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accessRights:"restricted"
person:"Constant, Amelie"
~person:"Hammoudeh, Shawkat"
~person:"Marcellino, Massimiliano"
~person:"Yoon, Seong-min"
~subject:"Schätzung"
~type_genre:"Aufsatz in Zeitschrift"
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Schätzung
Estimation
69
Volatility
23
Volatilität
23
Aktienmarkt
21
Stock market
21
Welt
20
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20
Capital income
14
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14
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69
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Constant, Amelie
Hammoudeh, Shawkat
Marcellino, Massimiliano
Yoon, Seong-min
Gupta, Rangan
144
Bahmani-Oskooee, Mohsen
71
Gil-Alaña, Luis A.
62
Zaremba, Adam
53
Tiwari, Aviral Kumar
49
Wohar, Mark E.
45
Apergēs, Nikolaos
41
Balcilar, Mehmet
40
Lee, Chien-chiang
38
Shahbaz, Muhammad
37
Ma, Feng
34
Salisu, Afees A.
33
Xuan Vinh Vo
33
Bouri, Elie
31
Jalles, João Tovar
30
Caporale, Guglielmo Maria
29
Narayan, Paresh Kumar
28
Pierdzioch, Christian
28
Kang, Sang Hoon
27
Wang, Yudong
27
Chang, Tsangyao
25
Mensi, Walid
25
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
11
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9
Journal of applied econometrics
5
The North American journal of economics and finance : a journal of financial economics studies
5
International review of financial analysis
4
Pacific-Basin finance journal
4
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
International review of economics & finance : IREF
3
Australian economic papers
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ECONIS (ZBW)
69
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1
Does the dynamics between government bond and equity markets validate the adaptive market hypothesis? : evidence from transfer entropy
Tiwari, Aviral Kumar
;
Jena, Sangram Keshari
;
Abakah, …
- In:
Applied economics
56
(
2024
)
2
,
pp. 186-201
Persistent link: https://www.econbiz.de/10014439885
Saved in:
2
Macroeconomic determinants of the long-term correlation between stock and exchange rate markets in China : a DCC-MIDAS-X approach considering structural breaks
Xiong, Youlin
;
Shen, Jun
;
Yoon, Seong-min
;
Dong, Xiyong
- In:
Finance research letters
61
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014490845
Saved in:
3
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:
4
Switching spillovers and connectedness between Sukuk and international Islamic stock markets
Mensi, Walid
;
Lee, Yeonjeong
;
Al Kharusi, Sami
;
Yoon, …
- In:
Pacific-Basin finance journal
84
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014534551
Saved in:
5
Impact of global macroeconomic factors on spillovers among Australian sector markets : fresh findings from a wavelet-based analysis
Jiang, Zhuhua
;
El Khoury, Rim
;
Alshater, Muneer Maher
; …
- In:
Australian economic papers
63
(
2024
)
1
,
pp. 78-105
Persistent link: https://www.econbiz.de/10014540228
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
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:
8
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:
9
Asymmetric volatility transmission and hedging strategies among REIT, stock, and oil markets
Mensi, Walid
;
Jiang, Zhuhua
;
Xuan Vinh Vo
;
Yoon, Seong-min
- In:
Australian economic papers
62
(
2023
)
4
,
pp. 597-615
Persistent link: https://www.econbiz.de/10014443716
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
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