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subject:"Volatilität"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"International review of financial analysis"
~person:"Caporale, Guglielmo Maria"
~person:"Xuan Vinh Vo"
~subject:"Internationaler Finanzmarkt"
~subject:"Zins"
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Volatilität
Internationaler Finanzmarkt
Zins
Estimation
16
Schätzung
16
Spillover effect
7
Spillover-Effekt
7
Volatility
7
Welt
5
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Caporale, Guglielmo Maria
Xuan Vinh Vo
Brooks, Robert
4
Gil-Alaña, Luis A.
4
Hammoudeh, Shawkat
4
Kang, Sang Hoon
4
Bouri, Elie
3
Degiannakis, Stavros
3
Do, Hung Xuan
3
Floros, Christos
3
Gong, Xue
3
Goodell, John W.
3
Kumar, Dilip
3
Ma, Feng
3
Mensi, Walid
3
Salisu, Afees A.
3
Sensoy, Ahmet
3
Wu, Eliza
3
Yin, Libo
3
Audrino, Francesco
2
Balcilar, Mehmet
2
Balli, Faruk
2
Balli, Hatice Ozer
2
Bilgin, Mehmet Huseyin
2
Caporin, Massimiliano
2
Chang, Chia-Lin
2
Chang, Kuang-Liang
2
Chortareas, Georgios E.
2
Chuliá, Helena
2
Cipollini, Andrea
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Fabozzi, Frank J.
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Gozgor, Giray
2
Gu, Chen
2
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2
Han, Liyan
2
Henke, Harald
2
Huang, Alex
2
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International review of economics & finance : IREF
International review of financial analysis
Economics and finance working paper series
18
CESifo working papers
16
Discussion papers / Deutsches Institut für Wirtschaftsforschung
11
CESifo Working Paper Series
7
Discussion paper / Centre for Economic Forecasting
6
DIW Berlin Discussion Paper
5
CESifo Working Paper
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
Journal of international money and finance
3
Research in international business and finance
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Applied economics letters
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Journal of economics and finance
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The North American journal of economics and finance : a journal of financial economics studies
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International journal of emerging markets
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Journal of international development : the journal of the Development Studies Association
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Journal of international financial markets, institutions & money
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Review of international economics
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The North American journal of economics and finance : a journal of theory and practice
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ECONIS (ZBW)
11
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1
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:
2
Spillovers and connectedness between major precious metals and major currency markets : the role of frequency factor
Mensi, Walid
;
Hernandez, Jose Arroeola
;
Yoon, Seong-min
; …
- In:
International review of financial analysis
74
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012803817
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
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:
5
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:
6
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:
7
Long-term interest rates in Europe : a fractional cointegration analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International review of economics & finance : IREF
61
(
2019
),
pp. 170-178
Persistent link: https://www.econbiz.de/10012205401
Saved in:
8
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:
9
Persistence and cycles in the us federal funds rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International review of financial analysis
52
(
2017
),
pp. 1-8
Persistent link: https://www.econbiz.de/10011868684
Saved in:
10
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:
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