//--> //--> //--> //-->
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
Retain my current filters
~accessRights:"restricted"
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
Caos en el mercado de commodit...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Commodities
208
Volatility
157
Welt
139
World
139
Financial crisis
114
Theorie
113
Theory
112
Commodity derivative
111
Rohstoffderivat
111
Agrarprodukt
98
Agricultural product
96
Liquidity
96
Volatilität
93
commodities
86
Börsenkurs
82
Share price
82
Market efficiency
79
Stock market
79
China
77
USA
76
United States
76
Estimation
74
Schätzung
71
Capital income
63
Event study
63
Kapitaleinkommen
63
CAPM
62
Monetary policy
62
Portfolio selection
60
Portfolio-Management
60
Emerging markets
58
Commodity market
57
Commodity exchange
55
Rohstoffmarkt
55
Warenbörse
55
Hedging
52
Stock returns
51
Contagion
50
Forecasting model
50
Prognoseverfahren
50
more ...
less ...
Online availability
All
Undetermined
Free
64,137
Type of publication
All
Article
3,469
Book / Working Paper
1,731
Journal
1
Type of publication (narrower categories)
All
Graue Literatur
333
Non-commercial literature
333
Arbeitspapier
329
Working Paper
329
Article in journal
322
Aufsatz in Zeitschrift
322
Amtsdruckschrift
25
Government document
25
research-article
13
Aufsatz im Buch
12
Book section
12
Aufsatzsammlung
3
Case study
3
Fallstudie
3
Hochschulschrift
3
Collection of articles of several authors
2
Interview
2
Sammelwerk
2
case-report
2
Konferenzschrift
1
Thesis
1
conceptual-paper
1
more ...
less ...
Language
All
Undetermined
4,394
English
777
German
19
French
11
Portuguese
1
Author
All
Bekaert, Geert
24
Hau, Harald
22
Sarno, Lucio
21
Lettau, Martin
18
Massa, Massimo
18
Stulz, Rene M.
17
Stulz, René M.
17
Foucault, Thierry
16
Taylor, Alan M.
16
Wolfers, Justin
16
Pedersen, Lasse Heje
15
Ramadorai, Tarun
15
Zhang, Lu
15
Hammoudeh, Shawkat
14
Minford, Patrick
14
Schmukler, Sergio
14
Ventura, Jaume
14
Ito, Takatoshi
13
Stambaugh, Robert F.
13
Warnock, Francis E.
13
Zitzewitz, Eric
13
Ang, Andrew
12
Fratzscher, Marcel
12
Imbens, Guido
12
Jagannathan, Ravi
12
Martin, Alberto
12
Vives, Xavier
12
Harvey, Campbell
11
Hou, Kewei
11
Nguyen, Duc Khuong
11
Obstfeld, Maurice
11
Stewart, Fiona
11
Wolf, Michael
11
Ahrend, Rudiger
10
Albuquerque, Rui
10
Ghysels, Eric
10
Lundblad, Christian
10
Prokopczuk, Marcel
10
Snowberg, Erik
10
Thesmar, David
10
more ...
less ...
Institution
All
National Bureau of Economic Research (NBER)
690
C.E.P.R. Discussion Papers
544
National Bureau of Economic Research
122
Economics Department, Organisation de Coopération et de Développement Économiques (OCDE)
25
Directorate for Financial, Fiscal and Enterprises Affairs, Organisation de Coopération et de Développement Économiques (OCDE)
15
World Scientific Publishing Co. Pte. Ltd.
