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person:"Gil-Alaña, Luis A."
~accessRights:"restricted"
~isPartOf:"Applied financial economics"
~isPartOf:"Discussion paper series / IZA"
~isPartOf:"Economics letters"
~isPartOf:"Energy economics"
~isPartOf:"Finance research letters"
~isPartOf:"Review of development finance"
~person:"Bouri, Elie"
~subject:"Aktienmarkt"
~subject:"Alkalimetall"
~subject:"Cointegration"
~subject:"Fractional integration"
~subject:"Kalendereffekt"
~subject:"Kapitaleinkommen"
~subject:"Multivariate Verteilung"
~subject:"Schätzung"
~type_genre:"Article in journal"
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Aktienmarkt
Alkalimetall
Cointegration
Fractional integration
Kalendereffekt
Kapitaleinkommen
Multivariate Verteilung
Schätzung
Estimation
18
Volatility
9
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9
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Gil-Alaña, Luis A.
Bouri, Elie
Gupta, Rangan
19
Tiwari, Aviral Kumar
12
Ma, Feng
11
Shahbaz, Muhammad
9
Wang, Yudong
9
Salisu, Afees A.
8
Hammoudeh, Shawkat
7
Smyth, Russell
7
Thornton, John
7
Apergēs, Nikolaos
6
Caraiani, Petre
6
Gozgor, Giray
6
Ji, Qiang
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Lau, Chi Keung
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Lee, Chien-chiang
6
Liddle, Brantley
6
Liu, Li
6
Pierdzioch, Christian
6
Polemis, Michael
6
Ren, Xiaohang
6
Shahzad, Syed Jawad Hussain
6
Yoon, Seong-min
6
Zaremba, Adam
6
Ghoddusi, Hamed
5
Narayan, Paresh Kumar
5
Nonejad, Nima
5
Stengos, Thanasēs
5
Zhang, Yaojie
5
Österholm, Pär
5
Altunbaş, Yener
4
Cepni, Oguzhan
4
Chevallier, Julien
4
Corbet, Shaen
4
Das, Debojyoti
4
Li, Yan
4
Lu, Xinjie
4
Pan, Zhiyuan
4
Roubaud, David
4
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Applied financial economics
Discussion paper series / IZA
Economics letters
Energy economics
Finance research letters
Review of development finance
Applied economics
7
International review of economics & finance : IREF
6
Research in international business and finance
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
International review of financial analysis
5
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
4
Applied economics letters
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Journal of behavioral and experimental finance
2
Journal of economics and finance
2
Journal of international financial markets, institutions & money
2
The South African journal of economics
2
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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Australian economic papers
1
Computational economics
1
Eastern economic journal
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1
Empirica : journal of european economics
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1
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
1
International journal of finance & economics : IJFE
1
Journal of banking & finance
1
Journal of economic studies
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of international development : the journal of the Development Studies Association
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Journal of policy modeling : JPMOD ; a social science forum of world issues
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Journal of quantitative economics
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Journal of quantitative economics : official journal of the Indian Econometric Society
1
Journal of risk
1
Review of quantitative finance and accounting
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The North American journal of economics and finance : a journal of financial economics studies
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The journal of international trade & economic development
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Tourism economics : the business and finance of tourism and recreation
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ECONIS (ZBW)
18
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1
FTX Collapse and systemic risk spillovers from FTX Token to major cryptocurrencies
Bouri, Elie
;
Kamal, Elham
;
Kinateder, Harald
- In:
Finance research letters
56
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014473652
Saved in:
2
Intraday and overnight tail risks and return predictability in the crude oil market : Evidence from oil-related regular news and extreme shocks
Wang, Cheng
;
Bouri, Elie
;
Xu, Yahua
;
Zhang, Dingsheng
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014489965
Saved in:
3
Decomposed oil price shocks and GCC stock market sector returns and volatility
Al-Fayoumi, Nedal
;
Bouri, Elie
;
Abuzayed, Bana
- In:
Energy economics
126
(
2023
),
pp. 1-33
Persistent link: https://www.econbiz.de/10014483404
Saved in:
4
Contagious diseases and gold : over 700 years of evidence from quantile regressions
Bouri, Elie
;
Gupta, Rangan
;
Nel, Jacobus
;
Shiba, Sisa
- In:
Finance research letters
50
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014245309
Saved in:
5
Forecasting returns of major cryptocurrencies : evidence from regime-switching factor models
Bouri, Elie
;
Christou, Christina
;
Gupta, Rangan
- In:
Finance research letters
49
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013479661
Saved in:
6
Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX : evidence using Markov-switching copulas
Abakah, Emmanuel Joel Aikins
;
Tiwari, Aviral Kumar
; …
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013455804
Saved in:
7
The asymmetric relationship between returns and implied higher moments : evidence from the crude oil market
Zhang, Xinxin
;
Bouri, Elie
;
Xu, Yahua
;
Zhang, Gongqiu
- In:
Energy economics
109
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013283886
Saved in:
8
How lithium prices affect mergers and acquisitions in the lithium industry
Monge, Manuel
;
Cristobal, Enrique
;
Gil-Alaña, Luis A.
- In:
Review of development finance
11
(
2021
)
1
,
pp. 26-34
Persistent link: https://www.econbiz.de/10012618596
Saved in:
9
Extreme return connectedness and its determinants between clean/green and dirty energy investments
Saeed, Tareq
;
Bouri, Elie
;
Alsulami, Hamed
- In:
Energy economics
96
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012817914
Saved in:
10
The pricing of bad contagion in cryptocurrencies : a four-factor pricing model
Shahzad, Syed Jawad Hussain
;
Bouri, Elie
;
Ahmad, Tanveer
; …
- In:
Finance research letters
41
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10013335981
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