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accessRights:"restricted"
person:"Constant, Amelie"
~person:"Hammoudeh, Shawkat"
~person:"Kang, Sang Hoon"
~person:"Marcellino, Massimiliano"
~person:"Sehgal, Sanjay"
~subject:"Schätzung"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation"
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Schätzung
Estimation
90
Volatility
34
Volatilität
34
Aktienmarkt
29
Stock market
29
Spillover effect
27
Spillover-Effekt
27
Welt
26
World
26
Börsenkurs
22
Capital income
22
Kapitaleinkommen
22
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22
Hedging
14
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14
Portfolio-Management
14
USA
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13
ARCH model
12
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12
Oil price
12
Theorie
12
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11
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11
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Risiko
9
Risk
9
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9
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Time series analysis
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9
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9
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8
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Article
90
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Aufsatz in Zeitschrift
Article in journal
90
Arbeitspapier
35
Graue Literatur
35
Non-commercial literature
35
Working Paper
35
Language
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English
90
Author
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Constant, Amelie
Hammoudeh, Shawkat
Kang, Sang Hoon
Marcellino, Massimiliano
Sehgal, Sanjay
Gupta, Rangan
145
Bahmani-Oskooee, Mohsen
71
Gil-Alaña, Luis A.
63
Zaremba, Adam
53
Tiwari, Aviral Kumar
50
Wohar, Mark E.
45
Apergēs, Nikolaos
41
Balcilar, Mehmet
40
Lee, Chien-chiang
38
Shahbaz, Muhammad
37
Ma, Feng
34
Salisu, Afees A.
34
Xuan Vinh Vo
34
Bouri, Elie
32
Jalles, João Tovar
30
Caporale, Guglielmo Maria
29
Narayan, Paresh Kumar
28
Pierdzioch, Christian
28
Wang, Yudong
27
Chang, Tsangyao
26
Mensi, Walid
26
Yoon, Seong-min
26
Kumbhakar, Subal
24
Serletis, Apostolos
24
Shahzad, Syed Jawad Hussain
24
Zhang, Yaojie
23
Afonso, António
22
Gozgor, Giray
22
Jawadi, Fredj
22
Zhu, Huiming
22
Demirer, Rıza
20
Polemis, Michael
20
Tsionas, Efthymios G.
20
Wagner, Joachim
20
Lau, Chi Keung
19
Todorov, Viktor
19
Yin, Libo
19
Herwartz, Helmut
18
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Energy economics
9
The North American journal of economics and finance : a journal of financial economics studies
7
International review of economics & finance : IREF
6
Applied economics
5
Journal of applied econometrics
5
Pacific-Basin finance journal
5
International review of financial analysis
4
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
IIMB management review
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
International journal of emerging markets
3
Decision
2
International journal of finance & economics : IJFE
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of econometrics
2
Journal of international financial markets, institutions & money
2
The quarterly review of economics and finance
2
Theoretical economics letters
2
Asia-Pacific financial markets
1
Economic modelling
1
Economic systems
1
Economics letters
1
Emerging markets review
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Energy policy
1
Global business review
1
International economics and economic policy : IEEP
1
International journal of forecasting
1
Investment management and financial innovations
1
Journal of economics and finance
1
Journal of international money and finance
1
Journal of quantitative economics
1
Research in international business and finance
1
Review of international economics
1
Risk management : an international journal
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The European journal of finance
1
The Indian economic journal
1
The energy journal
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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ECONIS (ZBW)
90
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1
Dynamic spillover and connectedness in higher moments of European stock sector markets
Nekhili, Ramzi
;
Mensi, Walid
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
Research in international business and finance
68
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014451818
Saved in:
2
Global uncertainties and Australian financial markets : quantile time-frequency connectedness
Sheikh, Umaid A.
;
Asadi, Mehrad
;
Roubaud, David
; …
- In:
International review of financial analysis
92
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014492393
Saved in:
3
Does effect of risk and uncertainties on US sectoral returns differ across different investment horizons and market conditions
Ur Rehman, Mobeen
;
Ghardallou, Wafa
;
Ahmad, Nasir
;
Xuan …
- In:
Risk management : an international journal
26
(
2024
)
1
,
pp. 1-49
Persistent link: https://www.econbiz.de/10014478847
Saved in:
4
Dynamic spillovers in higher moments and jumps across ETFs and economic and financial uncertainty factors in the context of successive shocks
Alomari, Mohammed
;
Selmi, Refk
;
Mensi, Walid
;
Ko, Hee-Un
; …
- In:
The quarterly review of economics and finance
93
(
2024
),
pp. 210-228
Persistent link: https://www.econbiz.de/10014494645
Saved in:
5
Extreme time-frequency connectedness across U.S. sector stock and commodity futures markets
Bhattacherjee, Purba
;
Mishra, Sibanjan
;
Kang, Sang Hoon
- In:
International review of economics & finance : IREF
93
(
2024
)
2
,
pp. 1176-1197
Persistent link: https://www.econbiz.de/10014535697
Saved in:
6
Comparative analysis of responses of risky and safe haven assets to stock market risk before and after the yield curve inversions in the U.S.
Sokhanvar, Amin
;
Hammoudeh, Shawkat
- In:
International review of economics & finance : IREF
94
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014582771
Saved in:
7
Oil, gold and international stock markets : extreme spillovers, connectedness and its determinants
Mensi, Walid
;
Ziadat, Salem Adel
;
Al Rababa'a, Abdel Razzaq
- In:
The quarterly review of economics and finance
95
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014631290
Saved in:
8
Return-volatility relationships in cryptocurrency markets : evidence from asymmetric quantiles and non-linear ARDL approach
Karim, Muhammad Mahmudul
;
Ali, Md Hakim
;
Yarovaya, Larisa
; …
- In:
International review of financial analysis
90
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014470582
Saved in:
9
The financial Kuznets curve of energy consumption : global evidence
Doytch, Nadia
;
Elheddad, Mohamed
;
Hammoudeh, Shawkat
- In:
Energy policy
177
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014479031
Saved in:
10
How macroeconomic factors drive the linkages between inflation and oil markets in global economies? : a multiscale analysis
Mensi, Walid
;
Ur Rehman, Mobeen
;
Hammoudeh, Shawkat
; …
- In:
International economics : a journal published by CEPII …
173
(
2023
),
pp. 212-232
Persistent link: https://www.econbiz.de/10014373763
Saved in:
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