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~isPartOf:"International review of financial analysis"
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Volatility
419
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419
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228
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188
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International review of financial analysis
Working paper / National Bureau of Economic Research, Inc.
11,773
NBER working paper series
4,129
The American economic review
2,426
Discussion paper / Centre for Economic Policy Research
2,173
Discussion paper series / IZA
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1,849
Applied economics
1,632
American journal of agricultural economics
1,580
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1,573
The journal of finance : the journal of the American Finance Association
1,517
The review of economics and statistics
1,475
The review of financial studies
1,428
Journal of banking & finance
1,234
Energy economics
1,153
Economics letters
1,105
IZA Discussion Papers
1,087
The journal of futures markets
1,039
CESifo working papers
1,026
Journal of financial economics
995
Economic review
932
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904
Southern economic journal
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Economic inquiry : journal of the Western Economic Association International
879
Journal of financial and quantitative analysis : JFQA
868
Monthly labor review : MLR
861
National tax journal
851
Finance research letters
786
Journal of money, credit and banking : JMCB
786
Journal of human resources : JHR
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Applied economics letters
770
The journal of economic perspectives : EP ; a journal of the American Economic Association
718
Journal of political economy
708
The quarterly journal of economics
664
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
657
The journal of law & economics
653
Economic modelling
644
Challenge
641
Applied financial economics
623
American economic journal : a journal of the American Economic Association
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ECONIS (ZBW)
640
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1
Equities, credits and volatilities : a multivariate analysis of the European market during the subprime crisis
Schreiber, Irene
;
Müller, Gernot
;
Klüppelberg, Claudia
; …
- In:
International review of financial analysis
24
(
2012
),
pp. 57-65
Persistent link: https://www.econbiz.de/10009688173
Saved in:
2
Forecasting Value-at-Risk using functional
volatility
incorporating an exogenous effect
Pourkhanali, Armin
;
Tafakori, Laleh
;
Bee, Marco
- In:
International review of financial analysis
89
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014467094
Saved in:
3
Are investment grade Sukuks decoupled from the conventional yield curve?
Trabelsi, Nader
;
Umar, Zaghum
;
Dogah, Kingsley E.
;
Xuan …
- In:
International review of financial analysis
91
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014446968
Saved in:
4
On financial contagion and implied market
volatility
Kenourgios, Dimitris
- In:
International review of financial analysis
34
(
2014
),
pp. 21-30
Persistent link: https://www.econbiz.de/10010520404
Saved in:
5
Dynamic conditional copula correlation and optimal hedge ratios with currency futures
Kotkatvuori-Örnberg, Juha
- In:
International review of financial analysis
47
(
2016
),
pp. 60-69
Persistent link: https://www.econbiz.de/10011624046
Saved in:
6
Multivariate FIAPARCH modelling of financial markets with dynamic correlations in times of crisis
Karanasos, Menelaos
;
Yfanti, Stavroula
;
Karoglou, Michail
- In:
International review of financial analysis
45
(
2016
),
pp. 332-349
Persistent link: https://www.econbiz.de/10011583871
Saved in:
7
Is Bitcoin a hedge or safe haven for currencies? : an intraday analysis
Urquhart, Andrew
;
Zhang, Hanxiong
- In:
International review of financial analysis
63
(
2019
),
pp. 49-57
Persistent link: https://www.econbiz.de/10012207368
Saved in:
8
What the hack : systematic risk contagion from cyber events
Corbet, Shaen
;
Gurdgiev, Constantin
- In:
International review of financial analysis
65
(
2019
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012208873
Saved in:
9
Contagion, decoupling and the spillover effects of the US financial crisis : evidence from the BRIC markets
Bekiros, Stelios D.
- In:
International review of financial analysis
33
(
2014
),
pp. 58-69
Persistent link: https://www.econbiz.de/10010520075
Saved in:
10
The impact of the 2008 and 2010 financial crises on the Hurst exponents of international stock markets : implications for efficiency and contagion
Horta, Paulo
;
Lagoa, Sérgio
;
Martins, Luís Filipe
- In:
International review of financial analysis
35
(
2014
),
pp. 140-153
Persistent link: https://www.econbiz.de/10010529616
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