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isPartOf:"Review of financial economics : RFE"
~isPartOf:"Applied economics"
~isPartOf:"Energy economics"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Research in international business and finance"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"McMillan, David G."
~person:"Tiwari, Aviral Kumar"
~subject:"Aktienmarkt"
~subject:"Schätzung"
~subject:"Volatility"
~subject:"Volatilität"
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Search: subject_exact:"Capital income"
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Aktienmarkt
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Volatilität
Capital income
25
Kapitaleinkommen
25
Börsenkurs
15
Share price
15
Estimation
13
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McMillan, David G.
Tiwari, Aviral Kumar
Gupta, Rangan
21
Zaremba, Adam
11
Bekaert, Geert
10
Bouri, Elie
10
Campbell, John Y.
10
Diebold, Francis X.
9
Andersen, Torben
8
Ferson, Wayne E.
8
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8
Harvey, Campbell R.
8
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Demirer, Rıza
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Ma, Feng
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6
Bollerslev, Tim
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Umar, Zaghum
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Wang, Yudong
6
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5
Lamont, Owen A.
5
Lustig, Hanno
5
Nieuwerburgh, Stijn van
5
Ramiah, Vikash
5
Stambaugh, Robert F.
5
Zhang, Xiaoyan
5
Zhu, Huiming
5
Apergēs, Nikolaos
4
Auer, Benjamin R.
4
Balcilar, Mehmet
4
Chevallier, Julien
4
Engle, Robert F.
4
Gil-Alaña, Luis A.
4
Grobys, Klaus
4
Hodrick, Robert J.
4
Jareño, Francisco
4
Kanas, Angelos
4
Koijen, Ralph S. J.
4
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Review of financial economics : RFE
Applied economics
Energy economics
International journal of finance & economics : IJFE
Research in international business and finance
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Working paper / National Bureau of Economic Research, Inc.
Finance research letters
7
Applied financial economics
4
The European journal of finance
3
The North American journal of economics and finance : a journal of financial economics studies
3
Cogent economics & finance
2
International review of applied economics
2
International review of financial analysis
2
Journal of forecasting
2
Journal of international financial markets, institutions & money
2
Studies in economics and finance
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The journal of asset management
2
Applied economics letters
1
China finance review international
1
ERF working papers series
1
Economic modelling
1
Economic systems
1
Economics and Business Letters : EBL
1
Federal Reserve Bank of St. Louis Working Paper
1
Financial markets, institutions & instruments
1
Indian economic review : biannual journal of the Delhi School of Economics, University of Delhi
1
International Journal of Financial Studies : open access journal
1
International journal of monetary economics and finance : IJMEF
1
International review of economics & finance : IREF
1
Istanbul business research
1
Journal of business finance & accounting : JBFA
1
Journal of economic behavior & organization : JEBO
1
Journal of economics & business
1
Journal of economics and finance
1
Journal of macroeconomics
1
Journal of quantitative economics
1
Journal of risk and financial management : JRFM
1
Oxford bulletin of economics and statistics
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The British accounting review : the journal of the British Accounting Association
1
The Manchester School
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ECONIS (ZBW)
21
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1
A time-varying Granger causality analysis between water stock and green stocks using novel approaches
Tiwari, Aviral Kumar
;
Adewuyi, Adeolu O.
;
Adeleke, …
- In:
Energy economics
126
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014483598
Saved in:
2
Conditional transmission of global shocks to emerging stock markets : evidence from the quantile connectedness network analysis
Tiwari, Aviral Kumar
;
Jena, Sangram Keshari
;
Trabelsi, Nader
- In:
Applied economics
54
(
2022
)
31
,
pp. 3621-3634
Persistent link: https://www.econbiz.de/10013410801
Saved in:
3
Time-varying dependence dynamics between international commodity prices and Australian industry stock returns : a perspective for portfolio diversification
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Energy economics
108
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10013203257
Saved in:
4
Are the top six cryptocurrencies efficient? : evidence from time-varying long memory
Jena, Sangram Keshari
;
Tiwari, Aviral Kumar
;
Doğan, Buhari
- In:
International journal of finance & economics : IJFE
27
(
2022
)
3
,
pp. 3730-3740
Persistent link: https://www.econbiz.de/10013330753
Saved in:
5
When and why do stock and bond markets predict US economic growth?
McMillan, David G.
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 331-343
Persistent link: https://www.econbiz.de/10012655482
Saved in:
6
Multiscale stock-bond correlation : implications for risk management
Al Rababa'a, Abdel Razzaq
;
Alomari, Mohammad
;
McMillan, …
- In:
Research in international business and finance
58
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013286286
Saved in:
7
Relationship between green investments, energy markets, and stock markets in the aftermath of the global financial crisis
Shahbaz, Muhammad
;
Trabelsi, Nader
;
Tiwari, Aviral Kumar
; …
- In:
Energy economics
104
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013364293
Saved in:
8
Quantile causality between banking stock and real estate securities returns in the US
Albulescu, C. T.
;
Bouri, E.
;
Tiwari, Aviral Kumar
; …
- In:
The quarterly review of economics and finance : journal …
78
(
2020
),
pp. 251-260
Persistent link: https://www.econbiz.de/10012431274
Saved in:
9
Systemic risk spillovers between crude oil and stock index returns of G7 economies : conditional value-at-risk and marginal expected shortfall approaches
Tiwari, Aviral Kumar
;
Trabelsi, Nader
;
Alqahtani, Faisal
; …
- In:
Energy economics
86
(
2020
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012512191
Saved in:
10
Time-varying co-movements between energy market and global financial markets : implication for portfolio diversification and hedging strategies
Elsayed, Ahmed H.
;
Nasreen, Samia
;
Tiwari, Aviral Kumar
- In:
Energy economics
90
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012517574
Saved in:
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