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subject:"EU-Staaten"
subject:"Volatility"
~isPartOf:"Applied economics"
~isPartOf:"Empirica : journal of european economics"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~person:"Hernandez, Jose Arreola"
~person:"Umar, Zaghum"
~type_genre:"Aufsatz in Zeitschrift"
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EU-Staaten
Volatility
Estimation
11
Schätzung
11
Spillover effect
6
Spillover-Effekt
6
Volatilität
5
Welt
5
World
5
Aktienmarkt
3
Capital income
3
Kapitaleinkommen
3
Oil price
3
Stock market
3
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3
ASEAN countries
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ASEAN-Staaten
2
Börsenkurs
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Capital market returns
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connectedness
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ASEAN-5
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Aufsatz in Zeitschrift
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Hernandez, Jose Arreola
Umar, Zaghum
Bahmani-Oskooee, Mohsen
8
Belke, Ansgar
5
Ma, Feng
5
Goutte, Stéphane
4
Zhu, Huiming
4
Balcilar, Mehmet
3
Chevallier, Julien
3
Gubareva, Mariya
3
Pino, Gabriel
3
Yoon, Seong-min
3
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3
Aftab, Muhammad
2
Bekiros, Stelios
2
Buch, Claudia M.
2
Crespo Cuaresma, Jesús
2
Damette, Olivier
2
Dreger, Christian
2
Fabozzi, Frank J.
2
Hegerty, Scott W.
2
Hossain, Akhand Akhtar
2
Kempa, Bernd
2
Kiliç, Rehim
2
Kim, Jong-Min
2
Kuzin, Vladimir
2
Liang, Chao
2
López Pueyo, María del Carmen
2
Ma, Jun
2
Nautz, Dieter
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Nguyen, Duc Khuong
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Ozdemir, Zeynel Abidin
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Panagiōtidēs, Theodōros
2
Račev, Svetlozar T.
2
Ren, Ying-hua
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Soave, Gian Paulo
2
Sosvilla-Rivero, Simón
2
Wei, Yu
2
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2
Wolters, Jürgen
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Applied economics
Empirica : journal of european economics
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Research in international business and finance
2
International review of financial analysis
1
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ECONIS (ZBW)
5
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1
Spillovers from stock markets to currency markets : evidence from Copula-CoVar with time-varying higher moments
Usman, Muhammad
;
Umar, Zaghum
;
Gubareva, Mariya
;
Dang …
- In:
Applied economics
55
(
2023
)
52
,
pp. 6091-6114
Persistent link: https://www.econbiz.de/10014381519
Saved in:
2
Influence of unconventional monetary policy on agricultural commodities futures : network connectedness and dynamic spillovers of returns and volatility
Umar, Zaghum
;
Sayed, Ayesha
;
Gubareva, Mariya
;
Xuan Vinh Vo
- In:
Applied economics
55
(
2023
)
22
,
pp. 2521-2535
Persistent link: https://www.econbiz.de/10014294972
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
ASEAN-5 forex rates and crude oil : Markov regime-switching analysis
Mukhriz Izraf Azman Aziz
;
Umar, Zaghum
;
Gubareva, Mariya
; …
- In:
Applied economics
54
(
2022
)
54
,
pp. 6234-6253
Persistent link: https://www.econbiz.de/10013411364
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