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subject:"EU-Staaten"
type_genre:"Übersichtsarbeit"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"Theoretical economics letters"
~person:"Altay-Salih, Aslihan"
~person:"Bahmani-Oskooee, Mohsen"
~person:"Gupta, Rangan"
~person:"Ma, Feng"
~person:"Mensi, Walid"
~person:"Pierdzioch, Christian"
~person:"Sehgal, Sanjay"
~person:"Sosvilla-Rivero, Simón"
~person:"Tiwari, Aviral Kumar"
~person:"Zhang, Yaojie"
~subject:"Commodity derivative"
~subject:"EU countries"
~subject:"Risk measure"
~subject:"Volatility"
~type:"article"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Konferenzbeitrag"
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EU-Staaten
Commodity derivative
EU countries
Risk measure
Volatility
Estimation
26
Schätzung
26
Volatilität
15
Börsenkurs
12
Share price
12
Capital income
11
Kapitaleinkommen
11
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9
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Übersichtsarbeit
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18
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Altay-Salih, Aslihan
Bahmani-Oskooee, Mohsen
Gupta, Rangan
Ma, Feng
Mensi, Walid
Pierdzioch, Christian
Sehgal, Sanjay
Sosvilla-Rivero, Simón
Tiwari, Aviral Kumar
Zhang, Yaojie
Kang, Sang Hoon
5
Zhu, Huiming
5
Hau, Liya
4
Al-Yahyaee, Khamis Hamed
3
Kumar, Dilip
3
Wohar, Mark E.
3
Xuan Vinh Vo
3
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2
Chang, Chia-Lin
2
Dai, Zhifeng
2
Ho, Kin-Yip
2
Ji, Qiang
2
Jiang, Cuixia
2
Jung, Hojin
2
Kim, Dong H.
2
Kim, Jong-Min
2
Lien, Da-hsiang Donald
2
Liu, Fang
2
Liu, Qiang
2
McAleer, Michael
2
Mo, Guoli
2
Nonejad, Nima
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2
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Zhang, Zhaoyong
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1
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1
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Ahamed, Naseem
1
Ahelegbey, Daniel Felix
1
Ahmed, Walid M. A.
1
Aiube, Fernando Antônio Lucena
1
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The North American journal of economics and finance : a journal of financial economics studies
Theoretical economics letters
Applied economics
12
Energy economics
12
Finance research letters
10
Applied economics letters
8
Empirica : journal of european economics
7
International review of economics & finance : IREF
6
Economic modelling
5
International journal of finance & economics : IJFE
5
Research in international business and finance
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Journal of economics and finance
4
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4
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3
Economics letters
3
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3
International review of financial analysis
3
The European journal of finance
3
Applied economics quarterly
2
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Economics and Business Letters : EBL
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Financial innovation : FIN
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IIMB management review
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International journal of emerging markets
2
International journal of forecasting
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
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Journal of banking & finance
2
Journal of forecasting
2
Journal of multinational financial management
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Pacific-Basin finance journal
2
The International trade journal
2
Acta oeconomica : periodical of the Hungarian Academy of Sciences
1
Annals of economics and finance
1
Annals of financial economics
1
Applied financial economics
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ECONIS (ZBW)
18
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1
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:
2
Predictability of tail risks of Canada and the U.S. over a century : the role of spillovers and oil tail risks
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413542
Saved in:
3
Evolving United States stock market volatility : the role of conventional and unconventional monetary policies
Plakandaras, Vasilios
;
Gupta, Rangan
;
Balcilar, Mehmet
; …
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013449139
Saved in:
4
Dynamic spillover and connectedness between oil futures and European bonds
Mensi, Walid
;
Al-Yahyaee, Khamis Hamed
;
Xuan Vinh Vo
; …
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012822033
Saved in:
5
Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching : evidence from over a century of data
Ji, Qiang
;
Liu, Bing-Yue
;
Cuñado Eizaguirre, Juncal
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012658792
Saved in:
6
Dynamic volatility transmission and portfolio management across major cryptocurrencies : evidence from hourly data
Mensi, Walid
;
Al-Yahyaee, Khamis Hamed
;
Al-Jarrah, …
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012665455
Saved in:
7
Why cryptocurrency markets are inefficient : the impact of liquidity and volatility
Al-Yahyaee, Khamis Hamed
;
Mensi, Walid
;
Ko, Hee-Un
; …
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012654953
Saved in:
8
Stock market linkages and spillover effects : an empirical analysis of select Asian markets
Sehgal, Sanjay
;
Bijoy, Kumar
;
Saini, Sakshi
- In:
Theoretical economics letters
9
(
2019
)
5
,
pp. 1447-1472
Persistent link: https://www.econbiz.de/10012104479
Saved in:
9
Time-varying risk aversion and realized gold volatility
Demirer, Rıza
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
The North American journal of economics and finance : a …
50
(
2019
)
101048
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012204443
Saved in:
10
The role of term spread and pattern changes in predicting stock returns and volatility of the United Kingdom : evidence from a nonparametric causality-in-quantiles test using over...
Gupta, Rangan
;
Risse, Marian
;
Volkman, David A.
;
Wohar, …
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 391-405
Persistent link: https://www.econbiz.de/10012117890
Saved in:
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