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source:"econis"
subject:"Kapitaleinkommen"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Al-Yahyaee, Khamis Hamed"
~person:"Jung, Hojin"
~subject:"Estimation"
~subject:"Virtual currency"
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Kapitaleinkommen
Estimation
Virtual currency
Schätzung
5
Volatility
4
Volatilität
4
Capital income
3
ARCH model
2
ARCH-Modell
2
Anleihe
2
Bond
2
Corporate bond
2
Hedging
2
Unternehmensanleihe
2
Virtuelle Währung
2
Yield curve
2
Zinsstruktur
2
Arbeitszeit
1
Bond market
1
Börsenkurs
1
COVID-19
1
Callable bonds
1
Commodity derivative
1
Copula
1
Coronavirus
1
Crude oil futures
1
Cryptocurrencies
1
Cryptocurrency
1
Dynamic conditional correlations
1
EU countries
1
EU-Staaten
1
Efficiency
1
Efficient market hypothesis
1
Effizienz
1
Effizienzmarkthypothese
1
Equity volatility
1
Erdöl
1
European bonds
1
Garch-type
1
Hedge strategy
1
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5
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Al-Yahyaee, Khamis Hamed
Jung, Hojin
Gupta, Rangan
12
Kang, Sang Hoon
7
Zhu, Huiming
7
Hau, Liya
6
Mensi, Walid
6
Pierdzioch, Christian
5
Chen, Mei-Ping
4
Dai, Zhifeng
4
Salisu, Afees A.
4
Xuan Vinh Vo
4
Yoon, Seong-min
4
Balcilar, Mehmet
3
Beckmann, Joscha
3
Belke, Ansgar
3
Ji, Qiang
3
Lee, Chien-chiang
3
Lien, Da-hsiang Donald
3
Nonejad, Nima
3
Ur Rehman, Mobeen
3
Wohar, Mark E.
3
Yang, Chunpeng
3
Zhou, Liyun
3
Adediran, Idris A.
2
Ahmed, Walid M. A.
2
Caporin, Massimiliano
2
Chang, Chia-Lin
2
Chen, Na
2
Chen, Qitong
2
Chen, Wen-Yi
2
Cho, Hoon
2
Dash, Saumya Ranjan
2
Dong, Xiyong
2
Guerello, Chiara
2
Hamori, Shigeyuki
2
Ho, Kin-Yip
2
Jiang, Cuixia
2
Jiang, Yong
2
Jin, Xiu
2
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The North American journal of economics and finance : a journal of financial economics studies
Applied economics
1
Economic modelling
1
Economic systems
1
Economics letters
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Financial innovation : FIN
1
Global economic review
1
Indian journal of economics & business : IJEB
1
International review of economics & finance : IREF
1
Pacific-Basin finance journal
1
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ECONIS (ZBW)
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1
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:
2
Estimating yield spreads volatility using GARCH-type models
Kim, Jong-Min
;
Kim, Dong H.
;
Jung, Hojin
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012822078
Saved in:
3
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:
4
Modeling non-normal corporate bond yield spreads by copula
Kim, Jong-Min
;
Kim, Dong H.
;
Jung, Hojin
- In:
The North American journal of economics and finance : a …
53
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012642431
Saved in:
5
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:
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