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accessRights:"restricted"
person:"Constant, Amelie"
~person:"Shahzad, Syed Jawad Hussain"
~person:"Yoon, Seong-min"
~subject:"Granger causality"
~subject:"Strukturbruch"
~subject:"United States"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
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Granger causality
Strukturbruch
United States
Volatility
Estimation
48
Schätzung
48
Aktienmarkt
19
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19
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18
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Constant, Amelie
Shahzad, Syed Jawad Hussain
Yoon, Seong-min
Gupta, Rangan
78
Bahmani-Oskooee, Mohsen
32
Ma, Feng
25
Wohar, Mark E.
24
Balcilar, Mehmet
23
Bouri, Elie
22
Gil-Alaña, Luis A.
21
Xuan Vinh Vo
20
Tiwari, Aviral Kumar
18
Pierdzioch, Christian
17
Kang, Sang Hoon
16
Todorov, Viktor
16
Apergēs, Nikolaos
14
Lee, Chien-chiang
14
Mensi, Walid
14
Li, Jia
13
Wei, Yu
13
Zhu, Huiming
13
Bollerslev, Tim
12
Hammoudeh, Shawkat
12
Salisu, Afees A.
12
Wang, Yudong
12
Wu, Xinyu
12
Caporale, Guglielmo Maria
11
Kumar, Dilip
11
Nonejad, Nima
11
Brooks, Robert
10
Chan, Joshua
10
Chevallier, Julien
10
Demirer, Rıza
10
Jawadi, Fredj
10
Ji, Qiang
10
Zhang, Yaojie
10
Chang, Tsangyao
9
Clements, Adam
9
McAleer, Michael
9
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9
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9
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International review of financial analysis
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The North American journal of economics and finance : a journal of financial economics studies
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1
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1
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1
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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
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:
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
Spillovers and portfolio optimization of precious metals and global/regional equity markets
Hernandez, Jose Arreola
;
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
Applied economics
54
(
2022
)
20
,
pp. 2320-2342
Persistent link: https://www.econbiz.de/10012875943
Saved in:
6
Nonlinear spillover and portfolio allocation characteristics of energy equity sectors : evidence from the United States and Canada
Hernandez, Jose Arreola
;
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
Review of international economics
30
(
2022
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10012815802
Saved in:
7
Dynamic risk spillovers from oil to stock markets : fresh evidence from GARCH copula quantile regression-based CoVaR model
Tian, Maoxi
;
Alshater, Muneer Maher
;
Yoon, Seong-min
- In:
Energy economics
115
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013541787
Saved in:
8
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:
9
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:
10
Causal nexus between crude oil and US corporate bonds
Shahzad, Syed Jawad Hussain
;
Bouri, Elie
;
Hernandez, …
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 577-589
Persistent link: https://www.econbiz.de/10012655570
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