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Structural breaks and GARCH mo...
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United States
Schätzung
131,057
Estimation
124,933
Theorie
54,370
Theory
53,164
Volatility
40,917
Volatilität
40,649
Kapitaleinkommen
39,391
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39,291
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30,051
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30,008
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29,901
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29,739
Share price
29,694
Time series analysis
28,717
USA
28,049
Welt
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19,142
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18,182
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17,226
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17,085
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11,846
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11,683
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11,310
Portfolio-Management
11,213
Portfolio selection
11,137
Economic growth
11,065
ARCH-Modell
10,582
ARCH model
10,401
EU-Staaten
9,308
Wirkungsanalyse
9,169
Impact assessment
8,933
EU countries
8,840
Wechselkurs
8,820
Exchange rate
8,644
Cointegration
8,348
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8,318
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9
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Caporale, Guglielmo Maria
147
Gupta, Rangan
144
Gil-Alaña, Luis A.
135
Campbell, John Y.
71
Heckman, James J.
65
McAleer, Michael
65
Diebold, Francis X.
64
Miller, Stephen M.
59
Stulz, René M.
58
Bahmani-Oskooee, Mohsen
55
Wohar, Mark E.
53
Bollerslev, Tim
48
Timmermann, Allan
48
Koopman, Siem Jan
47
Engle, Robert F.
45
Watson, Mark W.
45
Stock, James H.
44
Hamermesh, Daniel S.
43
Lanne, Markku
41
Balcilar, Mehmet
40
Ludvigson, Sydney C.
40
Blundell, Richard W.
38
Belke, Ansgar
37
Bloom, Nicholas
37
Pesaran, M. Hashem
37
Glaeser, Edward L.
36
Haltiwanger, John C.
35
Andersen, Torben
34
Marcellino, Massimiliano
34
Pierdzioch, Christian
34
Pástor, Ľuboš
34
Christiano, Lawrence J.
33
Poterba, James M.
33
Titman, Sheridan
33
Bekaert, Geert
32
Gil-Alana, Luis A.
32
Lettau, Martin
32
Schorfheide, Frank
32
Siklos, Pierre L.
32
Warnock, Francis E.
32
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National Bureau of Economic Research
219
Forschungsinstitut zur Zukunft der Arbeit
65
Federal Reserve Bank of St. Louis
45
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
26
Federal Reserve Bank of New York
21
Rodney L. White Center for Financial Research
21
Federal Reserve Bank of San Francisco
20
Federal Reserve Bank of Cleveland
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University of Chicago / Center for Research in Security Prices
16
Johns Hopkins University / Department of Economics
14
Federal Reserve Bank of Chicago
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The Wharton Financial Institutions Center
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European University Institute / Department of Economics
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Federal Reserve System / Division of Research and Statistics
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Institut für Weltwirtschaft
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New York Stock Exchange
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Boston College / Department of Economics
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Federal Reserve Bank of Richmond
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
7
Springer Fachmedien Wiesbaden
7
Center for Economic Research <Tilburg>
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Center for the Study of Industrial Organisation
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Centre for Analytical Finance <Århus>
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Centre for Growth and Business Cycle Research <Manchester>
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Econometrisch Instituut <Rotterdam>
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Harvard Institute of Economic Research
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Verlag Dr. Kovač
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5
Federal Reserve Bank of Boston
5
Georgetown University / Economics Department
5
International Monetary Fund (IMF)
5
Queen Mary College / Department of Economics
5
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Working paper / National Bureau of Economic Research, Inc.
1,931
Discussion paper / Centre for Economic Policy Research
501
The journal of finance : the journal of the American Finance Association
451
Discussion paper series / IZA
427
The review of financial studies
368
Applied economics
345
The journal of futures markets
240
The review of economics and statistics
236
Finance and economics discussion series
234
Journal of financial and quantitative analysis : JFQA
232
Applied financial economics
216
NBER working paper series
211
The American economic review
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CESifo working papers
195
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
194
Working paper
191
Journal of banking & finance
183
Applied economics letters
176
Journal of financial economics
168
Economics letters
149
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
148
Journal of money, credit and banking : JMCB
144
Journal of applied econometrics
141
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
140
The journal of real estate finance and economics
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NBER Working Paper
122
International review of financial analysis
114
Journal of monetary economics
113
The journal of business : B
113
Journal of international money and finance
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Review of quantitative finance and accounting
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Energy economics
106
International review of economics & finance : IREF
106
Journal of political economy
106
Economic modelling
105
Journal of economics and finance
105
Journal of economics & business
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Journal of macroeconomics
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Journal of empirical finance
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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RePEc
29
EconStor
16
BASE
9
ArchiDok
3
USB Cologne (EcoSocSci)
2
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10
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date (oldest first)
1
Breaks and outliers when modelling the
volatility
of the U.S. stock market
Chatzikonstanti, Vasiliki
- In:
Applied economics
49
(
2017
)
46
,
pp. 4704-4717
Persistent link: https://www.econbiz.de/10011844777
Saved in:
2
Structural breaks and
volatility
spillovers : the case of the US and Canadian Stock Markets
Tsuji, Chikashi
- In:
Journal of management research
11
(
2019
)
2
,
pp. 30-44
Persistent link: https://www.econbiz.de/10011993943
Saved in:
3
Structural change in the correlation, return and
volatility
spillovers : evidence from the oil, stock and exchange rate markets in the United States
Su, Jung-bin
- In:
Economic research
35
(
2022
)
1,6
,
pp. 6918-6944
Persistent link: https://www.econbiz.de/10014428554
Saved in:
4
Risk spillovers from China's and the US stock markets during high-
volatility
periods : evidence from East Asianstock markets
Wang, Bo
;
Xiao, Yang
- In:
International review of financial analysis
86
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014249132
Saved in:
5
Long memory analysis : an empirical investigation
Nazarian, Rafik
;
Naderi, Esmaeil
;
Gandali Alikhani, Nadiya
- In:
International journal of economics and financial issues …
4
(
2014
)
1
,
pp. 16-26
Persistent link: https://www.econbiz.de/10010519739
Saved in:
6
Forecasting risk in the US Dollar exchange rate under
volatility
shifts
Anjum, Hassan
;
Malik, Farooq
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012664814
Saved in:
7
Estimating
volatility
transmission between oil prices and the US Dollar exchange rate under structural breaks
Anjum, Hassan
- In:
Journal of economics and finance
43
(
2019
)
4
,
pp. 750-763
Persistent link: https://www.econbiz.de/10012385205
Saved in:
8
Evolving United States stock market
volatility
: the role of conventional and unconventional monetary policies
Plakandaras, Vasilios
;
Gupta, Rangan
;
Balcilar, Mehmet
; …
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013449139
Saved in:
9
Instabilities in the relationships and hedging strategies between crude oil and US stock markets : do long memory and asymmetry matter?
Chkili, Walid
;
Aloui, Chaker
;
Nguyen, Duc Khuong
- In:
Journal of international financial markets, …
33
(
2014
),
pp. 354-366
Persistent link: https://www.econbiz.de/10011299818
Saved in:
10
Does high-frequency crude oil futures data contain useful information for predicting
volatility
in the US stock market? : new evidence
Wang, Jiqian
;
Huang, Yisu
;
Ma, Feng
;
Chevallier, Julien
- In:
Energy economics
91
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012518664
Saved in:
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