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Liquidity risk and time-varyin...
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Share price
Risk
45,366
Risiko
44,913
Theorie
44,678
Theory
43,952
Volatility
41,111
Volatilität
40,842
OECD-Staaten
30,751
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30,102
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29,995
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29,945
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27,955
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26,762
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23,054
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22,759
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22,116
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16,858
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16,816
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16,503
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16,443
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16,192
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15,844
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15,501
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15,188
Liquidity
10,288
Portfolio-Management
10,065
Portfolio selection
10,003
Liquidität
9,825
Prognoseverfahren
8,928
Forecasting model
8,832
Geldpolitik
8,199
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7,960
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7,890
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7,866
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7,778
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7,721
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7,407
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7,319
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6,926
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Gupta, Rangan
149
Caporale, Guglielmo Maria
131
Zaremba, Adam
69
McAleer, Michael
59
Narayan, Paresh Kumar
56
Gil-Alaña, Luis A.
50
Pierdzioch, Christian
47
Ryu, Doojin
47
Bali, Turan G.
46
Tiwari, Aviral Kumar
46
Bouri, Elie
45
Wohar, Mark E.
45
Ma, Feng
44
Plastun, Alex
44
Weber, Michael
43
Bloom, Nicholas
41
Hautsch, Nikolaus
40
McMillan, David G.
40
Corbet, Shaen
39
Hammoudeh, Shawkat
39
Spagnolo, Nicola
36
Sum, Vichet
35
Salisu, Afees A.
34
Bollerslev, Tim
33
Chiang, Thomas C.
32
Lucey, Brian M.
32
Lux, Thomas
32
Demirer, Rıza
31
Faff, Robert W.
31
Nguyen, Duc Khuong
31
Balcilar, Mehmet
30
Lettau, Martin
30
Bohl, Martin T.
29
Davis, Steven J.
29
Kang, Wensheng
29
Cakici, Nusret
28
Campbell, John Y.
28
Stulz, René M.
28
Tong, Hui
28
Bansal, Ravi
27
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National Bureau of Economic Research
272
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
11
OECD
9
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6
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
5
Birkbeck College / Department of Economics
4
Christian-Albrechts-Universität zu Kiel
4
Ekonomiska forskningsinstitutet <Stockholm>
4
Federal Reserve System / Board of Governors
4
School of Finance and Business Economics <Perth, Western Australia>
4
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
3
Centre for Economic Policy Research
3
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
3
Erasmus Research Institute of Management
3
Federal Reserve Bank of San Francisco
3
Federal Reserve Bank of St. Louis
3
Federal Reserve System / Division of Research and Statistics
3
Gottfried Wilhelm Leibniz Universität Hannover
3
Kansantaloustieteen Laitos <Tampere>
3
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
The Wharton Financial Institutions Center
3
University of Canterbury / Dept. of Economics and Finance
3
Barnard College / Economics Department
2
Brown University / Department of Economics
2
Center for Economic Research <Tilburg>
2
Chambre de commerce et d'industrie de Paris
2
Federal Reserve Bank of New York
2
Goethe-Universität Frankfurt am Main / Institut für Kapitalmarktforschung
2
Institute of European Finance <Bangor, Gwynedd>
2
Internationaler Währungsfonds / European Department <2>
2
Internationaler Währungsfonds / Research Department
2
Karlsruher Institut für Technologie
2
Maine
2
Shaker Verlag
2
Stanford Institute for Economic Policy Research
2
Technische Universität Dresden
2
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
2
Universitat Pompeu Fabra / Departament d'Economia i Empresa
2
University of Chicago / Center for Research in Security Prices
2
Universität Mannheim
2
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Finance research letters
486
International review of financial analysis
310
NBER working paper series
271
Pacific-Basin finance journal
245
International review of economics & finance : IREF
242
Working paper / National Bureau of Economic Research, Inc.
