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~isPartOf:"Applied economics letters"
~subject:"Volatility"
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Volatility
Estimation
1,155
Schätzung
1,155
Theorie
1,066
Theory
1,066
Welt
500
World
500
United States
467
USA
466
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463
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Gupta, Rangan
5
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4
Chevallier, Julien
3
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Power, Gabriel J.
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Ryu, Doojin
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Liu, Zhichao
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Pierdzioch, Christian
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Salisu, Afees A.
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1
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1
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Applied economics letters
Energy economics
598
Applied economics
376
International review of economics & finance : IREF
338
The North American journal of economics and finance : a journal of financial economics studies
324
Applied financial economics
265
Economics letters
246
Journal of financial economics
184
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
172
International Journal of Energy Economics and Policy : IJEEP
157
Working paper
150
International journal of finance & economics : IJFE
136
Discussion paper / Centre for Economic Policy Research
111
Computational economics
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International journal of economics and financial issues : IJEFI
102
CREATES research paper
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Cogent economics & finance
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International journal of economics and finance
98
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Finance and economics discussion series
88
The empirical economics letters : a monthly international journal of economics
75
Journal of economics and finance
72
Journal of monetary economics
72
Discussion papers / CEPR
54
Journal of international economics
53
American journal of agricultural economics
52
Empirical economics : a quarterly journal of the Institute for Advanced Studies
52
Theoretical economics letters
51
Studies in economics and finance
48
Department of Economics working paper series
47
The journal of real estate finance and economics
47
The review of economics and statistics
47
Economics and finance working paper series
46
Journal of Asian economics
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Insurance / Mathematics & economics
45
Journal of economics & business
45
Cambridge working papers in economics
43
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
43
Review of financial economics : RFE
39
Theoretical and applied economics : GAER review
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ECONIS (ZBW)
257
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1
News implied volatility and aggregate economic activity : evidence from the Japanese government bond market
Goshima, Keiichi
;
Ishijima, Hiroshi
;
Shintani, Mototsugu
- In:
Applied economics letters
31
(
2024
)
6
,
pp. 568-573
Persistent link: https://www.econbiz.de/10014470544
Saved in:
2
Currency and commodity return relationship under extreme geopolitical risks : evidence from the invasion of Ukraine
Dodd, Olga
;
Fernandez-Perez, Adrian
;
Sosvilla-Rivero, Simón
- In:
Applied economics letters
31
(
2024
)
1
,
pp. 46-55
Persistent link: https://www.econbiz.de/10014441991
Saved in:
3
Impacts of economic policy uncertainty on the time-varying risk-return relationship : evidence from G7 countries
He, Zhifang
;
Zheng, Jie
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 270-274
Persistent link: https://www.econbiz.de/10014468759
Saved in:
4
Safe-haven or speculation? : Research on price and risk dynamics of Bitcoin
Liu, Xin
;
Li, Bowen
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 281-287
Persistent link: https://www.econbiz.de/10014468773
Saved in:
5
Wars, cartels and COVID-19 : regime switching in commodity prices
Caputo, Rodrigo
;
Ordóñez, Félix
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 338-345
Persistent link: https://www.econbiz.de/10014468840
Saved in:
6
The effect of technological developments on the stock market : evidence from emerging market
Celik, Mehmet Sinan
;
Ozturk, Mutlu Basaran
;
Haykir, Ozkan
- In:
Applied economics letters
31
(
2024
)
2
,
pp. 118-121
Persistent link: https://www.econbiz.de/10014448256
Saved in:
7
Bitcoin price jumps and investor sentiment indicators
He, Chi-Wei
;
Wang, Yung-Jang
- In:
Applied economics letters
30
(
2023
)
18
,
pp. 2626-2630
Persistent link: https://www.econbiz.de/10014368296
Saved in:
8
Price discovery in bitcoin spot or futures during the Covid-19 pandemic? : Evidence from the time-varying parameter vector autoregressive model with stochastic volatility
Azhar Mohamad
;
Inani, Sarveshwar Kumar
- In:
Applied economics letters
30
(
2023
)
19
,
pp. 2749-2757
Persistent link: https://www.econbiz.de/10014368575
Saved in:
9
The reaction of financial markets to Russia’s invasion of Ukraine : evidence from gold, oil, bitcoin, and major stock markets
Diaconaşu, Delia-Elena
;
Mehdian, Seyed M.
;
Stoica, Ovidiu
- In:
Applied economics letters
30
(
2023
)
19
,
pp. 2792-2796
Persistent link: https://www.econbiz.de/10014369456
Saved in:
10
Geopolitical risk shocks and the Brazilian economy
Barros Júnior, Fernando Antônio de
;
Gomes, Fábio A.
; …
- In:
Applied economics letters
30
(
2023
)
19
,
pp. 2803-2807
Persistent link: https://www.econbiz.de/10014369477
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