Статті в журналах з теми "Volatility impulse response functions"
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Jin, Xiaoye, Sharon Xiaowen Lin, and Michael Tamvakis. "Volatility transmission and volatility impulse response functions in crude oil markets." Energy Economics 34, no. 6 (November 2012): 2125–34. http://dx.doi.org/10.1016/j.eneco.2012.03.003.
Повний текст джерелаLe Pen, Yannick, and Benoît Sévi. "Volatility transmission and volatility impulse response functions in European electricity forward markets." Energy Economics 32, no. 4 (July 2010): 758–70. http://dx.doi.org/10.1016/j.eneco.2009.12.003.
Повний текст джерелаJin, Xiaoye. "Volatility transmission and volatility impulse response functions among the Greater China stock markets." Journal of Asian Economics 39 (August 2015): 43–58. http://dx.doi.org/10.1016/j.asieco.2015.05.004.
Повний текст джерелаPanopoulou, Ekaterini, and Theologos Pantelidis. "Integration at a cost: evidence from volatility impulse response functions." Applied Financial Economics 19, no. 11 (June 2009): 917–33. http://dx.doi.org/10.1080/09603100802112300.
Повний текст джерелаHassan, Fatin Aminah. "Dynamic Shocks of Crude Oil Price and Exchange Rate on Food Prices in Emerging Countries of Southeast Asia: A Panel Vector Autoregression Model." Asian Journal of Economic Modelling 10, no. 2 (June 15, 2022): 108–23. http://dx.doi.org/10.55493/5009.v10i2.4517.
Повний текст джерелаOlson, Eric, Andrew J. Vivian, and Mark E. Wohar. "The relationship between energy and equity markets: Evidence from volatility impulse response functions." Energy Economics 43 (May 2014): 297–305. http://dx.doi.org/10.1016/j.eneco.2014.01.009.
Повний текст джерелаRahman, Sajjadur, and Apostolos Serletis. "THE ASYMMETRIC EFFECTS OF OIL PRICE SHOCKS." Macroeconomic Dynamics 15, S3 (November 2011): 437–71. http://dx.doi.org/10.1017/s1365100511000204.
Повний текст джерелаDjedović, Edin, and Irfan Djedović. "IMPACT OF CONVENTIONAL STOCK MARKET INDEX ON ISLAMIC STOCK MARKET INDEX IN BOSNIA AND HERZEGOVINA." Journal Human Research in Rehabilitation 9, no. 1 (April 2019): 73–81. http://dx.doi.org/10.21554/hrr.041909.
Повний текст джерелаOkoli, Tochukwu Timothy, Devi Datt Tewari, and Ajibola Rhodaoluwafisayomi. "The Relationship between Oil Price Volatility and Macroeconomic Variables in Nigeria: A Vector Autoregressive (VAR) Approach." Journal of Economics and Behavioral Studies 9, no. 6(J) (January 15, 2018): 237–51. http://dx.doi.org/10.22610/jebs.v9i6(j).2020.
Повний текст джерелаOkoli, Tochukwu Timothy, Devi Datt Tewari, and Ajibola Rhodaoluwafisayomi. "The Relationship between Oil Price Volatility and Macroeconomic Variables in Nigeria: A Vector Autoregressive (VAR) Approach." Journal of Economics and Behavioral Studies 9, no. 6 (January 15, 2018): 237. http://dx.doi.org/10.22610/jebs.v9i6.2020.
Повний текст джерелаChen, Mei-Ling, Kai-Li Wang, Ya-Ching Sung, Fu-Lai Lin, and Wei-Chuan Yang. "The Dynamic Relationship between the Investment Behavior and the Morgan Stanley Taiwan Index: Foreign Institutional Investors' Decision Process." Review of Pacific Basin Financial Markets and Policies 10, no. 03 (September 2007): 389–413. http://dx.doi.org/10.1142/s0219091507001124.
