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subject:"Volatilität"
subject:"Zeitreihenanalyse"
~accessRights:"restricted"
~person:"Caporin, Massimiliano"
~person:"Xuan Vinh Vo"
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Volatilität
Zeitreihenanalyse
Estimation
47
Schätzung
47
Volatility
22
Spillover effect
18
Spillover-Effekt
18
Welt
14
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14
Capital income
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Kapitaleinkommen
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Caporin, Massimiliano
Xuan Vinh Vo
Gupta, Rangan
71
Gil-Alaña, Luis A.
42
Bahmani-Oskooee, Mohsen
28
Ma, Feng
25
Tiwari, Aviral Kumar
23
Balcilar, Mehmet
22
Bouri, Elie
22
Pierdzioch, Christian
20
Wohar, Mark E.
19
Todorov, Viktor
16
Chang, Tsangyao
15
Kang, Sang Hoon
15
Marcellino, Massimiliano
15
Mensi, Walid
15
Caporale, Guglielmo Maria
14
Lee, Chien-chiang
14
Nonejad, Nima
14
Bollerslev, Tim
13
Li, Jia
13
Wang, Yudong
13
Wei, Yu
13
Wu, Xinyu
13
Jawadi, Fredj
12
Yoon, Seong-min
12
Zhu, Huiming
12
Kumar, Dilip
11
Narayan, Paresh Kumar
11
Salisu, Afees A.
11
Zhang, Yaojie
11
Chan, Joshua
10
Hammoudeh, Shawkat
10
Ranjbar, Omid
10
Shi, Yanlin
10
Brooks, Robert
9
Chevallier, Julien
9
Demirer, Rıza
9
Ghysels, Eric
9
Kelly, Bryan T.
9
McAleer, Michael
9
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International review of economics & finance : IREF
6
The North American journal of economics and finance : a journal of financial economics studies
3
Applied economics
2
Afro-Asian Journal of Finance and Accounting : AAJFA
1
Australian economic papers
1
Emerging markets review
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Energy economics
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International journal of emerging markets
1
International journal of finance & economics : IJFE
1
International review of financial analysis
1
Journal of econometrics
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Journal of empirical finance
1
Journal of financial stability
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Research in international business and finance
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ECONIS (ZBW)
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1
Dynamic spillover and connectedness in higher moments of European stock sector markets
Nekhili, Ramzi
;
Mensi, Walid
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
Research in international business and finance
68
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014451818
Saved in:
2
Asymmetric volatility transmission and hedging strategies among REIT, stock, and oil markets
Mensi, Walid
;
Jiang, Zhuhua
;
Xuan Vinh Vo
;
Yoon, Seong-min
- In:
Australian economic papers
62
(
2023
)
4
,
pp. 597-615
Persistent link: https://www.econbiz.de/10014443716
Saved in:
3
How macroeconomic factors drive the linkages between inflation and oil markets in global economies? : a multiscale analysis
Mensi, Walid
;
Ur Rehman, Mobeen
;
Hammoudeh, Shawkat
; …
- In:
International economics : a journal published by CEPII …
173
(
2023
),
pp. 212-232
Persistent link: https://www.econbiz.de/10014373763
Saved in:
4
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:
5
Good and bad high-frequency volatility spillovers among developed and emerging stock markets
Mensi, Walid
;
Nekhili, Ramzi
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
International journal of emerging markets
18
(
2023
)
9
,
pp. 2107-2132
Persistent link: https://www.econbiz.de/10014449774
Saved in:
6
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:
7
Portfolio diversification during the COVID-19 pandemic : do vaccinations matter?
Pham, Son Duy
;
Nguyen, Thao Thac Thanh
;
Do, Hung Xuan
; …
- In:
Journal of financial stability
65
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014289935
Saved in:
8
Influence of unconventional monetary policy on agricultural commodities futures : network connectedness and dynamic spillovers of returns and volatility
Umar, Zaghum
;
Sayed, Ayesha
;
Gubareva, Mariya
;
Xuan Vinh Vo
- In:
Applied economics
55
(
2023
)
22
,
pp. 2521-2535
Persistent link: https://www.econbiz.de/10014294972
Saved in:
9
Modelling cryptocurrency high-low prices using fractional cointegrating VAR
Yaya, OlaOluwa S.
;
Xuan Vinh Vo
;
Ogbonna, Ahamuefula E.
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 489-505
Persistent link: https://www.econbiz.de/10012814609
Saved in:
10
ASEAN-5 forex rates and crude oil : Markov regime-switching analysis
Mukhriz Izraf Azman Aziz
;
Umar, Zaghum
;
Gubareva, Mariya
; …
- In:
Applied economics
54
(
2022
)
54
,
pp. 6234-6253
Persistent link: https://www.econbiz.de/10013411364
Saved in:
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