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subject:"EU-Staaten"
type_genre:"Übersichtsarbeit"
~isPartOf:"Applied financial economics"
~isPartOf:"International economics and economic policy : IEEP"
~isPartOf:"The journal of futures markets"
~person:"Bahmani-Oskooee, Mohsen"
~person:"Gupta, Rangan"
~person:"Ma, Feng"
~person:"McAleer, Michael"
~person:"McMillan, David G."
~person:"Pierdzioch, Christian"
~person:"Sosvilla-Rivero, Simón"
~person:"Tiwari, Aviral Kumar"
~person:"Zhang, Yaojie"
~subject:"Commodity derivative"
~subject:"EU countries"
~subject:"Structural break"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Konferenzbeitrag"
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EU-Staaten
Commodity derivative
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Structural break
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Estimation
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8
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Bahmani-Oskooee, Mohsen
Gupta, Rangan
Ma, Feng
McAleer, Michael
McMillan, David G.
Pierdzioch, Christian
Sosvilla-Rivero, Simón
Tiwari, Aviral Kumar
Zhang, Yaojie
Adrangi, Bahram
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1
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1
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Applied financial economics
International economics and economic policy : IEEP
The journal of futures markets
Applied economics
17
Energy economics
11
The North American journal of economics and finance : a journal of financial economics studies
11
Applied economics letters
10
Finance research letters
9
Empirica : journal of european economics
7
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6
International review of economics & finance : IREF
6
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5
Research in international business and finance
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5
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4
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4
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3
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3
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3
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3
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3
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3
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3
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2
Economic change and restructuring : empirical and policy research on the transitional and emerging economies
2
Economics and Business Letters : EBL
2
Economics, management and financial markets
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
International journal of forecasting
2
International review of applied economics
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
International review of financial analysis
2
Journal of multinational financial management
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Journal of risk and financial management : JRFM
2
Macroeconomics and finance in emerging market economies
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Risks : open access journal
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The International trade journal
2
The econometrics journal
2
The empirical economics letters : a monthly international journal of economics
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ECONIS (ZBW)
11
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1
Trading around the clock : revisit volatility spillover between crude oil and equity markets in different trading sessions
Hao, Jing
;
He, Feng
;
Ma, Feng
;
Fu, Tong
- In:
The journal of futures markets
43
(
2023
)
6
,
pp. 771-791
Persistent link: https://www.econbiz.de/10014293226
Saved in:
2
Exchange-rate volatility and commodity trade between the U.S. and Germany : asymmetry analysis
Bahmani-Oskooee, Mohsen
;
Nouira, Ridha
;
Saafi, Sami
- In:
International economics and economic policy : IEEP
17
(
2020
)
1
,
pp. 67-124
Persistent link: https://www.econbiz.de/10012223894
Saved in:
3
On exchange-rate movements and gold-price fluctuations : evidence for gold-producing countries from a nonparametric causality-in-quantiles test
Balcilar, Mehmet
;
Gupta, Rangan
;
Pierdzioch, Christian
- In:
International economics and economic policy : IEEP
14
(
2017
)
4
,
pp. 691-700
Persistent link: https://www.econbiz.de/10011878130
Saved in:
4
Forecasting stock return volatility : a comparison of GARCH, implied volatility, and realized volatility models
Kambouroudis, Dimos S.
;
McMillan, David G.
;
Tsakou, Katerina
- In:
The journal of futures markets
36
(
2016
)
12
,
pp. 1127-1163
Persistent link: https://www.econbiz.de/10011665507
Saved in:
5
Revisiting purchasing power parity in African countries : panel stationary test with sharp and smooth breaks
Bahmani-Oskooee, Mohsen
;
Chang, Tsangyao
;
Wu, Tsungpao
- In:
Applied financial economics
24
(
2014
)
22/24
,
pp. 1429-1438
Persistent link: https://www.econbiz.de/10010460119
Saved in:
6
Modelling the volatility of the Dow Jones Islamic Market World Index using a fractionally integrated time-varying GARCH (FITVGARCH) model
Nasr, Adnen Ben
;
Ajmi, Ahdi Noomen
;
Gupta, Rangan
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 993-1004
Persistent link: https://www.econbiz.de/10010415355
Saved in:
7
Structural breaks in volatility : the case of UK sector returns
McMillan, David G.
;
Wohar, Mark E.
- In:
Applied financial economics
21
(
2011
)
13/15
,
pp. 1079-1093
Persistent link: https://www.econbiz.de/10009317435
Saved in:
8
Macroeconomic instability in the European monetary system?
Morales Zumaquero, Amalia
;
Sosvilla-Rivero, Simón
- In:
Applied financial economics
18
(
2008
)
10/12
,
pp. 965-983
Persistent link: https://www.econbiz.de/10003739512
Saved in:
9
Long run trends and volatility spillovers in daily exchange rates
Black, Angela J.
;
McMillan, David G.
- In:
Applied financial economics
14
(
2004
)
12
,
pp. 895-907
Persistent link: https://www.econbiz.de/10002150770
Saved in:
10
Efficient estimation and testing of oil futures contracts in a mutual offset system
McAleer, Michael
;
Sequeira, John M.
- In:
Applied financial economics
14
(
2004
)
13
,
pp. 953-962
Persistent link: https://www.econbiz.de/10002195488
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