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~isPartOf:"Applied economics letters"
~isPartOf:"Journal of empirical finance"
~subject:"Kapitaleinkommen"
~subject:"Volatility"
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Kapitaleinkommen
Volatility
Correlation
101
Korrelation
101
Estimation
97
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97
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83
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83
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Christiansen, Charlotte
3
Nelson, Charles R.
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Chevallier, Julien
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2
Fałdziński, Marcin
2
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Applied economics letters
Journal of empirical finance
Energy economics
86
Finance research letters
83
Economic modelling
67
International review of financial analysis
66
Journal of econometrics
57
International review of economics & finance : IREF
53
Journal of banking & finance
53
Applied economics
50
Research in international business and finance
45
The North American journal of economics and finance : a journal of financial economics studies
41
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
40
Economics letters
37
The European journal of finance
32
Discussion paper / Tinbergen Institute
31
International journal of forecasting
29
Journal of international financial markets, institutions & money
29
Quantitative finance
28
International journal of theoretical and applied finance
27
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Journal of international money and finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
26
Pacific-Basin finance journal
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Computational economics
23
International journal of finance & economics : IJFE
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Journal of financial markets
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CESifo working papers
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The review of financial studies
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Econometric reviews
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Journal of mathematical finance
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Oil price volatility and macroeconomic fundamentals : a regime switching GARCH-MIDAS model
Pan, Zhiyuan
;
Wang, Yudong
;
Wu, Chongfeng
;
Yin, Libo
- In:
Journal of empirical finance
43
(
2017
),
pp. 130-142
Persistent link: https://www.econbiz.de/10011817944
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2
Are cryptocurrencies a safe haven for stock investors? : a regime-switching approach
Li, Leon
;
Miu, Peter
- In:
Journal of empirical finance
70
(
2023
),
pp. 367-385
Persistent link: https://www.econbiz.de/10014423734
Saved in:
3
Are idiosyncratic volatility and MAX priced in the Canadian market?
Aboulamer, Anas
;
Kryzanowski, Lawrence
- In:
Journal of empirical finance
37
(
2016
),
pp. 20-36
Persistent link: https://www.econbiz.de/10011662897
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4
Cryptocurrency return reversals
Kozlowski, Steven E.
;
Puleo, Michael R.
;
Zhou, Jizhou
- In:
Applied economics letters
28
(
2021
)
11
,
pp. 887-893
Persistent link: https://www.econbiz.de/10012589685
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5
CDS-bond basis and bond return predictability
Kim, Gi H.
;
Li, Haitao
;
Zhang, Weina
- In:
Journal of empirical finance
38
(
2016
),
pp. 307-337
Persistent link: https://www.econbiz.de/10011664711
Saved in:
6
Correlation
evidence in the dynamics of agricultural commodity prices
Boroumand, Raphaël Homayoun
;
Goutte, Stephane
; …
- In:
Applied economics letters
21
(
2014
)
16/18
,
pp. 1238-1242
Persistent link: https://www.econbiz.de/10010465638
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7
Dollar debt and equity returns
Braymen, Charles
;
Obonyo, Tirimba
;
Woessner, Nicholas E.
- In:
Applied economics letters
28
(
2021
)
12
,
pp. 1021-1025
Persistent link: https://www.econbiz.de/10012589735
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8
Modelling impact of monetary policy on stock market liquidity : a dynamic copula approach
Chu, Xiaojun
- In:
Applied economics letters
22
(
2015
)
10/12
,
pp. 820-824
Persistent link: https://www.econbiz.de/10011286077
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9
Stochastic volatility, liquidity and intraday information flow
Li, Jinliang
;
Wu, Chunchi
- In:
Applied economics letters
18
(
2011
)
16/18
,
pp. 1511-1515
Persistent link: https://www.econbiz.de/10009383452
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10
The impacts of liquidity measures and credit rating on corporate bond yield spreads : evidence from China's green bond market
Chang, Kai
;
Feng, Yan Ling
;
Liu, Wang
;
Lu, Ning
;
Li, …
- In:
Applied economics letters
28
(
2021
)
17
,
pp. 1446-1457
Persistent link: https://www.econbiz.de/10012626592
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