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subject:"Volatilität"
type_genre:"Sammlung"
~person:"Dierkes, Maik"
~person:"Zhu, Huiming"
~subject:"EU-Staaten"
~subject:"Schock"
~type_genre:"Aufsatz in Zeitschrift"
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Volatilität
EU-Staaten
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Estimation
27
Schätzung
27
Volatility
15
China
14
Oil price
13
Ölpreis
13
Capital income
12
Kapitaleinkommen
12
Börsenkurs
11
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Welt
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8
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7
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Dierkes, Maik
Zhu, Huiming
Gupta, Rangan
72
Bahmani-Oskooee, Mohsen
35
Belke, Ansgar
29
Caporale, Guglielmo Maria
28
Ma, Feng
27
Pierdzioch, Christian
25
Tiwari, Aviral Kumar
25
Todorov, Viktor
25
Wohar, Mark E.
25
Gil-Alaña, Luis A.
24
McAleer, Michael
24
Xuan Vinh Vo
24
Bouri, Elie
23
Bollerslev, Tim
22
Balcilar, Mehmet
21
Kumar, Dilip
20
Apergēs, Nikolaos
19
Herwartz, Helmut
18
Kang, Sang Hoon
18
Mensi, Walid
18
Sosvilla-Rivero, Simón
17
Rashid, Abdul
16
Asai, Manabu
15
Hammoudeh, Shawkat
15
Li, Jia
15
Brooks, Robert
14
Chiang, Thomas C.
14
Lee, Chien-chiang
14
Narayan, Paresh Kumar
14
Wang, Yudong
14
Wei, Yu
14
Yoon, Seong-min
14
Andersen, Torben
13
Döpke, Jörg
13
Hegerty, Scott W.
13
Mumtaz, Haroon
13
Sehgal, Sanjay
13
Tauchen, George Eugene
13
Wu, Xinyu
13
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Gottfried Wilhelm Leibniz Universität Hannover
1
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The North American journal of economics and finance : a journal of financial economics studies
5
Applied economics
4
Energy economics
2
Finance research letters
1
Journal of empirical finance
1
The North American journal of economics and finance : a journal of theory and practice
1
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ECONIS (ZBW)
15
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1
Frequency spillover effects and cross-quantile dependence between crude oil and stock markets : evidence from BRICS and G7 countries
Zhu, Huiming
;
Huang, Xi
;
Ye, Fangyu
;
Li, Shuang
- In:
The North American journal of economics and finance : a …
70
(
2024
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014491952
Saved in:
2
Time-frequency effect of investor sentiment, economic policy uncertainty, and crude oil on international stock markets : evidence from wavelet quantile analysis
Zhu, Huiming
;
Wu, Hao
;
Ren, Ying-hua
;
Yu, Dongwei
- In:
Applied economics
54
(
2022
)
53
,
pp. 6116-6146
Persistent link: https://www.econbiz.de/10013411351
Saved in:
3
Time-frequency causality and dependence structure between crude oil, EPU and Chinese industry stock : evidence from multiscale quantile perspectives
Zhu, Huiming
;
Chen, Yiwen
;
Ren, Ying-hua
;
Xing, Zhanming
; …
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-46
Persistent link: https://www.econbiz.de/10013449362
Saved in:
4
Time-frequency effect of crude oil and exchange rates on stock markets in BRICS countries : evidence from wavelet quantile regression analysis
Zhu, Huiming
;
Yu, Dongwei
;
Hau, Liya
;
Wu, Hao
;
Ye, Fangyu
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013449369
Saved in:
5
Time-frequency transmission mechanism of EPU, investor sentiment and financial assets : a multiscale TVP-VAR connectedness analysis
Qiao, Xingzhi
;
Zhu, Huiming
;
Zhang, Zhongqingyang
;
Mao, …
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014225822
Saved in:
6
Isolating momentum crashes
Dierkes, Maik
;
Krupski, Jan
- In:
Journal of empirical finance
66
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013370567
Saved in:
7
Tail risk and long memory in financial markets
Nguyen, Duc Binh Benno
-
2018
Persistent link: https://www.econbiz.de/10012173996
Saved in:
8
Time-frequency connectedness of crude oil, economic policy uncertainty and Chinese commodity markets : evidence from rolling window analysis
Zhu, Huiming
;
Chen, Weiyan
;
Hau, Liya
;
Chen, Qitong
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012822243
Saved in:
9
Does economic policy uncertainty matter for commodity market in China? : evidence from quantile regression
Zhu, Huiming
;
Huang, Rui
;
Wang, Ningli
;
Hau, Liya
- In:
Applied economics
52
(
2020
)
21
,
pp. 2292-2308
Persistent link: https://www.econbiz.de/10012197697
Saved in:
10
Dependent relationships between Chinese commodity markets and the international financial market : evidence from quantile time-frequency analysis
Zhu, Huiming
;
Meng, Liang
;
Ge, Yajing
;
Hau, Liya
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-31
Persistent link: https://www.econbiz.de/10012664544
Saved in:
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