//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"MPRA Paper"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Caporin, Massimiliano"
~person:"Hammoudeh, Shawkat"
~subject:"ARCH model"
~subject:"Hedging"
~subject:"Risiko"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Volatility"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Hedging
Risiko
Volatility
9
Volatilität
9
Portfolio selection
5
Portfolio-Management
5
Spillover effect
5
Spillover-Effekt
5
Börsenkurs
3
Risikomanagement
3
Risk
3
Risk management
3
Share price
3
ARCH-Modell
2
Aktienmarkt
2
Estimation
2
Forecasting model
2
Prognoseverfahren
2
Schätzung
2
Spillovers
2
Stock market
2
Theorie
2
Theory
2
Welt
2
World
2
Aktienindex
1
Ankündigungseffekt
1
Anleihe
1
Announcement effect
1
Arabische Golf-Staaten
1
BRICS countries
1
BRICS-Staaten
1
Benzin
1
Bond
1
Bond risk
1
CDS index
1
Capital income
1
Causality analysis
1
Claims replication
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Author
All
Caporin, Massimiliano
Hammoudeh, Shawkat
Kang, Sang Hoon
7
Mensi, Walid
7
Gupta, Rangan
5
McAleer, Michael
4
Wu, Xinyu
4
Xuan Vinh Vo
4
Chang, Chia-Lin
3
Dai, Zhifeng
3
Pierdzioch, Christian
3
Qiao, Gaoxiu
3
Ur Rehman, Mobeen
3
Al-Jarrah, Idries Mohammad Wanas
2
Al-Yahyaee, Khamis Hamed
2
Allen, David E.
2
Asai, Manabu
2
Balcilar, Mehmet
2
Gao, Yang
2
Jiang, Yong
2
Jiang, Yonghong
2
Kok Haur Ng
2
Li, Weiping
2
Lin, Ling
2
Nonejad, Nima
2
Powell, Robert
2
Qadan, Mahmoud
2
Salisu, Afees A.
2
Sensoy, Ahmet
2
Su, Xianfang
2
Wang, Xingchun
2
Yin, Libo
2
Zhuang, Xintian
2
Al Rababa'a, Abdel Razzaq
1
Al-Maadid, Alanoud
1
Alañón Pardo, Ángel
1
Aloui, Riadh
1
Alqaralleh, Huthaifa
1
Anjum, Hassan
1
Ao, Zhiming
1
Arellano, Miguel Ataurima
1
more ...
less ...
Published in...
All
MPRA Paper
The North American journal of economics and finance : a journal of financial economics studies
Energy economics
8
International review of economics & finance : IREF
6
Journal of international financial markets, institutions & money
3
Working paper
3
Working papers
3
Applied economics
2
Econometric Institute research papers
2
Econometric reviews
2
International review of financial analysis
2
Journal of empirical finance
2
Documentos de Trabajo del ICAE
1
ERF working papers series
1
Economic modelling
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
Journal of commodity markets
1
Journal of econometrics
1
Journal of economic surveys
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of risk and financial management : JRFM
1
KIER Working Papers
1
Pacific-Basin finance journal
1
Research in international business and finance
1
SAFE working paper
1
The North American Journal of Economics and Finance
1
The world economy : the leading journal on international economic relations
1
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series
1
Working Papers in Economics
1
Working papers on finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Spillovers and directional predictability between international energy commodities and their implications for optimal portfolio and hedging
Trabelsi, Nader
;
Tiwari, Aviral Kumar
;
Hammoudeh, Shawkat
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-35
Persistent link: https://www.econbiz.de/10013534076
Saved in:
2
Dynamic risk spillovers and portfolio risk management between precious metals and global foreign exchange markets
Mensi, Walid
;
Hammoudeh, Shawkat
;
Ur Rehman, Mobeen
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012659807
Saved in:
3
Risk spillovers and portfolio management between developed and BRICS stock markets
Mensi, Walid
;
Hammoudeh, Shawkat
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
41
(
2017
),
pp. 133-155
Persistent link: https://www.econbiz.de/10011878945
Saved in:
4
Volatility transmission across currencies and commodities with US uncertainty measures
Khalifa, Ahmed A. A.
;
Otranto, Edoardo
;
Hammoudeh, Shawkat
- In:
The North American journal of economics and finance : a …
37
(
2016
),
pp. 63-83
Persistent link: https://www.econbiz.de/10011672897
Saved in:
5
Risk management and financial derivatives : an overview
Hammoudeh, Shawkat
;
McAleer, Michael
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 109-115
Persistent link: https://www.econbiz.de/10009777841
Saved in:
6
Equity and CDS sector indices : dynamic models and risk hedging
Caporin, Massimiliano
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 261-275
Persistent link: https://www.econbiz.de/10009779255
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->