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United States
Schätzung
131,093
Estimation
124,969
Theorie
44,813
Theory
43,887
Volatility
40,965
Volatilität
40,697
Kapitaleinkommen
39,423
Capital income
39,323
Aktienmarkt
30,023
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29,915
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29,779
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29,436
USA
26,158
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19,619
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18,935
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18,539
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16,555
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11,526
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11,325
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10,830
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10,760
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10,116
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9,819
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9,187
Time series analysis
8,969
Wirkungsanalyse
8,690
EU-Staaten
8,569
Impact assessment
8,461
Wechselkurs
8,208
EU countries
8,126
Exchange rate
8,030
ARCH-Modell
7,920
CAPM
7,840
ARCH model
7,812
Geldpolitik
7,670
China
7,513
Risk
7,502
Monetary policy
7,465
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7,458
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6,938
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7
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Gupta, Rangan
136
Caporale, Guglielmo Maria
127
Gil-Alaña, Luis A.
95
Campbell, John Y.
68
Heckman, James J.
65
Stulz, René M.
58
McAleer, Michael
57
Bahmani-Oskooee, Mohsen
54
Diebold, Francis X.
52
Miller, Stephen M.
51
Bollerslev, Tim
47
Wohar, Mark E.
47
Hamermesh, Daniel S.
42
Ludvigson, Sydney C.
40
Balcilar, Mehmet
39
Engle, Robert F.
39
Timmermann, Allan
39
Blundell, Richard W.
38
Bloom, Nicholas
37
Glaeser, Edward L.
36
Koopman, Siem Jan
35
Lanne, Markku
35
Andersen, Torben
34
Haltiwanger, John C.
34
Pesaran, M. Hashem
34
Belke, Ansgar
33
Poterba, James M.
33
Titman, Sheridan
33
Bekaert, Geert
32
Pierdzioch, Christian
32
Warnock, Francis E.
32
Christiano, Lawrence J.
31
Kilian, Lutz
31
Lamont, Owen A.
31
Lettau, Martin
31
Siklos, Pierre L.
31
Basu, Susanto
30
Galí, Jordi
30
Guo, Hui
30
Hautsch, Nikolaus
30
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National Bureau of Economic Research
208
Forschungsinstitut zur Zukunft der Arbeit
65
Federal Reserve Bank of St. Louis
38
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
26
Rodney L. White Center for Financial Research
21
Federal Reserve Bank of San Francisco
20
Federal Reserve Bank of New York
19
Federal Reserve Bank of Cleveland
16
University of Chicago / Center for Research in Security Prices
15
Johns Hopkins University / Department of Economics
14
The Wharton Financial Institutions Center
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Federal Reserve Bank of Chicago
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Federal Reserve System / Division of Research and Statistics
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Institut für Weltwirtschaft
10
European University Institute / Department of Economics
9
Massachusetts Institute of Technology / Department of Economics
9
New York Stock Exchange
9
Rutgers University / Department of Economics
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USA / Bureau of Labor Statistics
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University of Glasgow / Department of Economics
8
Boston College / Department of Economics
7
Federal Reserve Bank of Richmond
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Institute of Finance and Accounting <London>
7
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
7
Center for Economic Research <Tilburg>
6
Center for the Study of Industrial Organisation
6
Centre for Analytical Finance <Århus>
6
Centre for Growth and Business Cycle Research <Manchester>
6
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6
Harvard Institute of Economic Research
6
Springer Fachmedien Wiesbaden
6
University of Hong Kong / School of Economics and Finance
6
Verlag Dr. Kovač
6
Federal Reserve Bank of Boston
5
Georgetown University / Economics Department
5
John F. Kennedy School of Government
5
Universität Mannheim
5
Birkbeck College / Department of Economics
4
Bonn Graduate School of Economics
4
Brown University / Department of Economics
4
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Working paper / National Bureau of Economic Research, Inc.
