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United States
Volatility
41,111
Volatilität
40,018
Theorie
11,892
Theory
11,882
Börsenkurs
9,759
Share price
9,733
Schätzung
9,182
Estimation
9,152
Kapitaleinkommen
7,383
Capital income
7,382
ARCH-Modell
6,531
ARCH model
6,523
Aktienmarkt
6,083
Stock market
6,070
Welt
5,986
World
5,957
Finance
5,755
Public finance
5,729
Öffentliche Finanzen
5,724
USA
5,246
Ägypten
5,216
Egypt
5,198
Exchange rate
4,643
Wechselkurs
4,641
Rohstoffderivat
4,367
Commodity derivative
4,365
Prognoseverfahren
4,184
Forecasting model
4,168
Optionspreistheorie
4,044
Option pricing theory
4,028
Stochastischer Prozess
3,930
Stochastic process
3,922
Zeitreihenanalyse
3,372
Time series analysis
3,349
Risk
2,913
Oil price
2,818
Ölpreis
2,813
Risiko
2,804
Portfolio selection
2,699
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Free
1,241
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875
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Article
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2,007
Journal
16
Other
5
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2,974
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1,221
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1,219
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183
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183
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144
Thesis
122
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68
Sammlung
68
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47
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47
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Sammelwerk
41
Lehrbuch
36
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36
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9
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Gupta, Rangan
57
McAleer, Michael
53
Bahmani-Oskooee, Mohsen
34
Bollerslev, Tim
28
Andersen, Torben
23
Caporale, Guglielmo Maria
21
Hammoudeh, Shawkat
20
Chang, Chia-Lin
19
Irwin, Scott H.
19
Moffitt, Robert A.
18
Bali, Turan G.
17
Davis, Steven J.
17
Pierdzioch, Christian
17
Bouri, Elie
15
Castelnuovo, Efrem
15
Chatrath, Arjun
15
Diebold, Francis X.
15
Fernández-Villaverde, Jesús
15
Hautsch, Nikolaus
15
Asai, Manabu
14
Hegerty, Scott W.
14
Wohar, Mark E.
14
Bartram, Söhnke M.
13
Engle, Robert F.
13
Stulz, René M.
13
Tse, Yiuman
13
Ang, Andrew
12
Balcilar, Mehmet
12
Bekaert, Geert
12
Caggiano, Giovanni
12
Ederington, Louis H.
12
Fleming, Jeff
12
Guerrón-Quintana, Pablo A.
12
Guo, Hui
12
Hamori, Shigeyuki
12
Jaimovich, Nir
12
Malik, Farooq
12
Mumtaz, Haroon
12
Perri, Fabrizio
12
Salisu, Afees A.
12
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National Bureau of Economic Research
30
Federal Reserve Bank of St. Louis
10
USA / General Accounting Office
9
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
6
Princeton University Press
6
Federal Reserve Bank of New York
5
USA / Congress / Senate / Committee on Agriculture, Nutrition and Forestry
5
Centre for Growth and Business Cycle Research <Manchester>
4
European University Institute / Department of Economics
4
University of Canterbury / Dept. of Economics and Finance
4
Centre for Analytical Finance <Århus>
3
EcoMod Network
3
Federal Reserve Bank of Cleveland
3
New York Stock Exchange
3
Rodney L. White Center for Financial Research
3
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
3
American Enterprise Institute for Public Policy Research
2
Brown University / Department of Economics
2
Center for Economic Research <Tilburg>
2
Commodity Research Bureau
2
Edward Elgar Publishing
2
Federal Reserve Bank of San Francisco
2
Federal Reserve System / Board of Governors
2
Federal Reserve System / Division of Research and Statistics
2
Institute for Research in the Behavioral, Economic, and Management Sciences
2
International Monetary Fund (IMF)
2
Internationale Vereinigung der Textilindustrie
2
Internationaler Währungsfonds / Research Department
2
Krannert Graduate School of Management
2
Massachusetts Institute of Technology / Department of Economics
2
Research Seminar in International Economics
2
School of Accounting, Economics and Finance <Geelong>
2
Svenska Handelshögskolan <Helsinki>
2
Treasury Department
2
USA / Congress / House of Representatives / Committee on the Budget
2
USA / Congress / House of Representatives / Subcommittee on Finance and Hazardous Materials
2
USA / Government Accountability Office
2
USA / Subcommittee on Risk Management, Research, and Specialty Crops
2
University of British Columbia / Finance Division
2
University of Minnesota / Department of Applied Economics
2
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Published in...
All
The journal of futures markets
203
Working paper / National Bureau of Economic Research, Inc.
