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~isPartOf:"Applied economics"
~subject:"Volatilität"
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Search: subject:"Financial crisis"
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Volatilität
Financial crisis
195
Finanzkrise
195
financial crisis
46
Welt
43
World
43
Börsenkurs
30
Share price
30
Estimation
28
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24
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global financial crisis
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Hammoudeh, Shawkat
2
Aboura, Sofiane
1
Acedański, Jan
1
Ajmi, Ahdi Noomen
1
Arruda, Bruno P.
1
Balcilar, Mehmet
1
Cai, Xiao Jing
1
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1
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1
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1
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1
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1
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1
Hassan, Gazi M.
1
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Hua, Jian
1
Ignatieva, Ekaterina
1
Jawadi, Fredj
1
Kimata, James D.
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Li, Leon
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Louhichi, Waël
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Sanhaji, Bilel
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Sosvilla-Rivero, Simón
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Applied economics
Finance research letters
40
Economic modelling
35
International review of financial analysis
32
International review of economics & finance : IREF
31
Journal of international financial markets, institutions & money
28
Research in international business and finance
27
The North American journal of economics and finance : a journal of financial economics studies
26
NBER working paper series
24
Working paper / National Bureau of Economic Research, Inc.
22
Energy economics
20
NBER Working Paper
19
Journal of banking & finance
17
Journal of international money and finance
17
Journal of risk and financial management : JRFM
17
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
17
Applied economics letters
14
Applied financial economics
14
CESifo working papers
11
International journal of finance & economics : IJFE
11
Pacific-Basin finance journal
11
Discussion paper / Centre for Economic Policy Research
10
Cogent economics & finance
9
Global finance journal
9
Journal of economic dynamics & control
9
Working paper
9
Economics letters
8
Emerging markets review
8
International journal of economics and finance
8
European economic review : EER
7
Borradores de economía
6
Economic research
6
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
6
Empirical economics : a quarterly journal of the Institute for Advanced Studies
6
Journal of economics & business
6
Journal of emerging market finance
6
Journal of financial economics
6
Review of Pacific Basin financial markets and policies
6
Review of quantitative finance and accounting
6
The American economic review
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ECONIS (ZBW)
22
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1
The risks of trading on cryptocurrencies : a regime-switching approach based on volatility jumps and co-jumping behaviours
Li, Leon
- In:
Applied economics
56
(
2024
)
7
,
pp. 779-795
Persistent link: https://www.econbiz.de/10014440127
Saved in:
2
The implied volatility smirk in SPY options
Guo, Wei
;
Gehricke, Sebastian A.
;
Ruan, Xinfeng
;
Zhang, …
- In:
Applied economics
53
(
2021
)
23
,
pp. 2671-2692
Persistent link: https://www.econbiz.de/10012501393
Saved in:
3
A panel threshold VAR with stochastic volatility-in-mean model : an application to the effects of financial and uncertainty shocks in emerging economies
Soave, Gian Paulo
- In:
Applied economics
55
(
2023
)
4
,
pp. 397-431
Persistent link: https://www.econbiz.de/10013494431
Saved in:
4
The linkages, persistence, asymmetry in the volatility, the price discovery and efficiency, and the effect of the US subprime mortgage
financial
crisis
on the spot and the futures...
Paul, Muthucattu Thomas
;
Kimata, James D.
- In:
Applied economics
48
(
2016
)
7/9
,
pp. 669-683
Persistent link: https://www.econbiz.de/10011413991
Saved in:
5
Volatility spillovers and connectedness among credit default swap sector indexes
Fonseca, José da
;
Ignatieva, Ekaterina
- In:
Applied economics
50
(
2018
)
36
,
pp. 3923-3936
Persistent link: https://www.econbiz.de/10012060164
Saved in:
6
Asymmetric spillover effects between the Shanghai and Hong Kong stock markets : evidence from quantile lagged regression
Zhu, Huiming
;
Tang, Yueli
;
Guo, Peng
- In:
Applied economics
49
(
2017
)
9
,
pp. 886-902
Persistent link: https://www.econbiz.de/10011811073
Saved in:
7
Dynamic correlation and equicorrelation analysis of global financial turmoil : evidence from emerging East Asian stock markets
Cai, Xiao Jing
;
Tian, Shuairu
;
Hamori, Shigeyuki
- In:
Applied economics
48
(
2016
)
40/42
,
pp. 3789-3803
Persistent link: https://www.econbiz.de/10011628092
Saved in:
8
How does economic policy uncertainty drive gold-stock correlations? : evidence from the UK
Gao, Ruzhao
;
Zhang, Bing
- In:
Applied economics
48
(
2016
)
31/33
,
pp. 3081-3087
Persistent link: https://www.econbiz.de/10011616914
Saved in:
9
Analysis of the volatility's dependency structure during the subprime crisis
Arruda, Bruno P.
;
Pereira, Pedro L. Valls
- In:
Applied economics
45
(
2013
)
34/36
,
pp. 5031-5045
Persistent link: https://www.econbiz.de/10010225760
Saved in:
10
Volatility spillovers across daytime and overnight information between China and world equity markets
Hua, Jian
;
Sanhaji, Bilel
- In:
Applied economics
47
(
2015
)
49/51
,
pp. 5407-5431
Persistent link: https://www.econbiz.de/10011341791
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