Повний текст джерелаMoses, Tule Kpughur, Oboh Ugbem Victor, Ebuh Godday Uwawunkonye, Onipede Samuel Fumilade, and Gbadebo Nathaniel. "Does Exchange Rate Volatility Affect Economic Growth in Nigeria?" International Journal of Economics and Finance 12, no. 7 (June 22, 2020): 54. http://dx.doi.org/10.5539/ijef.v12n7p54.
Повний текст джерелаIshfaq, Muhammad, Zhang Bi Qiong, and Awais ur Rehman. "Global Volatility Spillover in Asian Financial Markets." Mediterranean Journal of Social Sciences 9, no. 2 (March 1, 2018): 109–16. http://dx.doi.org/10.2478/mjss-2018-0031.
Повний текст джерелаChabeb, Wafa, and Adel Boubaker. "Liquidity of Tunisian Stock Market: A Panel Var Estimation." Accounting and Finance Research 10, no. 3 (August 22, 2021): 93. http://dx.doi.org/10.5430/afr.v10n3p93.
Повний текст джерелаIriabije, Alex Oisaozoje, Ubong Edem Effiong, and Nora Francis Inyang. "Capital Market Volatility and Real Sector Expansion in Nigeria." Research in Social Sciences 5, no. 2 (December 6, 2022): 78–93. http://dx.doi.org/10.53935/26415305.v5i2.245.
Повний текст джерелаWang, Wenbo, Dieu Thanh Le, and Hail Park. "Is Foreign Exchange Intervention a Panacea in Diversified Circumstances? The Perspectives of Asymmetric Effects." Sustainability 12, no. 7 (April 6, 2020): 2913. http://dx.doi.org/10.3390/su12072913.
Повний текст джерелаFloros, Christos, and Enrique Salvador. "Volatility, trading volume and open interest in futures markets." International Journal of Managerial Finance 12, no. 5 (October 10, 2016): 629–53. http://dx.doi.org/10.1108/ijmf-04-2015-0071.
Повний текст джерелаAdamczyk, Piotr. "Does the Volatility of Oil Price Affect the Structure of Employment? The Role of Exchange Rate Regime and Energy Import Dependency." Energies 15, no. 19 (September 21, 2022): 6895. http://dx.doi.org/10.3390/en15196895.
Повний текст джерелаDemirhan, Erdal, and Banu Demirhan. "The dynamic effect of exchange-rate volatility on Turkish exports: Parsimonious error-correction model approach." Panoeconomicus 62, no. 4 (2015): 429–51. http://dx.doi.org/10.2298/pan1504429d.
Повний текст джерелаAydemir, Resul, Bulent Guloglu, and Ercan Saridogan. "Volatility spillovers and dynamic correlations among foreign exchange rates and bond markets of emerging economies." Panoeconomicus, no. 00 (2020): 20. http://dx.doi.org/10.2298/pan171017020a.
Повний текст джерелаWang, Wenbo, and Hail Park. "How Vulnerable Are Financial Markets to COVID-19? A Comparative Study of the US and South Korea." Sustainability 13, no. 10 (May 17, 2021): 5587. http://dx.doi.org/10.3390/su13105587.
Повний текст джерелаDuasa, Jarita, and Salina H. Kassim. "Foreign Portfolio Investment and Economic Growth in Malaysia." Pakistan Development Review 48, no. 2 (June 1, 2009): 109–23. http://dx.doi.org/10.30541/v48i2pp.109-123.
Повний текст джерелаSayim, Mustafa, and Hamid Rahman. "The relationship between individual investor sentiment, stock return and volatility." International Journal of Emerging Markets 10, no. 3 (July 20, 2015): 504–20. http://dx.doi.org/10.1108/ijoem-07-2012-0060.
Повний текст джерелаHerman, Suzana. "TOURISM VOLATILITY TO EXTERNAL SHOCKS." Tourism and hospitality management 28, no. 3 (December 2022): 699–702. http://dx.doi.org/10.20867/thm.28.3.14.
Повний текст джерелаBhat, Aparna Prasad. "The economic determinants of the implied volatility function for currency options." International Journal of Emerging Markets 13, no. 6 (November 29, 2018): 1798–819. http://dx.doi.org/10.1108/ijoem-08-2017-0308.
