de Madrid
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Duke University, Department of Economics
2
EconWPA
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Department of Economics and Finance, College of Business and Administration
1
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1
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Department of Economics, University of Peloponnese
1
Federal Reserve Bank of Atlanta
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KOF Swiss Economic Institute, Department of Management, Technology and Economics (D-MTEC)
1
Université Paris-Dauphine
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3
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3
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2
Cogent Economics & Finance
2
Cogent economics & finance
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Discussion Papers / School of Economics, UNSW Business School
2
Discussion paper series / University of Heidelberg, Department of Economics
2
Economic modelling
2
Economics Papers from University Paris Dauphine
2
Economics Working Papers / Departamento de Economía, Universidad Carlos III de Madrid
2
Finance
2
Finance research letters
2
International review of economics & finance : IREF
2
Journal of Empirical Finance
2
Journal of international financial markets, institutions & money
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Working Papers / Alfred-Weber-Institut für Wirtschaftswissenschaften, Fakultät für Wirtschafts- und Sozialwissenschaften
2
Working Papers / Duke University, Department of Economics
2
AWI Discussion Paper Series
1
AWI discussion paper series
1
Beiträge zur Jahrestagung des Vereins für Socialpolitik 2010: Ökonomie der Familie - Session: Macroeconomic Modeling and Forecasting Performance
1
Bloomberg Portfolio Research Paper
1
CORE Discussion Papers
1
Cahiers de recherche
1
China Finance Review International
1
China economic journal : the official journal of the China Center for Economic Research (CCER) at National School of Development (NSD), Peking University
1
China finance review international
1
Critical finance review
1
Discussion Papers / Department of Economics and Related Studies, University of York
1
International journal of forecasting
1
Journal of Risk and Financial Management
1
Journal of business research : JBR
1
Journal of economic dynamics & control
1
Journal of financial and quantitative analysis : JFQA
1
Journal of risk and financial management : JRFM
1
Journal of time series econometrics
1
KOF Working Papers
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ECONIS (ZBW)
38
RePEc
36
EconStor
13
Other ZBW resources
1
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88
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1
Long-term volatility shapes the stock market's sensitivity to news
Conrad, Christian
;
Schölkopf, Julius
;
Tushteva, Nikoleta
-
2023
volatility
feedback
. In our model, innovations to the long-term volatility component are the most important driver of discount …
Persistent link: https://www.econbiz.de/10014476175
Saved in:
2
The risk-return relationship and
volatility
feedback
in South Africa : a comparative analysis of the parametric and nonparametric Bayesian approach
Dwarika, Nitesha
- In:
Quantitative finance and economics
7
(
2023
)
1
,
pp. 119-146
Persistent link: https://www.econbiz.de/10014279147
Saved in:
3
Long-term volatility shapes the stock market’s sensitivity to news
Conrad, Christian
;
Schoelkopf, Julius Theodor
; …
-
2023
Persistent link: https://www.econbiz.de/10014430971
Saved in:
4
Long-term volatility shapes the stock market’s sensitivity to news
Conrad, Christian
;
Schölkopf, Julius
;
Tushteva, Nikoleta
-
2023
volatility
feedback
. In our model, innovations to the long-term volatility component are the most important driver of discount …
Persistent link: https://www.econbiz.de/10014440865
Saved in:
5
Interconnectedness between stock and credit markets : the role of European G-SIBs in a multilayer perspective
Foglia, Matteo
;
Di Tommaso, Caterina
;
Wang, Gang-Jin
; …
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014494827
Saved in:
6
State-dependent
volatility
feedback
effect in the ICAPM
Kilic, Osman
;
Nam, Kiseok
;
O'Connor, Matthew L.
- In:
Finance research letters
59
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014445185
Saved in:
7
Early Warning Systems for identifying financial instability
Allaj, Erindi
;
Sanfelici, Simona
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1777-1803
Persistent link: https://www.econbiz.de/10014465353
Saved in:
8
Volatility
feedback
effect and risk-return tradeoff
Chelikani, Surya
;
Marks, Joseph M.
;
Nam, Kiseok
- In:
The quarterly review of economics and finance : journal …
92
(
2023
),
pp. 49-65
Persistent link: https://www.econbiz.de/10014490242
Saved in:
9
The value-growth premium in a time-varying risk return framework
Park, Keehwan
;
Jung, Mookwon
;
Fang, Zhongzheng
- In:
International review of economics & finance : IREF
88
(
2023
),
pp. 1500-1512
Persistent link: https://www.econbiz.de/10014475293
Saved in:
10
A new look at expected stock returns and volatility
Robins, Russell P.
;
Smith, Geoffrey Peter
- In:
Critical finance review
12
(
2023
)
1/4
,
pp. 225-270
Persistent link: https://www.econbiz.de/10014370375
Saved in:
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