//--> //--> //--> //-->
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:"The North American journal of economics and finance : a journal of financial economics studies"
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
Time-varying dependence betwee...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Estimation
306
Schätzung
306
Börsenkurs
305
Share price
305
Volatility
255
Volatilität
255
Capital income
248
Kapitaleinkommen
248
Welt
224
World
224
Stock market
193
Aktienmarkt
190
Theorie
149
Theory
149
ARCH model
122
ARCH-Modell
122
Forecasting model
110
Prognoseverfahren
110
Spillover effect
95
Spillover-Effekt
95
USA
93
United States
93
Anlageverhalten
91
Behavioural finance
91
Portfolio selection
91
Portfolio-Management
91
Financial crisis
83
Finanzkrise
83
Time series analysis
75
Zeitreihenanalyse
75
Risk
68
China
67
Exchange rate
65
Risiko
65
Wechselkurs
65
CAPM
61
Geldpolitik
50
Monetary policy
50
Risikomaß
49
Risk measure
49
more ...
less ...
Online availability
All
Undetermined
670
Type of publication
All
Article
839
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
840
Aufsatz in Zeitschrift
840
Collection of articles of several authors
3
Sammelwerk
3
Rezension
1
Language
All
English
841
Author
All
Gupta, Rangan
22
Kang, Sang Hoon
14
Mensi, Walid
13
Lee, Chien-chiang
12
Xuan Vinh Vo
11
Wohar, Mark E.
10
Zhu, Huiming
9
Ur Rehman, Mobeen
8
Yoon, Seong-min
8
Ryu, Doojin
7
Zhou, Liyun
7
Balcilar, Mehmet
6
Dai, Zhifeng
6
Hammoudeh, Shawkat
6
Hau, Liya
6
Pierdzioch, Christian
6
Salisu, Afees A.
6
Al-Yahyaee, Khamis Hamed
5
Chen, Mei-Ping
5
Cho, Hoon
5
Hamori, Shigeyuki
5
Li, Jinfang
5
Lien, Da-hsiang Donald
5
McAleer, Michael
5
Yin, Libo
5
Beckmann, Joscha
4
Caporin, Massimiliano
4
Chan, Kam C.
4
Chang, Chia-Lin
4
Gao, Yang
4
Hu, Duni
4
Ji, Qiang
4
Jiang, Yong
4
Jung, Hojin
4
Kim, Jong-Min
4
Plastun, Alex
4
Pérez Rodríguez, Jorge V.
4
Qiao, Gaoxiu
4
Seok, Sang Ik
4
Tiwari, Aviral Kumar
4
more ...
less ...
Published in...
All
The North American journal of economics and finance : a journal of financial economics studies
NBER working paper series
5,516
Working paper / National Bureau of Economic Research, Inc.
5,373
NBER Working Paper
4,782
Discussion paper series / IZA
3,569
Applied economics
2,892
Discussion paper / Centre for Economic Policy Research
2,791
CESifo working papers
2,445
Working paper
2,173
Applied economics letters
2,081
Journal of banking & finance
1,813
Economics letters
1,796
IZA Discussion Papers
1,761
Energy economics
1,749
Finance research letters
1,734
IZA Discussion Paper
1,672
Economic modelling
1,645
IMF working papers
1,454
International review of financial analysis
1,381
Journal of international money and finance
1,304
International review of economics & finance : IREF
1,264
SpringerLink / Bücher
1,261
Journal of econometrics
1,238
Discussion paper
1,233
Policy research working paper : WPS
1,217
The journal of finance : the journal of the American Finance Association
1,156
Journal of financial economics
1,138
CESifo Working Paper
1,124
Discussion papers / CEPR
1,102
Applied financial economics
1,068
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1,059
Discussion paper / Tinbergen Institute
1,014
CESifo Working Paper Series
900
Journal of international financial markets, institutions & money
889
The review of financial studies
876
IMF working paper
870
International journal of forecasting
864
Pacific-Basin finance journal
834
Research in international business and finance
829
Journal of financial and quantitative analysis : JFQA
803
more ...
less ...
Source
All
ECONIS (ZBW)
841
Showing
1
-
10
of
841
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching : evidence from over a century of data
Ji, Qiang
;
Liu, Bing-Yue
;
Cuñado Eizaguirre, Juncal
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012658792
Saved in:
2
VIX forecasting and variance risk premium : a new GARCH approach
Liu, Qiang
;
Guo, Shuxin
;
Qiao, Gaoxiu
- In:
The North American journal of economics and finance : a …
34
(
2015
),
pp. 314-322
Persistent link: https://www.econbiz.de/10011540131
Saved in:
3
Conditional correlations and volatility spillovers between crude oil and stock index returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 116-138
Persistent link: https://www.econbiz.de/10009777824
Saved in:
4
Modeling non-normal corporate bond yield spreads by copula
Kim, Jong-Min
;
Kim, Dong H.
;
Jung, Hojin
- In:
The North American journal of economics and finance : a …
53
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012642431
Saved in:
5
Understanding the conditional out-of-sample predictive impact of the price of crude oil on aggregate equity return volatility
Nonejad, Nima
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013534202
Saved in:
6
Asymmetric volatility in equity markets around the
world
Horpestad, Jone B.
;
Lyócsa, Štefan
;
Molnár, Peter
; …
- In:
The North American journal of economics and finance : a …
48
(
2019
),
pp. 540-554
Persistent link: https://www.econbiz.de/10012120304
Saved in:
7
Forecasting VIX using two-component realized EGARCH model
Wu, Xinyu
;
Zhao, An
;
Liu, Li
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014484064
Saved in:
8
Extreme
dependence
and risk spillovers across north american equity markets
Warshaw, Evan
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 237-251
Persistent link: https://www.econbiz.de/10012117855
Saved in:
9
A TVM-Copula-MIDAS-GARCH model with applications to VaR-based portfolio selection
Jiang, Cuixia
;
Ding, Xiaoyi
;
Xu, Qifa
;
Tong, Yongbo
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012659611
Saved in:
10
Relationship between oil, stock prices and exchange rates : a vine copula based GARCH method
Aloui, Riadh
;
Ben Aïssa, Mohamed Safouane
- In:
The North American journal of economics and finance : a …
37
(
2016
),
pp. 458-471
Persistent link: https://www.econbiz.de/10011672989
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...
//-->