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accessRights:"restricted"
subject:"Capital income"
~language:"eng"
~person:"Bouri, Elie"
~person:"Ma, Feng"
~person:"Shahzad, Syed Jawad Hussain"
~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
Volatilität
Estimation
111
Schätzung
111
Volatility
64
Aktienmarkt
45
Stock market
45
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42
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Bouri, Elie
Ma, Feng
Shahzad, Syed Jawad Hussain
Yoon, Seong-min
Gupta, Rangan
80
Zaremba, Adam
50
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
Long, Huaigang
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
Gil-Alaña, Luis A.
12
Kumar, Dilip
12
Chiang, Thomas C.
11
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11
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Energy economics
16
Finance research letters
9
International review of financial analysis
9
Applied economics
8
International review of economics & finance : IREF
4
Journal of international financial markets, institutions & money
4
The North American journal of economics and finance : a journal of financial economics studies
4
Applied economics letters
3
International journal of finance & economics : IJFE
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Australian economic papers
2
Economic modelling
2
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1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International journal of financial engineering
1
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1
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1
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1
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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
Liquidity and realized volatility prediction in Chinese stock market : a time-varying transitional dynamic perspective
Xu, Yanyan
;
Liu, Jing
;
Ma, Feng
;
Chu, Jielei
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 543-560
Persistent link: https://www.econbiz.de/10014446494
Saved in:
3
Forecasting the Asian stock market volatility : evidence from WTI and INE oil futures
Ghani, Maria
;
Ma, Feng
;
Huang, Dengshi
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 1496-1512
Persistent link: https://www.econbiz.de/10014533268
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
Saved in:
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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