//--> //--> //--> //-->
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
~isPartOf:"Economic modelling"
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
A multivariate threshold varyi...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
341
Volatilität
339
United States
281
USA
280
Estimation
213
Schätzung
213
Theorie
187
Theory
187
ARCH model
155
ARCH-Modell
155
Exchange rate
152
Wechselkurs
150
Börsenkurs
117
Share price
117
Aktienmarkt
104
Stock market
104
Time series analysis
93
Zeitreihenanalyse
93
Welt
92
World
92
Capital income
88
Kapitaleinkommen
88
Forecasting model
83
Prognoseverfahren
83
Geldpolitik
71
Monetary policy
71
Correlation
70
Korrelation
70
Oil price
70
Ölpreis
70
Cointegration
61
Financial crisis
61
Finanzkrise
61
Kointegration
61
China
58
Spillover effect
56
Spillover-Effekt
56
VAR model
55
VAR-Modell
55
Schock
52
more ...
less ...
Online availability
All
Undetermined
408
Free
2
Type of publication
All
Article
770
Type of publication (narrower categories)
All
Article in journal
770
Aufsatz in Zeitschrift
770
Conference paper
2
Konferenzbeitrag
2
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
770
Author
All
Ma, Feng
6
Arouri, Mohamed
5
Gupta, Rangan
5
Nguyen, Duc Khuong
5
Pal, Debdatta
5
Todorova, Neda
5
Zaman, Khalid
5
Caporale, Guglielmo Maria
4
Gil-Alaña, Luis A.
4
Hamori, Shigeyuki
4
Hatemi-J, Abdulnasser
4
Iglesias, Emma M.
4
Kumar, Dilip
4
Lahiani, Amine
4
Li, Bin
4
Narayan, Paresh Kumar
4
Reboredo, Juan Carlos
4
Tiwari, Aviral Kumar
4
Wang, Yudong
4
Whalley, John
4
Zhang, Wei
4
Zhang, Yaojie
4
Aloui, Chaker
3
Bahmani-Oskooee, Mohsen
3
Balcilar, Mehmet
3
Chevallier, Julien
3
Cross, Jamie
3
Degiannakis, Stavros
3
Dixon, Peter B.
3
Guesmi, Khaled
3
Hall, Stephen G.
3
Hammoudeh, Shawkat
3
Huang, Ho-chuan
3
Huang, Zhuo
3
Jouini, Jamel
3
Kim, Jong-Min
3
Li, Xiao
3
Li, Yong
3
Liu, Jing
3
Liu, Li
3
more ...
less ...
Published in...
All
Economic modelling
Working paper / National Bureau of Economic Research, Inc.
12,037
NBER working paper series
4,391
The American economic review
2,448
Discussion paper / Centre for Economic Policy Research
2,273
NBER Working Paper
2,184
Discussion paper series / IZA
1,899
Applied economics
1,813
American journal of agricultural economics
1,597
The journal of finance : the journal of the American Finance Association
1,539
Working paper
1,482
The review of economics and statistics
1,481
The review of financial studies
1,399
Journal of banking & finance
1,323
Economics letters
1,289
Energy economics
1,139
The journal of futures markets
1,069
CESifo working papers
1,027
Journal of financial economics
1,014
IZA Discussion Papers
957
Economic review
949
Finance and economics discussion series
917
Southern economic journal
908
Economic inquiry : journal of the Western Economic Association International
882
Journal of financial and quantitative analysis : JFQA
882
Journal of international money and finance
879
Monthly labor review : MLR
860
National tax journal
851
IMF Working Papers
849
Applied economics letters
847
Journal of money, credit and banking : JMCB
825
Journal of human resources : JHR
766
Finance research letters
761
IMF working papers
752
Journal of econometrics
734
International review of economics & finance : IREF
717
The journal of economic perspectives : EP ; a journal of the American Economic Association
709
Applied financial economics
704
Journal of political economy
699
International review of financial analysis
697
more ...
less ...
Source
All
ECONIS (ZBW)
770
Showing
1
-
10
of
770
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
On the risk comovements between the crude oil market and U.S. dollar exchange rates
Truchis, Gilles de
;
Keddad, Benjamin
- In:
Economic modelling
52
(
2016
),
pp. 206-215
Persistent link: https://www.econbiz.de/10011645629
Saved in:
2
Asymmetric multivariate HAR models for realized covariance matrix : a study based on
volatility
timing strategies
Qu, Hui
;
Zhang, Yi
- In:
Economic modelling
106
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013347668
Saved in:
3
Analyzing exchange rate uncertainty and bilateral export growth in China : a multivariate GARCH-based approach
Smallwood, Aaron D.
- In:
Economic modelling
82
(
2019
),
pp. 332-344
Persistent link: https://www.econbiz.de/10012203131
Saved in:
4
An empirical analysis of currency volatilities during the recent global financial crisis
Ozer-Imer, Itir
;
Ozkan, Ibrahim
- In:
Economic modelling
43
(
2014
),
pp. 394-406
Persistent link: https://www.econbiz.de/10010503043
Saved in:
5
Returns, correlations, and volatilities in equity markets : evidence from six OECD countries during the US financial crisis
Kim, Hyun Seok
;
Min, Hong-ghi
;
McDonald, Judith Ann
- In:
Economic modelling
59
(
2016
),
pp. 9-22
Persistent link: https://www.econbiz.de/10011647590
Saved in:
6
On the asymmetric effects of exchange rate
volatility
on trade flows : new evidence from US-Malaysia trade at the industry level
Bahmani-Oskooee, Mohsen
;
Aftab, Muhammad
- In:
Economic modelling
63
(
2017
),
pp. 86-103
Persistent link: https://www.econbiz.de/10011813437
Saved in:
7
Central bank intervention, threshold effects and asymmetric
volatility
: evidence from the Japanese yen-US dollar foreign exchange market
Suardi, Sandy
- In:
Economic modelling
25
(
2008
)
4
,
pp. 628-642
Persistent link: https://www.econbiz.de/10003791238
Saved in:
8
On oil-US exchange rate
volatility
relationships : an intraday analysis
Jawadi, Fredj
;
Louhichi, Waël
;
Ameur, Hachmi Ben
; …
- In:
Economic modelling
59
(
2016
),
pp. 329-334
Persistent link: https://www.econbiz.de/10011647852
Saved in:
9
Detecting nonlinear dependencies in eurozone peripheral equity markets : a multistep filtering approach
Avdoulas, Christos
;
Bekiros, Stelios
;
Boubaker, Sabri
- In:
Economic modelling
58
(
2016
),
pp. 580-587
Persistent link: https://www.econbiz.de/10011647569
Saved in:
10
International swap market contagion and
volatility
Azad, A. S. M. Sohel
;
Batten, Jonathan A.
;
Fang, Victor
; …
- In:
Economic modelling
47
(
2015
),
pp. 355-371
Persistent link: https://www.econbiz.de/10011439454
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...
//-->