1,890
Discussion paper / Centre for Economic Policy Research
481
The journal of finance : the journal of the American Finance Association
441
Discussion paper series / IZA
429
The review of financial studies
360
Applied economics
306
Journal of financial and quantitative analysis : JFQA
232
Finance and economics discussion series
221
The journal of futures markets
221
The review of economics and statistics
214
Applied financial economics
207
NBER working paper series
200
The American economic review
191
CESifo working papers
189
Journal of banking & finance
177
Working paper
170
Journal of financial economics
167
Applied economics letters
166
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
137
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
134
The journal of real estate finance and economics
132
Journal of money, credit and banking : JMCB
123
Economics letters
119
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
119
Journal of applied econometrics
116
NBER Working Paper
113
Journal of international money and finance
112
The journal of business : B
109
International review of financial analysis
108
International review of economics & finance : IREF
107
Review of quantitative finance and accounting
106
Journal of economics and finance
100
Journal of political economy
100
Journal of monetary economics
98
Energy economics
97
Journal of economics & business
96
Journal of empirical finance
96
The North American journal of economics and finance : a journal of financial economics studies
91
Finance research letters
90
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ECONIS (ZBW)
25,090
RePEc
19
EconStor
14
BASE
9
ArchiDok
2
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25,134
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date (oldest first)
1
Return and
volatility
spillovers across equity markets in mainland China, Hong Kong and the United States
Mohammadi, Hassan
;
Tan, Yuting
- In:
Econometrics : open access journal
3
(
2015
)
2
,
pp. 215-232
Examinations of the dynamics of daily returns and
volatility
in stock markets of the US, Hong Kong and mainland China …
Persistent link: https://www.econbiz.de/10011296721
Saved in:
2
Pre-holiday effects : international evidence on the decline and reversal of a stock market anomaly
Chong, Ryan
;
Hudson, Robert
;
Keasey, Kevin
;
Littler, Kevin
- In:
Journal of international money and finance
24
(
2005
)
8
,
pp. 1226-1236
Persistent link: https://www.econbiz.de/10003229304
Saved in:
3
Seasonality in international portfolio diversification
Tang, Gordon Y. N.
- In:
Advances in Pacific Basin business, economics, and finance
2
(
1996
),
pp. 43-51
Persistent link: https://www.econbiz.de/10001211256
Saved in:
4
Portfolio returns, markets
volatility
, and seasonality
Chen, Chao
;
Zhou, Zhong-guo
- In:
Review of quantitative finance and accounting
17
(
2001
)
1
,
pp. 27-43
Persistent link: https://www.econbiz.de/10001748130
Saved in:
5
Common stochastic
volatility
trends in international stock returns
Dao, Chi-Mai
;
Wolters, Jürgen
- In:
International review of financial analysis
17
(
2008
)
3
,
pp. 431-445
Persistent link: https://www.econbiz.de/10003764415
Saved in:
6
Asian stock markets, US economic policy uncertainty and US macro-shocks
Donadelli, Michael
- In:
New Zealand economic papers
49
(
2015
)
2
,
pp. 103-133
Persistent link: https://www.econbiz.de/10011405080
Saved in:
7
Information leadership in the advanced Asia-Pacific stock markets : return,
volatility
and volume information spillovers from the US and Japan
Kim, Suk-Joong
- In:
Journal of the Japanese and international economies : …
19
(
2005
)
3
,
pp. 338-365
Persistent link: https://www.econbiz.de/10003176646
Saved in:
8
Stock
volatility
and impact of news : the case of four Asia-Pacific markets
Tse, Yiu Kuen
- In:
Advances in international banking and finance
2
(
1996
),
pp. 115-137
Persistent link: https://www.econbiz.de/10001208777
Saved in:
9
Mean and
volatility
spillover effects in the US and Pacific-Basin stock markets
Liu, Y. Angela
;
Pan, Ming-Shiun
- In:
Multinational finance journal : MF ; quarterly …
1
(
1997
)
1
,
pp. 47-62
Persistent link: https://www.econbiz.de/10001443878
Saved in:
10
Mean and
Volatility
Spillover Effects in the U.S. and Pacific-Basin Stock Markets
Liu, Y. Angela
-
2016
This paper investigates the mean return and
volatility
spillover effects from the U.S. and Japan to four Asian stock … cross-country stock investing hypothesis cannot by itself explain the international transmissions of return and
volatility
…
Persistent link: https://www.econbiz.de/10013004202
Saved in:
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