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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"
~subject:"Efficient market hypothesis"
~subject:"Estimation"
~subject:"Long-memory"
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Kapitaleinkommen
Efficient market hypothesis
Estimation
Long-memory
Schätzung
3
Hedging
2
Virtual currency
2
Virtuelle Währung
2
Volatility
2
Volatilität
2
ARCH model
1
ARCH-Modell
1
Anleihe
1
Arbeitszeit
1
Bond
1
Bond market
1
COVID-19
1
Capital income
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Commodity derivative
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Coronavirus
1
Crude oil futures
1
Cryptocurrencies
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Cryptocurrency
1
Dynamic conditional correlations
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EU countries
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EU-Staaten
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Efficiency
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Effizienz
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Effizienzmarkthypothese
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Erdöl
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European bonds
1
Hedge strategy
1
Hedging effectiveness
1
Hourly data
1
Liquidity
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Liquidität
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MF-DFA
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Oil price
1
Petroleum
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Portfolio risk management
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Al-Yahyaee, Khamis Hamed
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
Jung, Hojin
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The North American journal of economics and finance : a journal of financial economics studies
Economic systems
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Financial innovation : FIN
1
Indian journal of economics & business : IJEB
1
International review of economics & finance : IREF
1
Pacific-Basin finance journal
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ECONIS (ZBW)
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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
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:
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:
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