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person:"Bahmani-Oskooee, Mohsen"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Christoffersen, Peter F."
~person:"Pierdzioch, Christian"
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Search: subject_exact:"Volatility"
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Volatility
6
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3
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Bahmani-Oskooee, Mohsen
Christoffersen, Peter F.
Pierdzioch, Christian
Gupta, Rangan
11
Kang, Sang Hoon
9
Mensi, Walid
9
Hammoudeh, Shawkat
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Zhu, Huiming
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The North American journal of economics and finance : a journal of financial economics studies
Department of Economics working paper series
17
Kieler Arbeitspapiere
11
CREATES research paper
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Empirica : journal of european economics
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ECONIS (ZBW)
6
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date (oldest first)
1
Predictability of tail risks of Canada and the U.S. over a century : the role of spillovers and oil tail risks
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413542
Saved in:
2
Time-varying risk aversion and realized gold volatility
Demirer, Rıza
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
The North American journal of economics and finance : a …
50
(
2019
)
101048
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012204443
Saved in:
3
Does partisan conflict predict a reduction in US stock market (realized) volatility? : evidence from a quantile-on-quantile regression model
Gupta, Rangan
;
Pierdzioch, Christian
;
Selmi, Refk
; …
- In:
The North American journal of economics and finance : a …
43
(
2018
),
pp. 87-96
Persistent link: https://www.econbiz.de/10012036263
Saved in:
4
Do terror attacks affect the dollar-pound exchange rate? : a nonparametric causality-in-quantiles analysis
Balcilar, Mehmet
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
The North American journal of economics and finance : a …
41
(
2017
),
pp. 44-56
Persistent link: https://www.econbiz.de/10011878932
Saved in:
5
Are precious metals a hedge against exchange-rate movements? : an empirical exploration using bayesian additive regression trees
Pierdzioch, Christian
;
Risse, Marian
;
Rohloff, Sebastian
- In:
The North American journal of economics and finance : a …
38
(
2016
),
pp. 27-38
Persistent link: https://www.econbiz.de/10011673292
Saved in:
6
The effects of exchange-rate volatility on commodity trade between the US and Brazil
Bahmani-Oskooee, Mohsen
;
Harvey, Hanafiah
;
Hegerty, Scott W.
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 70-93
Persistent link: https://www.econbiz.de/10009777867
Saved in:
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