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source:"econis"
subject:"Kapitaleinkommen"
~isPartOf:"Applied economics letters"
~isPartOf:"Energy economics"
~person:"Liu, Peipei"
~person:"Yoon, Seong-min"
~type_genre:"Aufsatz in Zeitschrift"
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Kapitaleinkommen
Estimation
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7
ARCH model
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5
Volatility
5
Volatilität
5
Capital income
4
Aktienmarkt
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Börsenkurs
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Oil price
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Liu, Peipei
Yoon, Seong-min
Bouri, Elie
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Afonso, António
3
Grobys, Klaus
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Ma, Feng
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Narayan, Paresh Kumar
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Ciner, Cetin
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Guo, Yawei
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You, Wan-hai
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Applied economics letters
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Journal of multinational financial management
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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Is idiosyncratic tail risk priced in the cross-section of bond returns? : evidence from Chinese bond markets
Huang, Wei-Qiang
;
Zhang, Jing
;
Liu, Peipei
- In:
Applied economics letters
30
(
2023
)
10
,
pp. 1318-1326
Persistent link: https://www.econbiz.de/10014304235
Saved in:
2
Asymmetric effects of economic policy uncertainty on stock returns under different market conditions : evidence from G7 stock markets
Huang, Wei-Qiang
;
Liu, Peipei
- In:
Applied economics letters
29
(
2022
)
9
,
pp. 780-784
Persistent link: https://www.econbiz.de/10013411772
Saved in:
3
Dynamic risk spillovers from oil to stock markets : fresh evidence from GARCH copula quantile regression-based CoVaR model
Tian, Maoxi
;
Alshater, Muneer Maher
;
Yoon, Seong-min
- In:
Energy economics
115
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013541787
Saved in:
4
Impact of oil price risk on sectoral equity markets : implications on portfolio management
Tiwari, Aviral Kumar
;
Jena, Sangram Keshari
;
Mitra, Amarnath
- In:
Energy economics
72
(
2018
),
pp. 120-134
Persistent link: https://www.econbiz.de/10011972290
Saved in:
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