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subject:"ARCH model"
~isPartOf:"Journal of international financial markets, institutions & money"
~person:"Nguyen, Duc Khuong"
~subject:"Economic uncertainty"
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ARCH model
Economic uncertainty
Capital income
4
Kapitaleinkommen
4
ARCH-Modell
2
Börsenkurs
2
Estimation
2
Long memory
2
Schätzung
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Stock returns
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USA
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United States
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Emerging economies
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Equity premium puzzle
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Nguyen, Duc Khuong
Aloui, Chaker
2
Chkili, Walid
2
Filis, George
2
Wagner, Niklas F.
2
Aboura, Sofiane
1
Akhtaruzzaman, Md.
1
Alshater, Muneer Maher
1
Antell, Jan
1
Ané, Thierry
1
Apergēs, Nikolaos
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Asgharian, Hossein
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Babalos, Vassilios
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BenSaïda, Ahmed
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Bhatti, Muhammad Ishaq
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1
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1
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Carroll, Rachael
1
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1
Chiang, Thomas C.
1
Cho, Hoon
1
Christiansen, Charlotte
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Chun, Dohyun
1
Degiannakisa, Stavros
1
Easton, Steve
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El Khoury, Rim
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Faff, Robert W.
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Floros, Christos
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Fry, Tim R. L.
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Gupta, Rangan
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Hammoudeh, Shawkat
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Hou, Ai Jun
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Jacobsen, Ben
1
Kakani, Ram Kumar
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Journal of international financial markets, institutions & money
Economic modelling
1
Energy economics
1
Review of accounting & finance
1
The journal of applied business research
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ECONIS (ZBW)
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Can economic uncertainty, financial stress and consumer sentiments predict US equity premium?
Gupta, Rangan
;
Hammoudeh, Shawkat
;
Modise, Mampho P.
; …
- In:
Journal of international financial markets, …
33
(
2014
),
pp. 367-378
Persistent link: https://www.econbiz.de/10011299816
Saved in:
2
Instabilities in the relationships and hedging strategies between crude oil and US stock markets : do long memory and asymmetry matter?
Chkili, Walid
;
Aloui, Chaker
;
Nguyen, Duc Khuong
- In:
Journal of international financial markets, …
33
(
2014
),
pp. 354-366
Persistent link: https://www.econbiz.de/10011299818
Saved in:
3
Asymmetric effects and long memory in dynamic volatility relationships between stock returns and exchange rates
Chkili, Walid
;
Aloui, Chaker
;
Nguyen, Duc Khuong
- In:
Journal of international financial markets, …
22
(
2012
)
4
,
pp. 738-757
Persistent link: https://www.econbiz.de/10009582536
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