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subject:"Aktienmarkt"
~accessRights:"restricted"
~person:"Kang, Sang Hoon"
~person:"Serletis, Apostolos"
~subject:"ARCH-Modell"
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Search: subject_exact:"Market circuit breakers"
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Aktienmarkt
ARCH-Modell
Volatility
59
Volatilität
59
Spillover effect
32
Spillover-Effekt
32
ARCH model
26
Estimation
20
Oil price
20
Schätzung
20
Welt
20
World
20
Ölpreis
20
Stock market
18
Portfolio selection
13
Portfolio-Management
13
Hedging
12
USA
10
United States
10
Börsenkurs
9
Share price
9
Capital income
8
Commodity derivative
8
Kapitaleinkommen
8
Rohstoffderivat
8
VAR model
8
VAR-Modell
8
BRICS countries
7
BRICS-Staaten
7
Theorie
7
Theory
7
Edelmetall
6
Markov chain
6
Markov-Kette
6
Precious metal
6
Risiko
6
Risk
6
Spillovers
6
Connectedness network
5
Financial crisis
5
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37
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36
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36
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1
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1
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1
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1
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English
37
Author
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Kang, Sang Hoon
Serletis, Apostolos
Ma, Feng
70
Gupta, Rangan
68
Bouri, Elie
38
Zhang, Yaojie
34
Liang, Chao
29
Mensi, Walid
25
Tiwari, Aviral Kumar
25
Hammoudeh, Shawkat
22
Wang, Yudong
22
Wei, Yu
22
Xuan Vinh Vo
22
Demirer, Rıza
20
Wu, Xinyu
20
Lu, Xinjie
18
Lucey, Brian M.
18
Wen, Fenghua
18
Ji, Qiang
17
Kumar, Dilip
17
Salisu, Afees A.
16
Wang, Lu
16
Corbet, Shaen
15
Jawadi, Fredj
15
Li, Yan
15
Wang, Jiqian
15
Yin, Libo
14
Balcilar, Mehmet
13
Lau, Chi Keung
13
Lee, Chien-chiang
13
Liu, Jing
13
McAleer, Michael
13
Molnár, Peter
13
Pierdzioch, Christian
13
Roubaud, David
13
Wohar, Mark E.
13
Degiannakis, Stavros
12
Filis, George
12
Floros, Christos
12
Nonejad, Nima
12
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The North American journal of economics and finance : a journal of financial economics studies
8
Energy economics
5
Macroeconomic dynamics
4
Research in international business and finance
4
International review of economics & finance : IREF
2
Applied economics
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Economics letters
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Finance research letters
1
Global finance journal
1
International journal of emerging markets
1
Journal of commodity markets
1
Journal of economics and finance : JEF
1
Journal of international financial markets, institutions & money
1
Open economies review
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The world economy : the leading journal on international economic relations
1
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ECONIS (ZBW)
37
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1
Dynamic spillover and connectedness in higher moments of European stock sector markets
Nekhili, Ramzi
;
Mensi, Walid
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
Research in international business and finance
68
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014451818
Saved in:
2
Volatility and dependence in cryptocurrency and financial markets : a copula approach
Liu, Jinan
;
Serletis, Apostolos
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 119-149
Persistent link: https://www.econbiz.de/10014506890
Saved in:
3
Inflation uncertainty
Serletis, Apostolos
;
Xu, Libo
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
5
,
pp. 1903-1920
Persistent link: https://www.econbiz.de/10014520073
Saved in:
4
Quantile dependencies and connectedness between stock and precious metals markets
Jain, Prachi
;
Maitra, Debasish
;
McIver, Ron
;
Kang, Sang Hoon
- In:
Journal of commodity markets
30
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014426833
Saved in:
5
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:
6
Good and bad high-frequency volatility spillovers among developed and emerging stock markets
Mensi, Walid
;
Nekhili, Ramzi
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
International journal of emerging markets
18
(
2023
)
9
,
pp. 2107-2132
Persistent link: https://www.econbiz.de/10014449774
Saved in:
7
Volatility and dependence in energy markets
Liu, Jinan
;
Serletis, Apostolos
- In:
Journal of economics and finance : JEF
47
(
2023
)
1
,
pp. 15-37
Persistent link: https://www.econbiz.de/10014227687
Saved in:
8
Oil price uncertainty : panel evidence from the G7 and BRICS countries
Serletis, Apostolos
;
Xu, Libo
- In:
Behavioral Finance and Asset Prices : The Influence of …
,
(pp. 3-21)
.
2023
Persistent link: https://www.econbiz.de/10014282544
Saved in:
9
Spillovers and portfolio optimization of precious metals and global/regional equity markets
Hernandez, Jose Arreola
;
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
Applied economics
54
(
2022
)
20
,
pp. 2320-2342
Persistent link: https://www.econbiz.de/10012875943
Saved in:
10
Regime specific spillovers across US sectors and the role of oil price volatility
Hernandez, Jose Arreola
;
Shahzad, Syed Jawad Hussain
; …
- In:
Energy economics
107
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013202566
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