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accessRights:"restricted"
subject:"Capital income"
~language:"eng"
~person:"Bouri, Elie"
~person:"Long, Huaigang"
~person:"Yoon, Seong-min"
~subject:"ARCH model"
~subject:"Portfolio selection"
~subject:"Virtuelle Währung"
~subject:"Volatilität"
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Capital income
ARCH model
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Virtuelle Währung
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Estimation
72
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72
Volatility
37
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34
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Bouri, Elie
Long, Huaigang
Yoon, Seong-min
Gupta, Rangan
80
Zaremba, Adam
50
Ma, Feng
32
Wohar, Mark E.
27
Tiwari, Aviral Kumar
26
Xuan Vinh Vo
25
Balcilar, Mehmet
24
Pierdzioch, Christian
24
Bahmani-Oskooee, Mohsen
22
Wang, Yudong
21
Zhang, Yaojie
21
Kang, Sang Hoon
20
McMillan, David G.
18
Narayan, Paresh Kumar
18
Todorov, Viktor
18
Salisu, Afees A.
16
Demirer, Rıza
15
Jawadi, Fredj
15
Mensi, Walid
15
Sehgal, Sanjay
15
Hammoudeh, Shawkat
14
Kelly, Bryan T.
14
Lee, Chien-chiang
14
Shahzad, Syed Jawad Hussain
14
Wei, Yu
14
Yin, Libo
14
Zhu, Huiming
14
Bollerslev, Tim
13
Li, Jia
13
Nonejad, Nima
13
Wu, Xinyu
13
Apergēs, Nikolaos
12
Cakici, Nusret
12
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12
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12
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11
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Energy economics
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International review of financial analysis
5
Journal of international financial markets, institutions & money
4
Pacific-Basin finance journal
4
The North American journal of economics and finance : a journal of financial economics studies
4
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3
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ECONIS (ZBW)
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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
Changes in shares outstanding and country stock returns around the world
Long, Huaigang
;
Chiah, Mardy
;
Zaremba, Adam
;
Umar, Zaghum
- In:
Journal of international financial markets, …
90
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014494713
Saved in:
3
ESG investing in good and bad times : an international study
Long, Huaigang
;
Chiah, Mardy
;
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014494745
Saved in:
4
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:
5
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
- In:
The quarterly review of economics and finance
95
(
2024
),
pp. 280-293
Persistent link: https://www.econbiz.de/10014631538
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6
Spillovers of joint volatility-skewness-kurtosis of major cryptocurrencies and their determinants
Bouri, Elie
;
Jalkh, Naji
- In:
International review of financial analysis
90
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014470883
Saved in:
7
FTX Collapse and systemic risk spillovers from FTX Token to major cryptocurrencies
Bouri, Elie
;
Kamal, Elham
;
Kinateder, Harald
- In:
Finance research letters
56
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014473652
Saved in:
8
International commodity-market tail risk and stock volatility
Zhong, Juandan
;
Long, Huaigang
;
Ma, Feng
;
Wang, Jiqian
- In:
Applied economics
55
(
2023
)
49
,
pp. 5790-5799
Persistent link: https://www.econbiz.de/10014335790
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
A comprehensive investigation on the predictive power of economic policy uncertainty from non-U.S. countries for U.S. stock market returns
Huang, Yisu
;
Ma, Feng
;
Bouri, Elie
;
Huang, Dengshi
- In:
International review of financial analysis
87
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014460616
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