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accessRights:"restricted"
person:"Constant, Amelie"
~person:"Malik, Farooq"
~person:"Shahzad, Syed Jawad Hussain"
~person:"Yoon, Seong-min"
~subject:"Granger causality"
~subject:"Strukturbruch"
~type_genre:"Aufsatz in Zeitschrift"
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Granger causality
Strukturbruch
Estimation
57
Schätzung
57
Volatility
26
Volatilität
26
Aktienmarkt
24
Stock market
24
ARCH model
18
ARCH-Modell
18
Capital income
17
Kapitaleinkommen
17
Spillover effect
16
Spillover-Effekt
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Börsenkurs
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Share price
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Structural break
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Oil price
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Welt
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Aufsatz in Zeitschrift
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16
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16
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Constant, Amelie
Malik, Farooq
Shahzad, Syed Jawad Hussain
Yoon, Seong-min
Gil-Alaña, Luis A.
7
Cuestas, Juan Carlos
6
Lee, Junsoo
6
Pradhan, Rudra Prakash
6
Chang, Tsangyao
5
Chen, Shyh-Wei
5
Nazlıoğlu, Şaban
5
Ranjbar, Omid
5
Furuoka, Fumitaka
4
Gupta, Rangan
4
Kumar, Dilip
4
Omay, Tolga
4
Payne, James E.
4
Singh, Tarlok
4
Smith, Simon C.
4
Xie, Zixiong
4
Arvin, B. Mak
3
Arčabić, Vladimir
3
Bahmani-Oskooee, Mohsen
3
Chang, Chun Ping
3
Charles, Sébastien
3
Elmi, Zahra Mila
3
Hall, John
3
Meng, Ming
3
Narayan, Paresh Kumar
3
Ventosa-Santaulària, Daniel
3
Wohar, Mark E.
3
Aloui, Chaker
2
Anjum, Hassan
2
Bahmani, Sahar
2
Bai, Jushan
2
Balaji, B.
2
Balcilar, Mehmet
2
Bulut, Umit
2
Canarella, Giorgio
2
Caporale, Guglielmo Maria
2
Chan, Joshua
2
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Energy economics
4
Applied economics
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Finance research letters
1
Global finance journal
1
International review of economics & finance : IREF
1
Journal of economic studies
1
Journal of empirical finance
1
Review of quantitative finance and accounting
1
South Asian journal of global business research : SAJGBR ; the official journal of the South Asian Academy of Management
1
The North American journal of economics and finance : a journal of financial economics studies
1
The Singapore economic review
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
16
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1
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:
2
Non-linear effects of terrorism on economic growth in pakistan : accounting for capital per worker and structural breaks
Kumar, Ronald Ravinesh
;
Shahzad, Syed Jawad Hussain
; …
- In:
The Singapore economic review
68
(
2023
)
2
,
pp. 629-650
Persistent link: https://www.econbiz.de/10014279323
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3
Volatility spillover among sector equity returns under structural breaks
Malik, Farooq
- In:
Review of quantitative finance and accounting
58
(
2022
)
3
,
pp. 1063-1080
Persistent link: https://www.econbiz.de/10013191782
Saved in:
4
Volatility spillover between exchange rate and stock returns under volatility shifts
Malik, Farooq
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 605-613
Persistent link: https://www.econbiz.de/10012655581
Saved in:
5
Do structural breaks in volatility cause spurious volatility transmission?
Caporin, Massimiliano
;
Malik, Farooq
- In:
Journal of empirical finance
55
(
2020
),
pp. 60-82
Persistent link: https://www.econbiz.de/10012175260
Saved in:
6
Forecasting risk in the US Dollar exchange rate under volatility shifts
Anjum, Hassan
;
Malik, Farooq
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012664814
Saved in:
7
Are Islamic bonds a good safe haven for stocks? : implications for portfolio management in a time-varying regime-switching copula framework
Shahzad, Syed Jawad Hussain
;
Aloui, Chaker
;
Jammazi, Rania
- In:
Applied economics
51
(
2019
)
3
,
pp. 219-238
Persistent link: https://www.econbiz.de/10012160482
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8
Causal flows between oil and forex markets using high-frequency data : asymmetries from good and bad volatility
Alam, Md. Samsul
;
Shahzad, Syed Jawad Hussain
;
Ferrer, …
- In:
Energy economics
84
(
2019
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012183298
Saved in:
9
Estimating downside risk in stock returns under structural breaks
Hood, Matthew
;
Malik, Farooq
- In:
International review of economics & finance : IREF
58
(
2018
),
pp. 102-112
Persistent link: https://www.econbiz.de/10012034196
Saved in:
10
Modelling asymmetric volatility in oil prices under structural breaks
Ewing, Bradley T.
;
Malik, Farooq
- In:
Energy economics
63
(
2017
),
pp. 227-233
Persistent link: https://www.econbiz.de/10011757936
Saved in:
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