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subject:"Volatilität"
~isPartOf:"Applied financial economics"
~isPartOf:"CESifo Working Paper Series"
~isPartOf:"DIW Berlin Discussion Paper"
~isPartOf:"Empirica : journal of european economics"
~isPartOf:"International review of applied economics"
~isPartOf:"International review of financial analysis"
~isPartOf:"Review of financial economics : RFE"
~person:"Aftab, Muhammad"
~person:"Caporale, Guglielmo Maria"
~person:"Gil-Alana, Luis A."
~person:"Ma, Feng"
~person:"Pesaran, M. Hashem"
~subject:"Effizienzmarkthypothese"
~subject:"Panel study"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"USA"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
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Volatilität
Effizienzmarkthypothese
Panel study
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Estimation
17
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17
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7
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7
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Aftab, Muhammad
Caporale, Guglielmo Maria
Gil-Alana, Luis A.
Ma, Feng
Pesaran, M. Hashem
Bahmani-Oskooee, Mohsen
11
Gil-Alaña, Luis A.
5
Apergēs, Nikolaos
4
Barkoulas, John T.
4
Brooks, Robert
4
Gupta, Rangan
4
Madura, Jeff
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McMillan, David G.
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Payne, James E.
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Urquhart, Andrew
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Xuan Vinh Vo
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3
Bouri, Elie
3
Brooks, Chris
3
Darrat, Ali F.
3
Degiannakis, Stavros
3
Garrett, Ian
3
Kanas, Angelos
3
Kim, Jae H.
3
Miffre, Joëlle
3
Moosa, Imad A.
3
Sengupta, Jati K.
3
Sensoy, Ahmet
3
Wohar, Mark E.
3
Wu, Po-Chin
3
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2
Al-Khazali, Osamah
2
Alexakis, Christos A.
2
Angelidis, Timotheos
2
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Ap Gwilym, Owain
2
Balcilar, Mehmet
2
Becchetti, Leonardo
2
Beckmann, Joscha
2
Belke, Ansgar
2
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2
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Applied financial economics
CESifo Working Paper Series
DIW Berlin Discussion Paper
Empirica : journal of european economics
International review of applied economics
International review of financial analysis
Review of financial economics : RFE
Applied economics letters
9
Energy economics
6
Applied economics
5
Economic modelling
5
International journal of finance & economics : IJFE
5
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5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Finance research letters
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Journal of international money and finance
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Research in international business and finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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Journal of international financial markets, institutions & money
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Open economies review
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Oxford bulletin of economics and statistics
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Estudos econômicos : publicação trimestral do Departamento de Economia da Faculdade de Economia, Administração e Contabilidade da Universidade de São Paulo
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Financial innovation : FIN
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International advances in economic research
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International journal of economics and financial issues : IJEFI
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International journal of forecasting
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International review of economics & finance : IREF
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ECONIS (ZBW)
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1
A comprehensive investigation on the predictive power of economic policy uncertainty from non-U.S. countries for U.S. stock market returns
Huang, Yisu
;
Ma, Feng
;
Bouri, Elie
;
Huang, Dengshi
- In:
International review of financial analysis
87
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014460616
Saved in:
2
Less is more? : new evidence from stock market volatility predictability
Lu, Fei
;
Ma, Feng
;
Guo, Qiang
- In:
International review of financial analysis
89
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014467087
Saved in:
3
Forecasting crude oil volatility with geopolitical risk : do time-varying switching probabilities play a role?
Wang, Lu
;
Ma, Feng
;
Hao, Jianyang
;
Gao, Xinxin
- In:
International review of financial analysis
76
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012804675
Saved in:
4
Economic constraints and stock return predictability : a new approach
Zhang, Yaojie
;
Wei, Yu
;
Ma, Feng
;
Yi, Yongsheng
- In:
International review of financial analysis
63
(
2019
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012207360
Saved in:
5
Global and regional stock market integration in Asia : a panel convergence approach
Caporale, Guglielmo Maria
;
You, Kefei
;
Chen, Lei
- In:
International review of financial analysis
65
(
2019
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012208866
Saved in:
6
Malaysia-EU trade at the industry level : is there an asymmetric response to exchange rate volatility?
Bahmani-Oskooee, Mohsen
;
Aftab, Muhammad
- In:
Empirica : journal of european economics
45
(
2018
)
3
,
pp. 425-455
Persistent link: https://www.econbiz.de/10012031218
Saved in:
7
Asymmetric effects of exchange rate changes on the Malaysia-EU trade : evidence from industry data
Bahmani-Oskooee, Mohsen
;
Aftab, Muhammad
- In:
Empirica : journal of european economics
44
(
2017
)
2
,
pp. 339-365
Persistent link: https://www.econbiz.de/10011782904
Saved in:
8
Testing stock market convergence : a non-linear factor approach
Caporale, Guglielmo Maria
;
Erdogan, Burcu
;
Kuzin, Vladimir
- In:
Empirica : journal of european economics
42
(
2015
)
3
,
pp. 481-498
Persistent link: https://www.econbiz.de/10011485529
Saved in:
9
Long memory and fractional integration in high frequency data on the US dollar/British pound spot exchange rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International review of financial analysis
29
(
2013
),
pp. 1-9
Persistent link: https://www.econbiz.de/10010244148
Saved in:
10
The weekly structure of US stock prices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied financial economics
21
(
2011
)
22/24
,
pp. 1757-1764
Persistent link: https://www.econbiz.de/10009384839
Saved in:
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