Повний текст джерелаApplanaidu, Shri Dewi, and Mukhriz Izraf Azman Aziz. "Crude Oil Price and Food Security Related Variables in Malaysia." GATR Global Journal of Business Social Sciences Review 4, no. 2 (April 13, 2016): 17–21. http://dx.doi.org/10.35609/gjbssr.2016.4.2(3).
Повний текст джерелаGürel, Sinem Pınar. "How the macroeconomic conditions and the global risk factors affect sovereign CDS spreads? New Evidence from Turkey." Business & Management Studies: An International Journal 9, no. 2 (June 25, 2021): 547–60. http://dx.doi.org/10.15295/bmij.v9i2.1800.
Повний текст джерелаSingh, Amanjot, and Manjit Singh. "Intertemporal risk-return relationship in BRIC equity markets after the US financial crisis." International Journal of Law and Management 59, no. 4 (July 10, 2017): 547–70. http://dx.doi.org/10.1108/ijlma-12-2015-0065.
Повний текст джерелаBouazizi, Tarek, Fatma Mrad, Arafet Hamida, and Sawsen Nafti. "Effects of Conditional Oil Volatility on Exchange Rate and Stock Markets Returns." International Journal of Energy Economics and Policy 12, no. 2 (March 20, 2022): 53–71. http://dx.doi.org/10.32479/ijeep.12826.
Повний текст джерелаKhyareh, Mohsen, Vahid Omran, and Mohammad Ehsani. "Evaluating the welfare aspects of the simple monetary ruls for Iran." Ekonomski anali 60, no. 206 (2015): 141–66. http://dx.doi.org/10.2298/eka1506141k.
Повний текст джерелаKarn, Arodh Lal, Bhavana Raj Kondamudi, Ravi Kumar Gupta, Denis A. Pustokhin, Irina V. Pustokhina, Meshal Alharbi, Subramaniyaswamy Vairavasundaram, Vijayakumar Varadarajan, and Sudhakar Sengan. "An Empirical Analysis of the Effects of Energy Price Shocks for Sustainable Energy on the Macro-Economy of South Asian Countries." Energies 16, no. 1 (December 28, 2022): 363. http://dx.doi.org/10.3390/en16010363.
Повний текст джерелаKeliuotyte-Staniuleniene, Greta, and Julius Kviklis. "Stock Market Reactions during Different Phases of the COVID-19 Pandemic: Cases of Italy and Spain." Economies 10, no. 1 (December 22, 2021): 3. http://dx.doi.org/10.3390/economies10010003.
Повний текст джерелаAntosiewicz, Marek, and Piotr Lewandowski. "Labour market fluctuations in GIPS – shocks vs adjustments." International Journal of Manpower 38, no. 7 (October 2, 2017): 913–39. http://dx.doi.org/10.1108/ijm-04-2017-0080.
Повний текст джерелаBlackledge, Jonathan, Derek Kearney, Marc Lamphiere, Raja Rani, and Paddy Walsh. "Econophysics and Fractional Calculus: Einstein’s Evolution Equation, the Fractal Market Hypothesis, Trend Analysis and Future Price Prediction." Mathematics 7, no. 11 (November 4, 2019): 1057. http://dx.doi.org/10.3390/math7111057.
Повний текст джерелаBalina, Signe, and Rita Freimane. "Empirical Assessment of the Eurozone Monetary Policy Transmission in Latvia." New Trends and Issues Proceedings on Humanities and Social Sciences 2, no. 3 (December 7, 2016): 1–8. http://dx.doi.org/10.18844/prosoc.v2i3.1048.
Повний текст джерелаCopaciu, Mihai, Joana Madjoska, and Mite Miteski. "A DSGE model with partial euroization: the case of the Macedonian economy." Economy, Business & Development: An International Journal 2, no. 2 (November 30, 2021): 57–118. http://dx.doi.org/10.47063/ebd.00006.
