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subject:"EU-Staaten"
type_genre:"Übersichtsarbeit"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of econometrics"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~person:"Yin, Libo"
~subject:"Exchange rate"
~subject:"United States"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Aufsatzsammlung"
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EU-Staaten
Exchange rate
United States
Volatility
Estimation
3
Oil market
3
Oil price
3
Schätzung
3
Volatilität
3
Welt
3
World
3
Ölmarkt
3
Ölpreis
3
Ansteckungseffekt
1
Business cycle
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Börsenkurs
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1
Contagion effect
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1
Cryptocurrency volatility
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Delta conditional value at risk (Δ)
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Forecasting model
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International financial market
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Internationaler Finanzmarkt
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Kapitaleinkommen
1
Konjunktur
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Macroeconomic uncertainty
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Oil factors
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Oil market shocks
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Out-of-sample forecast
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1
Risikoprämie
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Yin, Libo
Todorov, Viktor
14
Bollerslev, Tim
10
Aït-Sahalia, Yacine
7
Tauchen, George Eugene
7
McAleer, Michael
6
Andersen, Torben
5
Kim, Donggyu
5
Li, Jia
5
Xuan Vinh Vo
5
Gupta, Rangan
4
Asai, Manabu
3
Balcilar, Mehmet
3
Brooks, Robert
3
Caporin, Massimiliano
3
Francq, Christian
3
Hammoudeh, Shawkat
3
Koop, Gary
3
Li, Haitao
3
Park, Joon Y.
3
Patton, Andrew J.
3
Tate, Geoffrey
3
Timmermann, Allan
3
Titman, Sheridan
3
Wang, Yazhen
3
Wu, Chunchi
3
Xiu, Dacheng
3
Zakoïan, Jean-Michel
3
Zhou, Hao
3
Ahmad, Ahmad Hassan
2
Baker, Malcolm
2
Barigozzi, Matteo
2
Beckmann, Joscha
2
Bekaert, Geert
2
Bibinger, Markus
2
Bossaerts, Peter L.
2
Boudoukh, Jacob
2
Bouri, Elie
2
Brennan, Michael J.
2
Chang, Chia-Lin
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International review of economics & finance : IREF
Journal of econometrics
The journal of finance : the journal of the American Finance Association
Applied economics
1
Economics letters
1
Emerging markets, finance and trade : EMFT
1
Energy economics
1
Journal of empirical finance
1
Pacific-Basin finance journal
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ECONIS (ZBW)
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1
Systemic risk in international stock markets : role of the oil market
Yin, Libo
;
Feng, Jiabao
;
Han, Liyan
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 592-619
Persistent link: https://www.econbiz.de/10012627999
Saved in:
2
Understanding cryptocurrency volatility : the role of oil market shocks
Yin, Libo
;
Nie, Jing
;
Han, Liyan
- In:
International review of economics & finance : IREF
72
(
2021
),
pp. 233-253
Persistent link: https://www.econbiz.de/10012671902
Saved in:
3
It's not that important : the negligible effect of oil market uncertainty
Yin, Libo
;
Feng, Jiabao
;
Liu, Li
;
Wang, Yudong
- In:
International review of economics & finance : IREF
60
(
2019
),
pp. 62-84
Persistent link: https://www.econbiz.de/10012203810
Saved in:
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