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language:"nor"
subject:"Estimation"
~accessRights:"restricted"
~language:"eng"
~language:"hun"
~language:"pol"
~language:"rus"
~person:"Kang, Sang Hoon"
~person:"Salisu, Afees A."
~person:"Serletis, Apostolos"
~source:"econis"
~subject:"USA"
~subject:"Volatilität"
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Estimation
USA
Volatilität
Schätzung
86
Volatility
28
Spillover effect
25
Spillover-Effekt
25
Börsenkurs
22
Share price
22
Theorie
22
Theory
22
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21
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17
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VAR model
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Kang, Sang Hoon
Salisu, Afees A.
Serletis, Apostolos
Gupta, Rangan
148
Bahmani-Oskooee, Mohsen
71
Gil-Alaña, Luis A.
65
Zaremba, Adam
53
Tiwari, Aviral Kumar
50
Wohar, Mark E.
46
Apergēs, Nikolaos
41
Balcilar, Mehmet
41
Marcellino, Massimiliano
41
Lee, Chien-chiang
38
Shahbaz, Muhammad
38
Ma, Feng
34
Xuan Vinh Vo
34
Hammoudeh, Shawkat
33
Bouri, Elie
32
Caporale, Guglielmo Maria
31
Jalles, João Tovar
31
Pierdzioch, Christian
30
Narayan, Paresh Kumar
28
Rodríguez-Pose, Andrés
27
Wang, Yudong
27
Chang, Tsangyao
26
Massa, Massimo
26
Mensi, Walid
26
Rose, Andrew
26
Yoon, Seong-min
26
Ours, Jan C. van
25
Gambetti, Luca
24
Jawadi, Fredj
24
Kumbhakar, Subal
24
Shahzad, Syed Jawad Hussain
24
Van Reenen, John
24
Egger, Peter
23
Wagner, Joachim
23
Zhang, Yaojie
23
Afonso, António
22
Forni, Mario
22
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The North American journal of economics and finance : a journal of financial economics studies
12
International review of economics & finance : IREF
8
Open economies review
6
Energy economics
5
Finance research letters
5
Macroeconomic dynamics
5
Economic modelling
4
International review of financial analysis
3
Journal of economic dynamics & control
3
Pacific-Basin finance journal
3
The quarterly review of economics and finance
3
Applied economics
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
International journal of finance & economics : IJFE
2
Journal of macroeconomics
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Annals of financial economics
1
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1
Economic change & restructuring
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
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1
Global finance journal
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International finance : the only journal bridging the gap between theory and policy in macroeconomics and microfinance
1
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1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
Journal of economic studies
1
Journal of international financial markets, institutions & money
1
Journal of money, credit and banking : JMCB
1
Macroeconomics and finance in emerging market economies
1
Research in international business and finance
1
Review of international economics
1
Risk management : an international journal
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The European journal of finance
1
The energy journal
1
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ECONIS (ZBW)
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1
Dynamic spillover and connectedness in higher moments of European stock sector markets
Nekhili, Ramzi
;
Mensi, Walid
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
Research in international business and finance
68
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014451818
Saved in:
2
Does effect of risk and uncertainties on US sectoral returns differ across different investment horizons and market conditions
Ur Rehman, Mobeen
;
Ghardallou, Wafa
;
Ahmad, Nasir
;
Xuan …
- In:
Risk management : an international journal
26
(
2024
)
1
,
pp. 1-49
Persistent link: https://www.econbiz.de/10014478847
Saved in:
3
Inflation uncertainty
Serletis, Apostolos
;
Xu, Libo
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
5
,
pp. 1903-1920
Persistent link: https://www.econbiz.de/10014520073
Saved in:
4
Dynamic spillovers in higher moments and jumps across ETFs and economic and financial uncertainty factors in the context of successive shocks
Alomari, Mohammed
;
Selmi, Refk
;
Mensi, Walid
;
Ko, Hee-Un
; …
- In:
The quarterly review of economics and finance
93
(
2024
),
pp. 210-228
Persistent link: https://www.econbiz.de/10014494645
Saved in:
5
Extreme time-frequency connectedness across U.S. sector stock and commodity futures markets
Bhattacherjee, Purba
;
Mishra, Sibanjan
;
Kang, Sang Hoon
- In:
International review of economics & finance : IREF
93
(
2024
)
2
,
pp. 1176-1197
Persistent link: https://www.econbiz.de/10014535697
Saved in:
6
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:
7
Oil, gold and international stock markets : extreme spillovers, connectedness and its determinants
Mensi, Walid
;
Ziadat, Salem Adel
;
Al Rababa'a, Abdel Razzaq
- In:
The quarterly review of economics and finance
95
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014631290
Saved in:
8
Predictability of economic slowdowns in advanced countries over eight centuries : the role of climate risks
Gupta, Rangan
;
Nel, Jacobus
;
Salisu, Afees A.
;
Ji, Qiang
- In:
Finance research letters
54
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014472761
Saved in:
9
Macroeconomic fluctuations in the United States : the role of monetary and fiscal policy shocks
Dery, Cosmas
;
Serletis, Apostolos
- In:
Open economies review
34
(
2023
)
5
,
pp. 961-977
Persistent link: https://www.econbiz.de/10014439842
Saved in:
10
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
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