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person:"Bahmani-Oskooee, Mohsen"
~person:"Hammoudeh, Shawkat"
~subject:"ARCH model"
~subject:"Malaysia"
~subject:"industry data"
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Search: subject_exact:"Volatility"
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ARCH model
Malaysia
industry data
Volatility
153
Volatilität
148
Exchange rate
75
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75
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50
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50
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44
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44
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40
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Bahmani-Oskooee, Mohsen
Hammoudeh, Shawkat
McAleer, Michael
125
Gupta, Rangan
65
Chang, Chia-Lin
64
Ma, Feng
64
Bouri, Elie
40
Caporale, Guglielmo Maria
33
Bauwens, Luc
32
Kumar, Dilip
32
Zhang, Yaojie
32
Engle, Robert F.
28
Hansen, Peter Reinhard
25
McMillan, David G.
25
Teräsvirta, Timo
25
Wang, Yudong
24
Hafner, Christian M.
23
Liang, Chao
23
Bollerslev, Tim
22
Herwartz, Helmut
22
Kang, Sang Hoon
22
Wei, Yu
22
Caporin, Massimiliano
21
Wu, Xinyu
21
Conrad, Christian
20
Serletis, Apostolos
20
Silvennoinen, Annastiina
20
Tiwari, Aviral Kumar
20
Yoon, Seong-min
20
Laurent, Sébastien
19
Molnár, Peter
19
Spagnolo, Nicola
19
Degiannakis, Stavros
18
Diebold, Francis X.
18
Floros, Christos
18
Koopman, Siem Jan
18
Andersen, Torben
17
Hamori, Shigeyuki
17
Huang, Zhuo
17
Malik, Farooq
17
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7
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4
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4
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3
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2
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ECONIS (ZBW)
40
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1
The safe haven, hedging, and diversification properties of oil, gold, and cryptocurrency for the G7 equity markets : evidence from the pre- and post-COVID-19 periods
Tarchella, Salma
;
Khalfaoui, Rabeh
;
Hammoudeh, Shawkat
- In:
Research in international business and finance
67
(
2024
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451553
Saved in:
2
Return-volatility relationships in cryptocurrency markets : evidence from asymmetric quantiles and non-linear ARDL approach
Karim, Muhammad Mahmudul
;
Ali, Md Hakim
;
Yarovaya, Larisa
; …
- In:
International review of financial analysis
90
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014470582
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
The connectedness in the world petroleum futures markets using a Quantile VAR approach
Jena, Sangram Keshari
;
Tiwari, Aviral Kumar
;
Abakah, …
- In:
Journal of commodity markets
27
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014276628
Saved in:
5
Short- and long-run tail dependence switching in MENA stock markets : the roles of oil, bitcoin, gold and VIX
Mensi, Walid
;
Hammoudeh, Shawkat
;
Tiwari, Aviral Kumar
; …
-
2019
Persistent link: https://www.econbiz.de/10012144916
Saved in:
6
Volatility spillovers between oil and equity markets and portfolio risk implications in the US and vulnerable EU countries
Mensi, Walid
;
Hammoudeh, Shawkat
;
Xuan Vinh Vo
;
Kang, …
- In:
Journal of international financial markets, …
75
(
2021
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012820834
Saved in:
7
Exchange rate volatility and Turkey-EU commodity trade : an asymmetry analysis
Bahmani-Oskooee, Mohsen
;
Durmaz, Nazif
- In:
Empirica : journal of european economics
48
(
2021
)
2
,
pp. 429-482
Persistent link: https://www.econbiz.de/10012543870
Saved in:
8
Exchange rate volatility and domestic investment in G7 : are the effects asymmetric?
Bahmani-Oskooee, Mohsen
;
Baek, Jungho
- In:
Empirica : journal of european economics
48
(
2021
)
3
,
pp. 775-799
Persistent link: https://www.econbiz.de/10012588145
Saved in:
9
Exchange rate volatility and domestic consumption in the G7 : an asymmetric analysis
Bahmani-Oskooee, Mohsen
;
Baek, Jungho
- In:
Applied economics quarterly
67
(
2021
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10013165459
Saved in:
10
Exchange rate volatility and Turkey-US commodity trade : An asymmetry analysis
Bahmani-Oskooee, Mohsen
;
Karamelikli, Huseyin
- In:
Economic issues
25
(
2020
)
2
,
pp. 1-29
Persistent link: https://www.econbiz.de/10012654879
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