Повний текст джерелаVo, Duc Hong, Tan Ngoc Vu, Anh The Vo, and Michael McAleer. "Modeling the Relationship between Crude Oil and Agricultural Commodity Prices." Energies 12, no. 7 (April 8, 2019): 1344. http://dx.doi.org/10.3390/en12071344.
Повний текст джерелаCzech, Katarzyna, and Ibrahim Niftiyev. "The Impact of Oil Price Shocks on Oil-Dependent Countries’ Currencies: The Case of Azerbaijan and Kazakhstan." Journal of Risk and Financial Management 14, no. 9 (September 9, 2021): 431. http://dx.doi.org/10.3390/jrfm14090431.
Повний текст джерелаSharma, Chandan, and Rajat Setia. "Macroeconomic fundamentals and dynamics of the Indian rupee-dollar exchange rate." Journal of Financial Economic Policy 7, no. 4 (November 2, 2015): 301–26. http://dx.doi.org/10.1108/jfep-11-2014-0069.
Повний текст джерелаBonga-Bonga, Lumengo. "Equity Prices, Monetary Policy, And Economic Activities In Emerging Market Economies: The Case Of South Africa." Journal of Applied Business Research (JABR) 28, no. 6 (October 25, 2012): 1217. http://dx.doi.org/10.19030/jabr.v28i6.7337.
Повний текст джерелаKuznyetsova, Angela, Olha Klishchuk, Andrew Lisnyak, Atik Kerimov, and Azer Babayev. "Innovation Mechanism in Monetary Policy Forecasting: Unification of all Macroeconomic Puzzles in SVAR Model." Marketing and Management of Innovations, no. 4 (2020): 219–30. http://dx.doi.org/10.21272/mmi.2020.4-17.
Повний текст джерелаPotter, Simon M. "Nonlinear impulse response functions." Journal of Economic Dynamics and Control 24, no. 10 (September 2000): 1425–46. http://dx.doi.org/10.1016/s0165-1889(99)00013-5.
Повний текст джерелаMontes‐Rojas, Gabriel. "Multivariate Quantile Impulse Response Functions." Journal of Time Series Analysis 40, no. 5 (April 21, 2019): 739–52. http://dx.doi.org/10.1111/jtsa.12452.
Повний текст джерелаLiu, Xiaochun. "Structural Volatility Impulse Response Function and Asymptotic Inference." Journal of Financial Econometrics 16, no. 2 (October 6, 2017): 316–39. http://dx.doi.org/10.1093/jjfinec/nbx029.
Повний текст джерелаAllen, David E., Michael McAleer, Robert Powell, and Abhay K. Singh. "Volatility spillover and multivariate volatility impulse response analysis of GFC news events." Applied Economics 49, no. 33 (December 6, 2016): 3246–62. http://dx.doi.org/10.1080/00036846.2016.1257210.
Повний текст джерелаLin, Wen-Ling. "Impulse Response Function for Conditional Volatility in GARCH Models." Journal of Business & Economic Statistics 15, no. 1 (January 1997): 15. http://dx.doi.org/10.2307/1392069.
Повний текст джерелаLin, Wen-Ling. "Impulse Response Function for Conditional Volatility in GARCH Models." Journal of Business & Economic Statistics 15, no. 1 (January 1997): 15–25. http://dx.doi.org/10.1080/07350015.1997.10524682.
Повний текст джерелаTubiello, Francesco N., and Michael Oppenheimer. "Impulse-response functions and anthropogenic CO2." Geophysical Research Letters 22, no. 4 (February 15, 1995): 413–16. http://dx.doi.org/10.1029/94gl03276.
Повний текст джерелаBreitung, Jörg, and Philip Hans Franses. "Impulse response functions for periodic integration." Economics Letters 55, no. 1 (August 1997): 35–40. http://dx.doi.org/10.1016/s0165-1765(97)00047-5.
Повний текст джерелаWickens, Michael R., and Roberto Motto. "Estimating shocks and impulse response functions." Journal of Applied Econometrics 16, no. 3 (2001): 371–87. http://dx.doi.org/10.1002/jae.617.
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