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subject:"Capital income"
subject:"Japan"
~accessRights:"restricted"
~person:"Bollerslev, Tim"
~person:"Yoon, Seong-min"
~subject:"USA"
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Capital income
Japan
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Estimation
39
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39
Volatility
25
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25
Kapitaleinkommen
17
Aktienmarkt
13
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13
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12
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Bollerslev, Tim
Yoon, Seong-min
Gupta, Rangan
82
Zaremba, Adam
50
Wohar, Mark E.
25
Balcilar, Mehmet
21
Tiwari, Aviral Kumar
19
Wang, Yudong
18
Bahmani-Oskooee, Mohsen
17
Pierdzioch, Christian
17
Ma, Feng
16
McMillan, David G.
16
Massa, Massimo
15
Salisu, Afees A.
15
Zhang, Yaojie
15
Bouri, Elie
14
Kelly, Bryan T.
14
Long, Huaigang
14
Marcellino, Massimiliano
14
Narayan, Paresh Kumar
14
Xuan Vinh Vo
14
Todorov, Viktor
13
Apergēs, Nikolaos
12
Cakici, Nusret
12
Demirer, Rıza
11
Gil-Alaña, Luis A.
11
Jawadi, Fredj
11
Sehgal, Sanjay
11
Timmermann, Allan
11
Bali, Turan G.
10
Chiang, Thomas C.
10
Gambetti, Luca
10
Hammoudeh, Shawkat
10
Heckman, James J.
10
Kumar, Dilip
10
Nonejad, Nima
10
Ben-David, Itzhak
9
Chiah, Mardy
9
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9
Hamermesh, Daniel S.
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Journal of financial economics
4
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3
Journal of econometrics
3
Energy economics
2
The North American journal of economics and finance : a journal of financial economics studies
2
Australian economic papers
1
Economic modelling
1
Handbook of economic forecasting ; 1
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of financial econometrics
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ECONIS (ZBW)
21
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1
Asymmetric volatility transmission and hedging strategies among REIT, stock, and oil markets
Mensi, Walid
;
Jiang, Zhuhua
;
Xuan Vinh Vo
;
Yoon, Seong-min
- In:
Australian economic papers
62
(
2023
)
4
,
pp. 597-615
Persistent link: https://www.econbiz.de/10014443716
Saved in:
2
The jump leverage risk premium
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
Saved in:
3
The influence of oil, gold and stock market index on US equity sectors
BenSaïda, Ahmed
;
Hernandez, Jose Arreola
;
Litimi, Houda
; …
- In:
Applied economics
54
(
2022
)
6
,
pp. 719-732
Persistent link: https://www.econbiz.de/10012874447
Saved in:
4
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:
5
Nonlinear spillover and portfolio allocation characteristics of energy equity sectors : evidence from the United States and Canada
Hernandez, Jose Arreola
;
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
Review of international economics
30
(
2022
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10012815802
Saved in:
6
Realized semibetas : disentangling "good" and "bad" downside risks
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of financial economics
144
(
2022
)
1
,
pp. 227-246
Persistent link: https://www.econbiz.de/10013407090
Saved in:
7
Realized semi(co)variation : signs that all volatilities are not created equal
Bollerslev, Tim
- In:
Journal of financial econometrics
20
(
2022
)
2
,
pp. 219-252
Persistent link: https://www.econbiz.de/10013187965
Saved in:
8
Dynamic risk spillovers from oil to stock markets : fresh evidence from GARCH copula quantile regression-based CoVaR model
Tian, Maoxi
;
Alshater, Muneer Maher
;
Yoon, Seong-min
- In:
Energy economics
115
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013541787
Saved in:
9
Generalized jump regressions for local moments
Bollerslev, Tim
;
Li, Jia
;
Chaves, Leonardo Salim Saker
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 1015-1025
Persistent link: https://www.econbiz.de/10012653221
Saved in:
10
Multivariate leverage effects and realized semicovariance GARCH models
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 411-430
Persistent link: https://www.econbiz.de/10012482780
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