238
Applied economics letters
235
Journal of banking & finance
221
Applied economics
218
Research in international business and finance
216
The North American journal of economics and finance : a journal of financial economics studies
208
NBER Working Paper
201
Journal of international financial markets, institutions & money
192
Energy economics
190
Economic modelling
177
Journal of financial economics
157
Journal of empirical finance
154
Applied financial economics
142
Journal of risk and financial management : JRFM
133
International journal of economics and financial issues : IJEFI
124
International journal of economics and finance
121
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
119
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
112
The European journal of finance
110
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
105
Review of quantitative finance and accounting
103
Cogent economics & finance
98
Journal of financial markets
98
Economics letters
97
The journal of finance : the journal of the American Finance Association
96
Discussion paper / Centre for Economic Policy Research
95
Investment management and financial innovations
94
International journal of finance & economics : IJFE
91
CESifo working papers
89
The review of financial studies
87
The journal of futures markets
85
Working paper
83
Finance India : the quarterly journal of Indian Institute of Finance
80
International Journal of Energy Economics and Policy : IJEEP
79
Journal of econometrics
79
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ECONIS (ZBW)
22,797
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1
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10
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22,797
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1
Linkages among energy price, exchange rates and stock markets : evidence from emerging African economies
Ahmed, Abdullahi Dahir
;
Huo, Rui
- In:
Applied economics
52
(
2020
)
18
,
pp. 1921-1935
Persistent link: https://www.econbiz.de/10012197624
Saved in:
2
Aggregate distress
risk
and equity returns
Guo, Hui
;
Jiang, Xiaowen
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013257367
Saved in:
3
Idiosyncratic
risk
and expected returns in frontier markets : evidence from GCC
Bley, Jorg
;
Saad, Mohsen M.
- In:
Journal of international financial markets, …
22
(
2012
)
3
,
pp. 538-554
Persistent link: https://www.econbiz.de/10009623547
Saved in:
4
Risk
and return in the Chinese stock market : does equity return dispersion proxy
risk
?
Chen, Chun-Da
;
Demirer, Rıza
;
Jategaonkar, Shrikant P.
- In:
Pacific-Basin finance journal
33
(
2015
),
pp. 23-37
Persistent link: https://www.econbiz.de/10011474042
Saved in:
5
Verteilungsmodelle und Risikomaße für Minimalrenditen
Mihai, Mihnea-Stefan
-
2005
Persistent link: https://www.econbiz.de/10002948930
Saved in:
6
Downside
risk
in the oil market : does it affect stock returns in China?
Su, Zhi
;
Mo, Xuan
;
Yin, Libo
- In:
Emerging markets, finance & trade : a journal of the …
57
(
2021
)
11
,
pp. 3139-3152
Persistent link: https://www.econbiz.de/10012607465
Saved in:
7
The impacts of oil price shocks and United States economic uncertainty on global stock markets
Kwon, Dohyoung
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 1595-1607
Persistent link: https://www.econbiz.de/10013184361
Saved in:
8
The impact of domestic and global
risk
factors on Turkish stock market : evidence from the NARDL approach
Erdoğan, Levent
;
Ceylan, Reşat
;
Abdul-Rahman, Mutawakil
- In:
Emerging markets, finance & trade : a journal of the …
58
(
2022
)
7
,
pp. 1961-1974
Persistent link: https://www.econbiz.de/10013190240
Saved in:
9
Idiosyncratic tail
risk
and expected stock returns : evidence from the Chinese stock markets
Long, Huaigang
;
Jiang, Yuexiang
;
Zhu, Yanjian
- In:
Finance research letters
24
(
2018
),
pp. 129-136
Persistent link: https://www.econbiz.de/10011982519
Saved in:
10
Oil prices and stock markets : does the effect of uncertainty change over time?
Joo, Young C.
;
Park, Sung Y.
- In:
Energy economics
61
(
2017
),
pp. 42-51
Persistent link: https://www.econbiz.de/10011737651
Saved in:
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