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~isPartOf:"Research in international business and finance"
~subject:"Schätzung"
~subject:"Volatilität"
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The U.S. business cycle, 1867-...
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Schätzung
Volatilität
Volatility
292
Börsenkurs
117
Share price
117
Aktienmarkt
111
Stock market
111
ARCH model
100
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100
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100
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99
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Gupta, Rangan
6
Umar, Zaghum
6
Chevallier, Julien
5
Aboura, Sofiane
4
Bouri, Elie
4
Gozgor, Giray
4
Guesmi, Khaled
4
Ji, Qiang
4
Lau, Chi Keung
4
Tiwari, Aviral Kumar
4
Vortelinos, Dimitrios I.
4
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3
Caporale, Guglielmo Maria
3
Corbet, Shaen
3
Hamori, Shigeyuki
3
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3
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3
Naeem, Muhammad Abubakr
3
Owusu Junior, Peterson
3
Papadamou, Stephanos
3
Smales, Lee A.
3
Zhang, Hongwei
3
Zhang, Wei
3
Aharon, David Y.
2
Ahmad, Wasim
2
Ahmed, Walid M. A.
2
Aloui, Chaker
2
Aysan, Ahmet Faruk
2
Bales, Stephan
2
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2
Bouteska, Ahmed
2
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2
Cui, Tianxiang
2
Degiannakis, Stavros
2
Ding, Shusheng
2
Essaddam, Naceur
2
Fan, Ying
2
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Research in international business and finance
Working paper / National Bureau of Economic Research, Inc.
1,958
NBER working paper series
767
Energy economics
694
Applied economics
682
Finance research letters
653
Discussion paper / Centre for Economic Policy Research
652
NBER Working Paper
623
Discussion paper series / IZA
559
Economic modelling
454
Applied economics letters
442
International review of financial analysis
442
Journal of banking & finance
439
CESifo working papers
427
Working paper
420
International review of economics & finance : IREF
418
The journal of futures markets
418
Journal of econometrics
414
Economics letters
378
The North American journal of economics and finance : a journal of financial economics studies
368
Applied financial economics
347
Journal of international money and finance
311
Journal of empirical finance
290
Journal of international financial markets, institutions & money
265
Discussion paper / Tinbergen Institute
264
Finance and economics discussion series
263
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
262
International journal of theoretical and applied finance
253
The journal of finance : the journal of the American Finance Association
251
IZA Discussion Papers
248
Journal of financial economics
246
Journal of economic dynamics & control
231
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
224
The review of economics and statistics
219
The review of financial studies
214
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
209
Working Paper
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The American economic review
206
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ECONIS (ZBW)
303
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1
The semi-strong efficiency debate : in search of a new testing framework
Ziliotto, Arianna
;
Serati, Massimiliano
- In:
Research in international business and finance
34
(
2015
),
pp. 412-438
Persistent link: https://www.econbiz.de/10011326196
Saved in:
2
The role of global economic conditions in forecasting gold market
volatility
: evidence from a GARCH-MIDAS approach
Salisu, Afees A.
;
Gupta, Rangan
;
Bouri, Elie
;
Ji, Qiang
- In:
Research in international business and finance
54
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012581489
Saved in:
3
Impact of financial market uncertainty and macroeconomic factors on stock-bond correlation in emerging markets
Dimic, Nebojsa
;
Kiviaho, Jarno
;
Piljak, Vanja
;
Äijö, Janne
- In:
Research in international business and finance
36
(
2016
),
pp. 41-51
Persistent link: https://www.econbiz.de/10011594241
Saved in:
4
Implied
volatility
and the cross section of stock returns in the UK
Poshakwale, Sunil S.
;
Chandorkar, Pankaj
;
Agarwal, Vineet
- In:
Research in international business and finance
48
(
2019
),
pp. 271-286
Persistent link: https://www.econbiz.de/10012135913
Saved in:
5
Impact of fiscal stimulus on
volatility
: a cross-country analysis
Gu, Tiantian
;
Venkateswaran, Anand
;
Erath, Marc
- In:
Research in international business and finance
65
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014434064
Saved in:
6
Local and spillover shocks in implied market
volatility
: evidence for the U.S. and Germany
Wagner, Niklas F.
;
Szimayer, Alexander
- In:
Research in international business and finance
18
(
2004
)
3
,
pp. 237-251
Persistent link: https://www.econbiz.de/10003396216
Saved in:
7
Exchange-rate
volatility
and industry trade between the US and Malaysia
Bahmani-Oskooee, Mohsen
;
Harvey, Hanafiah
- In:
Research in international business and finance
25
(
2011
)
2
,
pp. 127-155
Persistent link: https://www.econbiz.de/10008988900
Saved in:
8
The dynamic interaction between
volatility
and returns in the US stock market using leveraged bootstrap simulations
Hatemi-J, Abdulnasser
;
Irandoust, Manuchehr
- In:
Research in international business and finance
25
(
2011
)
3
,
pp. 329-334
Persistent link: https://www.econbiz.de/10009241631
Saved in:
9
Causality-in-mean and causality-in-variance among electricity prices, crude oil prices, and yen-US dollar exchange rates in Japan
Nakajima, Tadahiro
;
Hamori, Shigeyuki
- In:
Research in international business and finance
26
(
2012
)
3
,
pp. 371-386
Persistent link: https://www.econbiz.de/10009615925
Saved in:
10
Overshooting behavior in foreign exchange markets : evidence from cointegration tests
Szakmary, Andrew Charles
;
Mathur, Iqbal
;
Yu, Seong Hoon
- In:
Research in international business and finance
12
(
1995
),
pp. 117-132
Persistent link: https://www.econbiz.de/10001195663
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