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subject:"Estimation"
subject:"Zeitreihenanalyse"
~isPartOf:"International review of economics & finance : IREF"
~person:"Gil-Alaña, Luis A."
~person:"McAleer, Michael"
~person:"Xuan Vinh Vo"
~subject:"Geldpolitik"
~subject:"Schätztheorie"
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Estimation
Zeitreihenanalyse
Geldpolitik
Schätztheorie
Schätzung
14
Volatility
7
Volatilität
7
Spillover effect
5
Spillover-Effekt
5
Fractional integration
4
Time series analysis
4
Welt
4
World
4
ARCH model
3
ARCH-Modell
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Aktienmarkt
3
Börsenkurs
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Capital income
3
Commodity derivative
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Hedging
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Kapitaleinkommen
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Oil price
3
Rohstoffderivat
3
Share price
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Stock market
3
Virtual currency
3
Virtuelle Währung
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Ölpreis
3
Asymmetry
2
Cointegration
2
Fractional cointegration
2
Index futures
2
Index-Futures
2
Interest rate
2
Kointegration
2
Portfolio selection
2
Portfolio-Management
2
USA
2
United States
2
Zins
2
1999-2007
1
Asymmetric spillovers
1
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English
14
Author
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Gil-Alaña, Luis A.
McAleer, Michael
Xuan Vinh Vo
Wohar, Mark E.
7
Balcilar, Mehmet
5
Gupta, Rangan
5
Hammoudeh, Shawkat
5
Salisu, Afees A.
5
Balli, Faruk
4
Kutan, Ali Mustafa
4
Arize, Augustine Chuck
3
Balli, Hatice Ozer
3
Brooks, Robert
3
Chang, Tsangyao
3
Chen, Shyh-Wei
3
Chiang, Thomas C.
3
Kang, Sang Hoon
3
Lee, Chien-chiang
3
Malindretos, John
3
Narayan, Seema
3
Sosvilla-Rivero, Simón
3
Wang, Yudong
3
Wu, Po-chin
3
Xie, Zixiong
3
Yin, Libo
3
Zeaiter, Hussein
3
Ahmad, Ahmad Hassan
2
Ahmad, Wasim
2
Ali, Syed Zahid
2
Beckmann, Joscha
2
Bissoondoyal-Bheenick, Emawtee
2
Bouri, Elie
2
Caporin, Massimiliano
2
Chakrabarti, Avik
2
Chang, Chia-Chien
2
Chang, Chia-Lin
2
Chang, Kuang-Liang
2
Chao, Chi-Chur
2
Chen, Carl R.
2
Chen, Mei-Ping
2
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International review of economics & finance : IREF
CESifo working papers
44
Econometric Institute research papers
38
Economics and finance working paper series
33
Working paper
26
Discussion papers / Deutsches Institut für Wirtschaftsforschung
22
Applied economics
18
Discussion paper / Tinbergen Institute
18
Applied economics letters
11
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
10
Discussion papers of interdisciplinary research project 373
9
International review of financial analysis
8
Research in international business and finance
7
The North American journal of economics and finance : a journal of financial economics studies
7
Finance research letters
6
EUI working paper / ECO
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
5
International journal of finance & economics : IJFE
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Applied financial economics
4
Econometric reviews
4
Journal of risk and financial management : JRFM
4
Review of development finance
4
School of Accounting, Finance and Economics & FEMARC working paper series
4
Economic modelling
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Journal of econometrics
3
Journal of economics and finance : JEF
3
Risks : open access journal
3
The South African journal of economics
3
Afro-Asian Journal of Finance and Accounting : AAJFA
2
Australian economic papers
2
Cogent economics & finance
2
Department of Economics working papers
2
Discussion paper series / IZA
2
Economics letters
2
Emerging markets, finance and trade : EMFT
2
Empirica : journal of european economics
2
Energy economics
2
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ECONIS (ZBW)
14
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1
Time-frequency comovements between environmental cryptocurrency sentiment and faith-based sectoral stocks
Bossman, Ahmed
;
Gubareva, Mariya
;
Agyei, Samuel Kwaku
; …
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 699-719
Persistent link: https://www.econbiz.de/10014492252
Saved in:
2
Time-frequency spillovers and connectedness between precious metals, oil futures and financial markets : hedge and safe haven implications
Mensi, Walid
;
Aslan, Aylin
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
International review of economics & finance : IREF
83
(
2023
),
pp. 219-232
Persistent link: https://www.econbiz.de/10014239971
Saved in:
3
The realized volatility of commodity futures : interconnectedness and determinants#
Bouri, Elie
;
Lucey, Brian M.
;
Saeed, Tareq
;
Xuan Vinh Vo
- In:
International review of economics & finance : IREF
73
(
2021
),
pp. 139-151
Persistent link: https://www.econbiz.de/10012692211
Saved in:
4
The behavior of exchange rate and stock returns in high and low interest rate environments
Salisu, Afees A.
;
Xuan Vinh Vo
- In:
International review of economics & finance : IREF
74
(
2021
),
pp. 138-149
Persistent link: https://www.econbiz.de/10012792945
Saved in:
5
Volatility spillovers and hedging effectiveness between health and tourism stocks : empirical evidence from the US
Salisu, Afees A.
;
Akanni, Lateef O.
;
Xuan Vinh Vo
- In:
International review of economics & finance : IREF
74
(
2021
),
pp. 150-159
Persistent link: https://www.econbiz.de/10012792946
Saved in:
6
GDP per capita in Sub-Saharan Africa : a time series approach using long memory
Gil-Alaña, Luis A.
;
Mudida, Robert
;
Zerbo, Eleazar
- In:
International review of economics & finance : IREF
72
(
2021
),
pp. 175-190
Persistent link: https://www.econbiz.de/10012671595
Saved in:
7
Does volatility connectedness across major cryptocurrencies behave the same at different frequencies? : a portfolio risk analysis
Mensi, Walid
;
Al-Yahyaee, Khamis Hamed
;
Al-Jarrah, …
- In:
International review of economics & finance : IREF
76
(
2021
),
pp. 96-113
Persistent link: https://www.econbiz.de/10013175750
Saved in:
8
How do stocks in BRICS co-move with real estate stocks?
Gil-Alaña, Luis A.
;
Yaya, OlaOluwa S.
;
Akinsomi, Omokolade
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 93-101
Persistent link: https://www.econbiz.de/10012486337
Saved in:
9
Exchange rate pass-through & management of inflation expectations in a small open inflation targeting economy
Nasir, Muhammad Ali
;
Toan Luu Duc Huynh
;
Xuan Vinh Vo
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 178-188
Persistent link: https://www.econbiz.de/10012486519
Saved in:
10
Volatility persistence in cryptocurrency markets under structural breaks
Abakah, Emmanuel Joel Aikins
;
Gil-Alaña, Luis A.
; …
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 680-691
Persistent link: https://www.econbiz.de/10012487193
Saved in:
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