//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"USA"
~person:"Andersen, Torben"
~person:"Bouri, Elie"
~person:"Kang, Sang Hoon"
~subject:"Nichtparametrisches Verfahren"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Exchange traded fund"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
USA
Nichtparametrisches Verfahren
Index derivative
10
Indexderivat
10
Volatility
10
Volatilität
10
United States
7
Börsenkurs
3
Capital income
3
Hedging
3
Kapitaleinkommen
3
Share price
3
Spillover effect
3
Spillover-Effekt
3
Ankündigungseffekt
2
Announcement effect
2
Estimation
2
Gold
2
Market liquidity
2
Marktliquidität
2
Nichtparametrische Schätzung
2
Nonparametric estimation
2
Nonparametric statistics
2
Portfolio selection
2
Portfolio-Management
2
Quantile regression
2
Risiko
2
Risk
2
Schätzung
2
2008-2010
1
2011-2014
1
2011-2015
1
Aktienindex
1
Aktienoption
1
COVID-19 outbreak
1
Capital market returns
1
Co-skewness and co-kurtosis
1
Commodity derivative
1
Connectedness
1
Copula
1
more ...
less ...
Online availability
All
Undetermined
6
Free
1
Type of publication
All
Article
6
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
8
Author
All
Andersen, Torben
Bouri, Elie
Kang, Sang Hoon
Ben-David, Itzhak
8
McAleer, Michael
8
Chang, Chia-Lin
7
Franzoni, Francesco
7
Moussawi, Rabih
7
Rompotis, Gerasimos G.
5
Fusari, Nicola
4
Hsieh, Tai-Lin
4
Todorov, Viktor
4
Tse, Yiuman
4
Ivanov, Stoyu I.
3
Agrrawal, Pankaj
2
Andersen, Torben G.
2
Caginalp, Gunduz
2
Chung, Huimin
2
DeSantis, Mark
2
Dheeriya, Prakash L.
2
Fan, Yuhong
2
Fu, Chengbo
2
Gurrib, Ikhlaas
2
Hackard, James C.
2
Huang, Qiping
2
Hwang, Byoung-Hyoung
2
Irwin, Scott H.
2
Kamalov, Firuz
2
Kanuri, Srinidhi
2
Karmaziene, Egle
2
Kim, Byungwook
2
Levy, Ariel
2
Li, Weikai
2
Lieberman, Offer
2
Lin, Crystal Yan
2
Lou, Dong
2
Madhavan, Ananth Narayan
2
Malhotra, Davinder Kumar
2
Martin, Ian
2
Rezayat, Fahimeh
2
more ...
less ...
Published in...
All
Energy economics
2
Department of Economics working paper series
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
The journal of finance : the journal of the American Finance Association
1
The quarterly review of economics and finance
1
The review of financial studies
1
Working paper / National Bureau of Economic Research, Inc.
1
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Does the introduction of US spot Bitcoin ETFs affect spot returns and volatility of major cryptocurrencies?
Babalos, Vassilios
;
Bouri, Elie
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014521259
Saved in:
2
Dynamic spillovers in higher moments and jumps across ETFs and economic and financial uncertainty factors in the context of successive shocks
Alomari, Mohammed
;
Selmi, Refk
;
Mensi, Walid
;
Ko, Hee-Un
; …
- In:
The quarterly review of economics and finance
93
(
2024
),
pp. 210-228
Persistent link: https://www.econbiz.de/10014494645
Saved in:
3
Higher-order moments and co-moments' contribution to spillover analysis and portfolio risk management
Nekhili, Ramzi
;
Bouri, Elie
- In:
Energy economics
119
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014285019
Saved in:
4
Frequency spillovers, connectedness, and the hedging effectiveness of oil and gold for US sector ETFs
Kang, Sang Hoon
;
Hernandez, Jose Arreola
;
Sadorsky, Perry A.
- In:
Energy economics
99
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012939407
Saved in:
5
Conditional quantiles and tail dependence in the volatilities of gold and silver
Bouri, Elie
;
Jalkh, Naji
- In:
International economics : a journal published by CEPII …
157
(
2019
),
pp. 117-133
Persistent link: https://www.econbiz.de/10012318694
Saved in:
6
Short-term market risks implied by weekly options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
- In:
The journal of finance : the journal of the American …
72
(
2017
)
3
,
pp. 1335-1386
Persistent link: https://www.econbiz.de/10011738723
Saved in:
7
Exploring return dynamics via corridor implied volatility
Andersen, Torben
;
Bondarenko, Oleg
;
Gonzalez-Perez, Maria T.
- In:
The review of financial studies
28
(
2015
)
10
,
pp. 2902-2945
Persistent link: https://www.econbiz.de/10011401368
Saved in:
8
The pricing of short-term market risk : evidence from weekly options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2015
Persistent link: https://www.econbiz.de/10011347366
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->