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person:"Gil-Alaña, Luis A."
~isPartOf:"Applied financial economics"
~isPartOf:"Discussion paper series / IZA"
~isPartOf:"Energy economics"
~isPartOf:"Finance research letters"
~isPartOf:"International economics : a journal published by CEPII (Center for research and expertise on the world economy)"
~isPartOf:"Review of development finance"
~isPartOf:"Theoretical economics letters"
~person:"Caporale, Guglielmo Maria"
~person:"Lee, Chien-chiang"
~person:"Nguyen Phuc Canh"
~person:"Pierdzioch, Christian"
~person:"Ren, Xiaohang"
~person:"Schinckus, Christophe"
~subject:"ARCH-Modell"
~subject:"Aktienmarkt"
~subject:"Cointegration"
~subject:"Fractional cointegration"
~subject:"Kalendereffekt"
~subject:"Schätzung"
~subject:"Strukturbruch"
~type_genre:"Article in journal"
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ARCH-Modell
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Estimation
43
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11
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11
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Gil-Alaña, Luis A.
Caporale, Guglielmo Maria
Lee, Chien-chiang
Nguyen Phuc Canh
Pierdzioch, Christian
Ren, Xiaohang
Schinckus, Christophe
Gupta, Rangan
15
Tiwari, Aviral Kumar
14
Hammoudeh, Shawkat
11
Ma, Feng
11
Shahbaz, Muhammad
11
Wang, Yudong
10
Bouri, Elie
9
Apergēs, Nikolaos
8
Salisu, Afees A.
8
Smyth, Russell
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Gozgor, Giray
7
Liddle, Brantley
7
Shahzad, Syed Jawad Hussain
7
Wohar, Mark E.
7
Ji, Qiang
6
Lau, Chi Keung
6
Liu, Li
6
Thornton, John
6
Yoon, Seong-min
6
Brooks, Robert
5
Faff, Robert W.
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Ghoddusi, Hamed
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Hamori, Shigeyuki
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Lucey, Brian M.
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Madura, Jeff
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McMillan, David G.
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Polemis, Michael
5
Ramchander, Sanjay
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Xuan Vinh Vo
5
Zhang, Yaojie
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4
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4
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Applied financial economics
Discussion paper series / IZA
Energy economics
Finance research letters
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
Review of development finance
Theoretical economics letters
Applied economics letters
22
Applied economics
19
Economic modelling
12
Research in international business and finance
11
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
The North American journal of economics and finance : a journal of financial economics studies
9
International review of economics & finance : IREF
8
Journal of international money and finance
8
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6
International review of financial analysis
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
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5
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Economics letters
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Oxford bulletin of economics and statistics
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ECONIS (ZBW)
43
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43
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1
The asymmetric effect of geopolitical risk on China's crude oil prices : new evidence from a QARDL approach
Ren, Xiaohang
;
An, Yaning
;
Jin, Chenglu
- In:
Finance research letters
53
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014472429
Saved in:
2
The effect of asymmetric information disappears : evidence in share repurchases and market efficiency
Lee, Chien-chiang
;
Park, Bokyung
;
Wang, Chih-Wei
- In:
Finance research letters
56
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014473639
Saved in:
3
The time-varying effects of liquidity and market efficiency of the European Union carbon market : evidence from the TVP-SVAR-SV approach
Zhong, Meirui
;
Zhang, Rui
;
Ren, Xiaohang
- In:
Energy economics
123
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014476453
Saved in:
4
The role of the COVID-19 pandemic in time-frequency connectedness between oil market shocks and green bond markets : evidence from the wavelet-based quantile approaches
Wei, Ping
;
Qi, Yinshu
;
Ren, Xiaohang
;
Gozgor, Giray
- In:
Energy economics
121
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014439024
Saved in:
5
Does carbon price uncertainty affect stock price crash risk? : evidence from China
Ren, Xiaohang
;
Zhong, Yan
;
Cheng, Xu
;
Yan, Cheng
; …
- In:
Energy economics
122
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014440761
Saved in:
6
Nonlinearities in the exchange rate pass-through : the role of inflation expectations
Anderl, Christina
;
Caporale, Guglielmo Maria
- In:
International economics : a journal published by CEPII …
173
(
2023
),
pp. 86-101
Persistent link: https://www.econbiz.de/10014373714
Saved in:
7
Disentangling the asymmetric effect of financialization on the green output gap
Yahya, Farzan
;
Lee, Chien-chiang
- In:
Energy economics
125
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014485236
Saved in:
8
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:
9
Dynamic impacts of energy consumption on economic growth in China : evidence from a non-parametric panel data model
Ren, Xiaohang
;
Tong, Ziwei
;
Sun, Xianming
;
Yan, Cheng
- In:
Energy economics
107
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013202441
Saved in:
10
Oil tail risks and the forecastability of the realized variance of oil-price : evidence from over 150 years of data
Salisu, Afees A.
;
Pierdzioch, Christian
;
Gupta, Rangan
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10013341577
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