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source:"econis"
subject:"Kapitaleinkommen"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Mensi, Walid"
~person:"Wohar, Mark E."
~subject:"Estimation"
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Kapitaleinkommen
Estimation
Schätzung
11
Volatility
7
Volatilität
7
Spillover effect
4
Spillover-Effekt
4
USA
4
United States
4
Aktienmarkt
3
Börsenkurs
3
Capital income
3
Hedging
3
Share price
3
Stock market
3
ARCH model
2
ARCH-Modell
2
Forecasting model
2
Großbritannien
2
Nichtparametrisches Verfahren
2
Nonparametric causality-in-quantiles test
2
Nonparametric statistics
2
Portfolio selection
2
Portfolio-Management
2
Prognoseverfahren
2
Regression analysis
2
Regressionsanalyse
2
Risiko
2
Risikomaß
2
Risk
2
Risk measure
2
Stock markets
2
Theorie
2
Theory
2
United Kingdom
2
Virtual currency
2
Virtuelle Währung
2
Welt
2
World
2
1974-1993
1
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English
11
Author
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Mensi, Walid
Wohar, Mark E.
Gupta, Rangan
18
Kang, Sang Hoon
7
Lee, Chien-chiang
7
Zhu, Huiming
7
Egger, Peter
6
Gil-Alaña, Luis A.
6
Hau, Liya
6
Baltagi, Badi H.
5
Pierdzioch, Christian
5
Beckmann, Joscha
4
Chen, Mei-Ping
4
Dai, Zhifeng
4
Hayo, Bernd
4
Herwartz, Helmut
4
Holmes, Mark J.
4
Mollick, André Varella
4
Nonejad, Nima
4
Salisu, Afees A.
4
Tiwari, Aviral Kumar
4
Xuan Vinh Vo
4
Yoon, Seong-min
4
Al-Yahyaee, Khamis Hamed
3
Balcilar, Mehmet
3
Belke, Ansgar
3
Camarero Olivas, Mariam
3
Caporale, Guglielmo Maria
3
Caporin, Massimiliano
3
Chen, Wen-Yi
3
Hassler, Uwe
3
Ji, Qiang
3
Kempa, Bernd
3
Kumbhakar, Subal
3
Labeaga, José M.
3
Larue, Bruno
3
Lee, Hyejin
3
Lien, Da-hsiang Donald
3
Meng, Ming
3
Millimet, Daniel L.
3
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
The North American journal of economics and finance : a journal of financial economics studies
International review of economics & finance : IREF
9
Journal of international financial markets, institutions & money
5
Applied economics
4
International journal of finance & economics : IJFE
4
International review of financial analysis
4
Journal of economic research
4
Applied economics letters
3
Energy economics
3
Finance research letters
3
Journal of macroeconomics
3
Research in international business and finance
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Applied financial economics
2
Department of Economics working paper series
2
Economic systems
2
Journal of international economics
2
Macroeconomic dynamics
2
Open economies review
2
Pacific-Basin finance journal
2
Research Department working paper / Federal Reserve Bank of Dallas
2
Southern economic journal
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The quarterly review of economics and finance
2
Working papers / University of Connecticut, Department of Economics
2
Australian economic papers
1
Borsa Istanbul Review
1
Cardiff economics working papers
1
Discussion paper / Centre for Economic Policy Research
1
Econometric analysis of financial and economic time series ; part B
1
Economic inquiry : journal of the Western Economic Association International
1
Economics and Business Letters : EBL
1
Emerging markets review
1
Emerging markets, finance and trade : EMFT
1
Empirica : journal of european economics
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Federal Reserve Bank of Cleveland working paper series
1
Financial innovation : FIN
1
Global finance journal
1
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1
Spillover and connectedness among G7 real estate investment trusts : the effects of investor sentiment and global factors
Mensi, Walid
;
Gubareva, Mariya
;
Teplova, Tamara V.
; …
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014483749
Saved in:
2
Extreme dependence and spillovers between uncertainty indices and stock markets : does the US market play a major role?
Mensi, Walid
;
Kamal, Md Rajib
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014485327
Saved in:
3
Dynamic spillover and connectedness between oil futures and European bonds
Mensi, Walid
;
Al-Yahyaee, Khamis Hamed
;
Xuan Vinh Vo
; …
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012822033
Saved in:
4
Dynamic volatility transmission and portfolio management across major cryptocurrencies : evidence from hourly data
Mensi, Walid
;
Al-Yahyaee, Khamis Hamed
;
Al-Jarrah, …
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012665455
Saved in:
5
Time-varying role of macroeconomic shocks on house prices in the US and UK : evidence from over 150 years of data
Plakandaras, Vasilios
;
Gupta, Rangan
;
Katrakilides, K.
; …
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
5
,
pp. 2249-2285
Persistent link: https://www.econbiz.de/10012254637
Saved in:
6
Why cryptocurrency markets are inefficient : the impact of liquidity and volatility
Al-Yahyaee, Khamis Hamed
;
Mensi, Walid
;
Ko, Hee-Un
; …
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012654953
Saved in:
7
The role of term spread and pattern changes in predicting stock returns and volatility of the United Kingdom : evidence from a nonparametric causality-in-quantiles test using over...
Gupta, Rangan
;
Risse, Marian
;
Volkman, David A.
;
Wohar, …
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 391-405
Persistent link: https://www.econbiz.de/10012117890
Saved in:
8
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:
9
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:
10
Risk spillovers and portfolio management between developed and BRICS stock markets
Mensi, Walid
;
Hammoudeh, Shawkat
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
41
(
2017
),
pp. 133-155
Persistent link: https://www.econbiz.de/10011878945
Saved in:
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