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accessRights:"restricted"
subject:"Capital income"
~accessRights:"free"
~person:"Apergēs, Nikolaos"
~person:"Bouri, Elie"
~person:"Kang, Sang Hoon"
~person:"Winter-Ebmer, Rudolf"
~subject:"ARCH model"
~subject:"Anlageverhalten"
~subject:"Bayes-Statistik"
~subject:"Cryptocurrencies"
~subject:"Estimation"
~subject:"Markov-Kette"
~subject:"Panel study"
~subject:"World"
~type_genre:"Article in journal"
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Capital income
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Cryptocurrencies
Estimation
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World
Schätzung
111
Volatility
46
Volatilität
46
Welt
35
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34
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34
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25
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Apergēs, Nikolaos
Bouri, Elie
Kang, Sang Hoon
Winter-Ebmer, Rudolf
Gupta, Rangan
156
Gil-Alaña, Luis A.
78
Bahmani-Oskooee, Mohsen
75
Zaremba, Adam
59
Tiwari, Aviral Kumar
56
Wohar, Mark E.
46
Caporale, Guglielmo Maria
45
Balcilar, Mehmet
42
Xuan Vinh Vo
41
Lee, Chien-chiang
40
Shahbaz, Muhammad
39
Hammoudeh, Shawkat
36
Ma, Feng
36
Salisu, Afees A.
35
Chang, Tsangyao
31
Jalles, João Tovar
31
Narayan, Paresh Kumar
30
Mensi, Walid
29
Pierdzioch, Christian
29
Wang, Yudong
28
Kumbhakar, Subal
27
Shahzad, Syed Jawad Hussain
27
Serletis, Apostolos
26
Yoon, Seong-min
26
Afonso, António
25
Su, Chi-Wei
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Zhang, Yaojie
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Gozgor, Giray
23
Demirer, Rıza
22
Jawadi, Fredj
22
Tsionas, Efthymios G.
22
Wagner, Joachim
22
Zhu, Huiming
22
McMillan, David G.
21
Polemis, Michael
21
Todorov, Viktor
21
Umar, Zaghum
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Energy economics
10
The North American journal of economics and finance : a journal of financial economics studies
8
Empirical economics : a quarterly journal of the Institute for Advanced Studies
6
Finance research letters
6
Economic modelling
5
International review of economics & finance : IREF
5
International review of financial analysis
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Journal of international financial markets, institutions & money
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
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Pacific-Basin finance journal
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Research in international business and finance
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3
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International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
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International journal of emerging markets
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International journal of strategic property management
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International journal of the economics of business
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International review of economics : journal of civil economy
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ECONIS (ZBW)
111
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31
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:
32
Contagious diseases and gold : over 700 years of evidence from quantile regressions
Bouri, Elie
;
Gupta, Rangan
;
Nel, Jacobus
;
Shiba, Sisa
- In:
Finance research letters
50
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014245309
Saved in:
33
Forecasting returns of major cryptocurrencies : evidence from regime-switching factor models
Bouri, Elie
;
Christou, Christina
;
Gupta, Rangan
- In:
Finance research letters
49
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013479661
Saved in:
34
Asymmetric spillover and network connectedness between gold, BRENT oil and EU subsector markets
Mensi, Walid
;
Yousaf, Imran
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
Journal of international financial markets, …
76
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013412815
Saved in:
35
Does inter-region portfolio diversification pay more than the international diversification?
Ahmad, Nasir
;
Ur Rehman, Mobeen
;
Xuan Vinh Vo
;
Kang, …
- In:
The quarterly review of economics and finance : journal …
83
(
2022
),
pp. 26-35
Persistent link: https://www.econbiz.de/10013258505
Saved in:
36
Natural disasters and monetary policy : evidence from an augmented Taylor rule
Apergēs, Nikolaos
;
Payne, James E.
- In:
Journal of financial economic policy
14
(
2022
)
3
,
pp. 317-332
Persistent link: https://www.econbiz.de/10013287811
Saved in:
37
The asymmetric relationship between returns and implied higher moments : evidence from the crude oil market
Zhang, Xinxin
;
Bouri, Elie
;
Xu, Yahua
;
Zhang, Gongqiu
- In:
Energy economics
109
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013283886
Saved in:
38
Do cryptocurrencies provide better hedging? : Evidence from major equity markets during COVID-19 pandemic
Maitra, Debasish
;
Ur Rehman, Mobeen
;
Dash, Saumya Ranjan
; …
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-27
Persistent link: https://www.econbiz.de/10013539022
Saved in:
39
The size of good and bad volatility shocks does matter for spillovers
Bouri, Elie
;
Harb, Etienne
- In:
Journal of international financial markets, …
80
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013533155
Saved in:
40
Nonlinear dependence and spillovers between cryptocurrency and global/regional equity markets
Hanif, Waqas
;
Areola Hernandez, Jose
;
Troster, Victor
; …
- In:
Pacific-Basin finance journal
74
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10013389474
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