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accessRights:"restricted"
person:"Constant, Amelie"
~person:"Shahzad, Syed Jawad Hussain"
~person:"Smith, Simon C."
~person:"Yoon, Seong-min"
~subject:"Granger causality"
~subject:"Strukturbruch"
~subject:"Welt"
~type_genre:"Aufsatz in Zeitschrift"
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Granger causality
Strukturbruch
Welt
Estimation
54
Schätzung
54
Aktienmarkt
20
Stock market
20
Volatility
19
Volatilität
19
Capital income
17
Kapitaleinkommen
17
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13
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11
ARCH-Modell
11
Spillover effect
11
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11
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Aufsatz in Zeitschrift
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23
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English
23
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Constant, Amelie
Shahzad, Syed Jawad Hussain
Smith, Simon C.
Yoon, Seong-min
Gupta, Rangan
34
Zaremba, Adam
20
Hammoudeh, Shawkat
17
Balcilar, Mehmet
15
Lee, Chien-chiang
14
Xuan Vinh Vo
14
Bouri, Elie
12
Wohar, Mark E.
12
Gil-Alaña, Luis A.
11
Shahbaz, Muhammad
11
Tiwari, Aviral Kumar
11
Mensi, Walid
10
Nonejad, Nima
10
Apergēs, Nikolaos
9
Gozgor, Giray
9
Ji, Qiang
9
Kang, Sang Hoon
9
Ma, Feng
9
Pierdzioch, Christian
9
Pradhan, Rudra Prakash
9
Salisu, Afees A.
9
Saunoris, James W.
9
Wang, Yudong
9
Zhu, Huiming
9
Chang, Chun Ping
8
Bahmani-Oskooee, Mohsen
7
Bilgin, Mehmet Huseyin
7
Demirer, Rıza
7
Han, Liyan
7
Long, Huaigang
7
Malik, Farooq
7
Nguyen Phuc Canh
7
Umar, Zaghum
7
Yilmazkuday, Hakan
7
Yin, Libo
7
Cepni, Oguzhan
6
Chang, Tsangyao
6
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Applied economics
5
Energy economics
3
Finance research letters
3
International review of financial analysis
3
Applied economics letters
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of economic studies
1
Research in international business and finance
1
South Asian journal of global business research : SAJGBR ; the official journal of the South Asian Academy of Management
1
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ECONIS (ZBW)
23
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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
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2
Structural breaks in grouped heterogeneity
Smith, Simon C.
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 752-764
Persistent link: https://www.econbiz.de/10014448432
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3
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
Saved in:
4
The influence of oil, gold and stock market index on US equity sectors
BenSaïda, Ahmed
;
Hernandez, Jose Arreola
;
Litimi, Houda
; …
- In:
Applied economics
54
(
2022
)
6
,
pp. 719-732
Persistent link: https://www.econbiz.de/10012874447
Saved in:
5
Is geopolitical risk priced in the cross-section of cryptocurrency returns?
Long, Huaigang
;
Demir, Ender
;
Będowska-Sójka, Barbara
; …
- In:
Finance research letters
49
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10013479434
Saved in:
6
A note on oil price shocks and the forecastability of gold realized volatility
Demirer, Rıza
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
Applied economics letters
28
(
2021
)
21
,
pp. 1889-1897
Persistent link: https://www.econbiz.de/10012697706
Saved in:
7
Spillovers and connectedness between major precious metals and major currency markets : the role of frequency factor
Mensi, Walid
;
Hernandez, Jose Arroeola
;
Yoon, Seong-min
; …
- In:
International review of financial analysis
74
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012803817
Saved in:
8
Financial instability and environmental degradation : a panel data investigation
Khan, Muhammad
;
Yoon, Seong-min
- In:
Applied economics
53
(
2021
)
54
,
pp. 6319-6331
Persistent link: https://www.econbiz.de/10012650400
Saved in:
9
International stock return predictability
Smith, Simon C.
- In:
International review of financial analysis
78
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013255884
Saved in:
10
The pricing of bad contagion in cryptocurrencies : a four-factor pricing model
Shahzad, Syed Jawad Hussain
;
Bouri, Elie
;
Ahmad, Tanveer
; …
- In:
Finance research letters
41
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10013335981
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