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accessRights:"restricted"
subject:"Capital income"
~language:"eng"
~person:"Bouri, Elie"
~person:"Yoon, Seong-min"
~subject:"ARCH model"
~subject:"Aktienmarkt"
~subject:"Portfolio selection"
~subject:"Spillover effect"
~subject:"Virtuelle Währung"
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Capital income
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Estimation
58
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58
Volatility
34
Volatilität
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Bouri, Elie
Yoon, Seong-min
Gupta, Rangan
82
Zaremba, Adam
51
Xuan Vinh Vo
30
Ma, Feng
29
Kang, Sang Hoon
26
Tiwari, Aviral Kumar
26
Balcilar, Mehmet
23
Mensi, Walid
23
Wohar, Mark E.
23
Zhang, Yaojie
20
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19
Gil-Alaña, Luis A.
18
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18
Pierdzioch, Christian
18
Salisu, Afees A.
18
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16
Demirer, Rıza
15
Lee, Chien-chiang
15
Narayan, Paresh Kumar
15
Shahzad, Syed Jawad Hussain
15
Hammoudeh, Shawkat
14
Jawadi, Fredj
14
Long, Huaigang
14
Umar, Zaghum
14
Todorov, Viktor
13
Yin, Libo
13
Caporale, Guglielmo Maria
12
Chiang, Thomas C.
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Kumar, Dilip
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Nonejad, Nima
12
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12
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11
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11
Zhu, Huiming
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10
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9
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6
International review of financial analysis
5
Finance research letters
4
The North American journal of economics and finance : a journal of financial economics studies
4
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2
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2
Journal of behavioral and experimental finance
2
Journal of international financial markets, institutions & money
2
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1
Does the dynamics between government bond and equity markets validate the adaptive market hypothesis? : evidence from transfer entropy
Tiwari, Aviral Kumar
;
Jena, Sangram Keshari
;
Abakah, …
- In:
Applied economics
56
(
2024
)
2
,
pp. 186-201
Persistent link: https://www.econbiz.de/10014439885
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2
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:
3
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:
4
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:
5
Switching spillovers and connectedness between Sukuk and international Islamic stock markets
Mensi, Walid
;
Al Kharusi, Sami
;
Yoon, Seong-min
- In:
Pacific-Basin finance journal
84
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014534551
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
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:
9
Investor sentiment and multi-scale positive and negative stock market bubbles in a panel of G7 countries
Van Eyden, Reneé
;
Gupta, Rangan
;
Nielsen, Joshua
; …
- In:
Journal of behavioral and experimental finance
38
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014456628
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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