13
Environment Directorate, Organisation de Coopération et de Développement Économiques (OCDE)
7
Institut de Recherche Économique et Sociale (IRES), École des Sciences Économiques de Louvain
4
OECD
4
Centre de développement, Organisation de Coopération et de Développement Économiques (OCDE)
3
W.E. Upjohn Institute for Employment Research
3
World Trade Organization
3
Europäischer Rechnungshof
2
FAO
2
Associazione Italiana Economisti del Lavoro - AIEL
1
CENTRO DE INVESTIGACIONES EN VIOLENCIA, INSTITUCIONES Y DESARROLLO ECONÓMICO (VIDE)
1
Centre for Co-operation with Non-Members
1
China Financial Policy Research Center, Renmin University of China
1
Deutsche Gesellschaft für Internationale Zusammenarbeit
1
Département d'Économie Appliquée (DULBEA), Solvay Brussels School of Economics and Management
1
Facoltà di Economia / Wirtschaftswissenschaftliche Fakutät, Libera Università di Bolzano / Freie Universität Bozen
1
Faculteit Economie en Bedrijfswetenschappen, Hogeschool-Universiteit Brussel (HUBrussel)
1
Hugo Steinhaus Center for Stochastic Methods, Politechnika Wrocławska
1
Springer Fachmedien Wiesbaden
1
Statistics Directorate, Organisation de Coopération et de Développement Économiques (OCDE)
1
Workshop China's Agro-Processing Sector: Developments and Policy Challenges <1999, Peking>
1
World Bank
1
World Congress of Sociology <19., 2018, Toronto>
1
more ...
less ...
Published in...
All
NBER Working Papers
657
CEPR Discussion Papers
544
Journal of Banking & Finance
309
Journal of Econometrics
209
Economics Letters
174
Journal of International Financial Markets, Institutions and Money
153
NBER working paper series
122
Journal of Financial Economics
119
International Review of Financial Analysis
107
Journal of International Money and Finance
106
Economic Modelling
105
International Review of Economics & Finance
98
Pacific-Basin Finance Journal
98
Energy Economics
84
Journal of Empirical Finance
81
Journal of Financial Markets
63
Emerging Markets Review
62
Finance Research Letters
56
Journal of Corporate Finance
45
OECD Economics Department Working Papers
45
Research paper series / Swiss Finance Institute
43
Estudios de Economía Aplicada
41
The North American Journal of Economics and Finance
38
Journal of Emerging Market Finance
37
American Economic Review
35
Swiss Finance Institute Research Paper
33
NBER Technical Working Papers
32
Journal of Accounting and Economics
31
The Quarterly Review of Economics and Finance
31
Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik)
30
Global Finance Journal
29
Journal of Multinational Financial Management
29
Journal of Developing Areas
27
Research in International Business and Finance
27
Journal of Economic Behavior & Organization
25
Journal of Economic Dynamics and Control
25
The African Finance Journal
25
Journal of Economics and Business
24
Journal of Financial Stability
23
Review of Pacific Basin Financial Markets and Policies (RPBFMP)
22
more ...
less ...
Source
All
RePEc
4,403
ECONIS (ZBW)
777
Other ZBW resources
16
OLC EcoSci
5
Showing
1
-
10
of
5,201
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates
Charles, Amélie
;
Darné, Olivier
;
Kim, Jae H.
- In:
Journal of International Money and Finance
31
(
2012
)
6
,
pp. 1607-1626
This study examines return predictability of major foreign exchange rates by testing for martingale difference hypothesis (MDH) using daily and weekly nominal exchange rates from 1975 to 2009. We use three alternative tests for the MDH, which include the wild bootstrap automatic variance ratio...
Persistent link: https://www.econbiz.de/10010599339
Saved in:
2
Stock exchange mergers and weak form of market efficiency: The case of Euronext Lisbon
Khan, Walayet
;
Vieito, João Paulo
- In:
International Review of Economics & Finance
22
(
2012
)
1
,
pp. 173-189
This exploratory paper is among the first to examine the impact of stock exchange mergers on informational market efficiency. We focus on the merger of Bolsa de Valores de Lisboa e Porto (Portuguese Stock Exchange) with Euronext in 2002 (that created Euronext Lisbon). To investigate this...
