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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
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The North American journal of economics and finance : a journal of financial economics studies
NBER working paper series
4,496
Working paper / National Bureau of Economic Research, Inc.
4,446
Discussion paper series / IZA
3,965
NBER Working Paper
3,899
Applied economics
3,251
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2,528
Journal of econometrics
2,459
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2,447
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2,070
IZA Discussion Papers
2,022
Applied economics letters
2,012
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1,954
Finance research letters
1,797
Working paper
1,739
Journal of banking & finance
1,627
MPRA Paper
1,589
Economic modelling
1,557
Discussion paper
1,490
Energy economics
1,423
International review of financial analysis
1,297
The economic journal : the journal of the Royal Economic Society
1,260
CESifo Working Paper
1,255
Discussion paper / Tinbergen Institute
1,198
Applied financial economics
1,196
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1,194
The journal of finance : the journal of the American Finance Association
1,165
International review of economics & finance : IREF
1,158
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1,148
Working Paper
1,125
Journal of financial economics
1,057
European journal of operational research : EJOR
1,011
Econometric theory
964
International journal of forecasting
928
ECB Working Paper
905
CESifo Working Paper Series
901
Journal of international money and finance
885
Journal of empirical finance
827
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819
The journal of futures markets
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ECONIS (ZBW)
798
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1
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10
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798
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1
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:
2
GARCH models, tail indexes and error distributions : an empirical investigation
Horváth, Roman
;
Šopov, Boril
- In:
The North American journal of economics and finance : a …
37
(
2016
),
pp. 1-15
Persistent link: https://www.econbiz.de/10011672845
Saved in:
3
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:
4
The fluctuation correlation between investor sentiment and stock index using VMD-LSTM : evidence from China stock market
Gao, Zhenbin
;
Zhang, Jie
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014483735
Saved in:
5
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:
6
Cross-sectional quantile regression for estimating conditional VaR of returns during periods of high
volatility
Vidal-Llana, Xenxo
;
Guillén, Montserrat
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014225819
Saved in:
7
Testing and comparing the performance of dynamic variance and correlation models in value-at-risk
estimation
Li, Leon
- In:
The North American journal of economics and finance : a …
40
(
2017
),
pp. 116-135
Persistent link: https://www.econbiz.de/10011878799
Saved in:
8
Asymmetric causality in-mean and in-variance among equity markets indexes
González Sánchez, Mariano
- In:
The North American journal of economics and finance : a …
36
(
2016
),
pp. 49-68
Persistent link: https://www.econbiz.de/10011672599
Saved in:
9
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:
10
The contagion effect of jump risk across Asian stock markets during the Covid-19 pandemic
Zhang, Yi
;
Zhou, Long
;
Chen, Yajiao
;
Liu, Fang
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013449345
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