200
The review of financial studies
91
Discussion paper / Centre for Economic Policy Research
70
Journal of banking & finance
64
Energy economics
62
The journal of finance : the journal of the American Finance Association
62
Applied financial economics
55
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
52
Journal of financial and quantitative analysis : JFQA
48
The North American journal of economics and finance : a journal of financial economics studies
45
Working paper
45
Journal of empirical finance
40
Journal of financial economics
38
Applied economics
37
International review of economics & finance : IREF
37
International review of financial analysis
37
Finance and economics discussion series
34
Economics letters
33
American journal of agricultural economics
32
Finance research letters
32
The review of economics and statistics
32
Journal of international money and finance
31
Economic modelling
30
NBER working paper series
30
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
29
Journal of international financial markets, institutions & money
29
Journal of economics & business
28
Journal of money, credit and banking : JMCB
28
Applied economics letters
26
Econometric Institute research papers
26
The American economic review
25
Global finance journal
24
Journal of econometrics
24
The journal of derivatives : the official publication of the International Association of Financial Engineers
24
CESifo working papers
22
International finance discussion papers
22
Research in international business and finance
22
The journal of real estate finance and economics
22
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
21
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Source
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ECONIS (ZBW)
5,112
USB Cologne (EcoSocSci)
52
RePEc
36
EconStor
10
BASE
5
Showing
1
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10
of
5,215
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date (newest first)
date (oldest first)
1
Exchange rate and stock markets during trade conflicts in the USA, China, and India
Krishnan, Deepika
;
Dagar, Vishal
- In:
Global journal of emerging market economies
14
(
2022
)
2
,
pp. 185-203
Persistent link: https://www.econbiz.de/10013256644
Saved in:
2
Dynamic spillover effects in futures markets : UK and US evidence
Antonakakis, Nikolaos
;
Floros, Christos
;
Kizys, Renatas
- In:
International review of financial analysis
48
(
2016
),
pp. 406-418
Persistent link: https://www.econbiz.de/10011624538
Saved in:
3
Volume
weighted
volatility
: empirical evidence for a new realised
volatility
measure
Padungsaksawasdi, Chaiyuth
;
Daigler, Robert T.
- In:
International journal of banking, accounting and finance
9
(
2018
)
1
,
pp. 61-87
Persistent link: https://www.econbiz.de/10011955195
Saved in:
4
Exploring the unpredictable nature of climate policy uncertainty : an empirical analysis of its impact on commodity futures returns in the United States
Tang, Chia-Hsien
;
Lee, Yen-Hsien
;
Liu, Hung-Chun
;
Zeng, …
- In:
The journal of futures markets
44
(
2024
)
7
,
pp. 1277-1292
Persistent link: https://www.econbiz.de/10014553986
Saved in:
5
Quantifying the announcement effects in the U.S. lumber futures market
Ismailova, Zarina
;
Etienne, Xiaoli Liao
;
Shakya, Shishir
; …
- In:
Journal of forest economics : JFE
35
(
2020
)
4
,
pp. 375-395
Persistent link: https://www.econbiz.de/10012630842
Saved in:
6
Volatility
effects of index trading and spillovers on US agricultural futures markets : a multivariate GARCH approach
Sanjuán-López, Ana I.
;
Dawson, Philip J.
- In:
Journal of agricultural economics
68
(
2017
)
3
,
pp. 822-838
Persistent link: https://www.econbiz.de/10011949368
Saved in:
7
A test of the Samuelson hypothesis using realized range
Kalev, Petko S.
;
Huu Nhan Duong
- In:
The journal of futures markets
28
(
2008
)
7
,
pp. 680-696
Persistent link: https://www.econbiz.de/10003715120
Saved in:
8
The determinance of
volatility
on the American crude oil futures market
Lautier, Delphine
;
Riva, Fabrice
- In:
OPEC energy review
32
(
2008
)
2
,
pp. 105-122
Persistent link: https://www.econbiz.de/10003770492
Saved in:
9
Modelling time-vaying conditionl correlations in the
volatility
of Tapus oil spot and forward returns
Manera, Matteo
;
McAleer, Michael
;
Grasso, Margherita
- In:
Applied financial economics
16
(
2006
)
7
,
pp. 525-533
Persistent link: https://www.econbiz.de/10003320406
Saved in:
10
Does futures exhibit maturity effect? New evidence from an extensive set of US and foreign futures contracts
Daal, Elton
;
Farhat, Joseph
;
Wei, Peihwang
- In:
Review of financial economics : RFE
15
(
2006
)
2
,
pp. 113-128
Persistent link: https://www.econbiz.de/10003328578
Saved in:
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