Persistent link: https://www.econbiz.de/10010576975
Saved in:
3
A frequency-domain alternative to long-horizon regressions with application to return predictability
Sizova, Natalia
- In:
Journal of Empirical Finance
28
(
2014
)
C
,
pp. 261-272
This paper aims at improved accuracy in testing for long-run predictability in noisy series, such as stock market returns. Long-horizon regressions have previously been the dominant approach in this area. We suggest an alternative method that yields more accurate results. We find evidence of...
Persistent link: https://www.econbiz.de/10010939524
Saved in:
4
Jumps in equilibrium prices and market microstructure noise
Lee, Suzanne S.
;
Mykland, Per A.
- In:
Journal of Econometrics
168
(
2012
)
2
,
pp. 396-406
Asset prices observed in financial markets combine equilibrium prices and market microstructure noise. In this paper, we study how to tell apart large shifts in equilibrium prices from noise using high frequency data. We propose a new nonparametric test which allows us to asymptotically remove...
Persistent link: https://www.econbiz.de/10010574085
Saved in:
5
Oil price risk exposure: The case of the U.S. Travel and Leisure Industry
Mohanty, Sunil
;
Nandha, Mohan
;
Habis, Essam
;
Juhabi, Eid
- In:
Energy Economics
41
(
2014
)
C
,
pp. 117-124
We investigate the oil price risk exposure of the U.S. Travel and Leisure industry. In this paper, we utilize the Fama–French–Carhart's (1997) four-factor asset pricing model augmented with oil price risk factor. The results of our study suggest that oil price sensitivities vary...
Persistent link: https://www.econbiz.de/10010729341
Saved in:
6
No contagion, only globalization and flight to quality
Brière, Marie
;
Chapelle, Ariane
;
Szafarz, Ariane
- In:
Journal of International Money and Finance
31
(
2012
)
6
,
pp. 1729-1744
In this article, tests for globalization and contagion are separated using an ex ante definition of crises, and contagion tests are neutralized with respect to globalization effects. A large database is constructed to study the stability of correlation matrices for four asset classes: equities,...
Persistent link: https://www.econbiz.de/10010599348
Saved in:
7
Un modello a soglia per la volatilità del mercato azionario italiano: performance previsive e valutazione del rischio di portafoglio
Jamaleh, Asmara
- In:
Rivista di Politica Economica
91
(
2001
)
2
,
pp. 79-132
A Self-Exciting Threshold AutoRegressive (SETAR) model is applied to the Italian stock market volatility, to obtain volatility forecasts and Value-at-Risk (VaR) estimates. There is almost nothing dealing with Italian markets in the literature of Threshold models, which have never been used for...
Persistent link: https://www.econbiz.de/10008512990
Saved in:
8
An empirical approach to determine specific weights of driving factors for the price of
commodities
—A contribution to the measurement of the economic scarcity of minerals and metal...
Gleich, Benedikt
;
Achzet, Benjamin
;
Mayer, Herbert
; …
- In:
Resources Policy
38
(
2013
)
3
,
pp. 350-362
In recent years, commodity markets show a large amount of volatility and substantial price jumps, indicating an increasing economic scarcity in many cases. As this scarcity makes commodity procurement a critical issue for national economies, industry sectors and manufacturing companies, a number...
Persistent link: https://www.econbiz.de/10011066025
Saved in:
9
Carry
Koijen, Ralph
;
Moskowitz, Tobias J
;
Pedersen, Lasse Heje
; …
-
C.E.P.R. Discussion Papers
-
2013
including global equities, global bonds,
commodities
, US Treasuries, credit, and options. This predictability rejects a …
Persistent link: https://www.econbiz.de/10011083673
Saved in:
10
Macro fundamentals as a source of stock market volatility in China: A GARCH-MIDAS approach
Girardin, Eric
;
Joyeux, Roselyne
- In:
Economic Modelling
34
(
2013
)
C
,
pp. 59-68
In order to shed new light on the influence of volume and economic fundamentals on the long-run volatility of the Chinese stock market we follow the methodology introduced by Engle et al. (2009) and Engle and Rangel (2008) to account for the effects of macro fundamentals, and augment it with...
Persistent link: https://www.econbiz.de/10010709340
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->